CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
650-0 |
655-0 |
5-0 |
0.8% |
688-2 |
| High |
653-0 |
671-0 |
18-0 |
2.8% |
707-4 |
| Low |
637-2 |
654-4 |
17-2 |
2.7% |
639-0 |
| Close |
644-2 |
670-0 |
25-6 |
4.0% |
657-0 |
| Range |
15-6 |
16-4 |
0-6 |
4.8% |
68-4 |
| ATR |
20-1 |
20-5 |
0-4 |
2.4% |
0-0 |
| Volume |
105,163 |
117,480 |
12,317 |
11.7% |
364,784 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714-5 |
708-7 |
679-1 |
|
| R3 |
698-1 |
692-3 |
674-4 |
|
| R2 |
681-5 |
681-5 |
673-0 |
|
| R1 |
675-7 |
675-7 |
671-4 |
678-6 |
| PP |
665-1 |
665-1 |
665-1 |
666-5 |
| S1 |
659-3 |
659-3 |
668-4 |
662-2 |
| S2 |
648-5 |
648-5 |
667-0 |
|
| S3 |
632-1 |
642-7 |
665-4 |
|
| S4 |
615-5 |
626-3 |
660-7 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873-3 |
833-5 |
694-5 |
|
| R3 |
804-7 |
765-1 |
675-7 |
|
| R2 |
736-3 |
736-3 |
669-4 |
|
| R1 |
696-5 |
696-5 |
663-2 |
682-2 |
| PP |
667-7 |
667-7 |
667-7 |
660-5 |
| S1 |
628-1 |
628-1 |
650-6 |
613-6 |
| S2 |
599-3 |
599-3 |
644-4 |
|
| S3 |
530-7 |
559-5 |
638-1 |
|
| S4 |
462-3 |
491-1 |
619-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
699-4 |
637-2 |
62-2 |
9.3% |
23-5 |
3.5% |
53% |
False |
False |
85,086 |
| 10 |
728-6 |
637-2 |
91-4 |
13.7% |
20-5 |
3.1% |
36% |
False |
False |
90,573 |
| 20 |
764-0 |
637-2 |
126-6 |
18.9% |
16-5 |
2.5% |
26% |
False |
False |
77,523 |
| 40 |
764-0 |
637-2 |
126-6 |
18.9% |
15-4 |
2.3% |
26% |
False |
False |
55,439 |
| 60 |
764-0 |
637-2 |
126-6 |
18.9% |
14-6 |
2.2% |
26% |
False |
False |
44,765 |
| 80 |
764-0 |
583-4 |
180-4 |
26.9% |
14-3 |
2.1% |
48% |
False |
False |
37,625 |
| 100 |
764-0 |
583-4 |
180-4 |
26.9% |
13-1 |
2.0% |
48% |
False |
False |
31,429 |
| 120 |
764-0 |
570-0 |
194-0 |
29.0% |
12-2 |
1.8% |
52% |
False |
False |
27,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
741-1 |
|
2.618 |
714-2 |
|
1.618 |
697-6 |
|
1.000 |
687-4 |
|
0.618 |
681-2 |
|
HIGH |
671-0 |
|
0.618 |
664-6 |
|
0.500 |
662-6 |
|
0.382 |
660-6 |
|
LOW |
654-4 |
|
0.618 |
644-2 |
|
1.000 |
638-0 |
|
1.618 |
627-6 |
|
2.618 |
611-2 |
|
4.250 |
584-3 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
667-5 |
666-0 |
| PP |
665-1 |
661-7 |
| S1 |
662-6 |
657-7 |
|