CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
655-0 |
694-0 |
39-0 |
6.0% |
688-2 |
| High |
671-0 |
695-4 |
24-4 |
3.7% |
707-4 |
| Low |
654-4 |
668-0 |
13-4 |
2.1% |
639-0 |
| Close |
670-0 |
678-0 |
8-0 |
1.2% |
657-0 |
| Range |
16-4 |
27-4 |
11-0 |
66.7% |
68-4 |
| ATR |
20-5 |
21-1 |
0-4 |
2.4% |
0-0 |
| Volume |
117,480 |
162,127 |
44,647 |
38.0% |
364,784 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763-0 |
748-0 |
693-1 |
|
| R3 |
735-4 |
720-4 |
685-4 |
|
| R2 |
708-0 |
708-0 |
683-0 |
|
| R1 |
693-0 |
693-0 |
680-4 |
686-6 |
| PP |
680-4 |
680-4 |
680-4 |
677-3 |
| S1 |
665-4 |
665-4 |
675-4 |
659-2 |
| S2 |
653-0 |
653-0 |
673-0 |
|
| S3 |
625-4 |
638-0 |
670-4 |
|
| S4 |
598-0 |
610-4 |
662-7 |
|
|
| 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 |
695-4 |
637-2 |
58-2 |
8.6% |
23-5 |
3.5% |
70% |
True |
False |
98,045 |
| 10 |
707-4 |
637-2 |
70-2 |
10.4% |
20-3 |
3.0% |
58% |
False |
False |
98,011 |
| 20 |
764-0 |
637-2 |
126-6 |
18.7% |
17-3 |
2.6% |
32% |
False |
False |
83,846 |
| 40 |
764-0 |
637-2 |
126-6 |
18.7% |
16-0 |
2.4% |
32% |
False |
False |
58,778 |
| 60 |
764-0 |
637-2 |
126-6 |
18.7% |
15-1 |
2.2% |
32% |
False |
False |
46,981 |
| 80 |
764-0 |
583-4 |
180-4 |
26.6% |
14-5 |
2.2% |
52% |
False |
False |
39,531 |
| 100 |
764-0 |
583-4 |
180-4 |
26.6% |
13-2 |
2.0% |
52% |
False |
False |
33,015 |
| 120 |
764-0 |
570-0 |
194-0 |
28.6% |
12-3 |
1.8% |
56% |
False |
False |
28,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
812-3 |
|
2.618 |
767-4 |
|
1.618 |
740-0 |
|
1.000 |
723-0 |
|
0.618 |
712-4 |
|
HIGH |
695-4 |
|
0.618 |
685-0 |
|
0.500 |
681-6 |
|
0.382 |
678-4 |
|
LOW |
668-0 |
|
0.618 |
651-0 |
|
1.000 |
640-4 |
|
1.618 |
623-4 |
|
2.618 |
596-0 |
|
4.250 |
551-1 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
681-6 |
674-1 |
| PP |
680-4 |
670-2 |
| S1 |
679-2 |
666-3 |
|