CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 30-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
694-0 |
648-0 |
-46-0 |
-6.6% |
688-2 |
High |
695-4 |
648-0 |
-47-4 |
-6.8% |
707-4 |
Low |
668-0 |
648-0 |
-20-0 |
-3.0% |
639-0 |
Close |
678-0 |
648-0 |
-30-0 |
-4.4% |
657-0 |
Range |
27-4 |
0-0 |
-27-4 |
-100.0% |
68-4 |
ATR |
21-1 |
21-6 |
0-5 |
3.0% |
0-0 |
Volume |
162,127 |
83,385 |
-78,742 |
-48.6% |
364,784 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-0 |
648-0 |
648-0 |
|
R3 |
648-0 |
648-0 |
648-0 |
|
R2 |
648-0 |
648-0 |
648-0 |
|
R1 |
648-0 |
648-0 |
648-0 |
648-0 |
PP |
648-0 |
648-0 |
648-0 |
648-0 |
S1 |
648-0 |
648-0 |
648-0 |
648-0 |
S2 |
648-0 |
648-0 |
648-0 |
|
S3 |
648-0 |
648-0 |
648-0 |
|
S4 |
648-0 |
648-0 |
648-0 |
|
|
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 |
9.0% |
17-0 |
2.6% |
18% |
False |
False |
93,631 |
10 |
707-4 |
637-2 |
70-2 |
10.8% |
17-7 |
2.8% |
15% |
False |
False |
94,533 |
20 |
764-0 |
637-2 |
126-6 |
19.6% |
16-6 |
2.6% |
8% |
False |
False |
86,034 |
40 |
764-0 |
637-2 |
126-6 |
19.6% |
15-5 |
2.4% |
8% |
False |
False |
60,266 |
60 |
764-0 |
637-2 |
126-6 |
19.6% |
14-7 |
2.3% |
8% |
False |
False |
47,945 |
80 |
764-0 |
583-4 |
180-4 |
27.9% |
14-4 |
2.2% |
36% |
False |
False |
40,327 |
100 |
764-0 |
583-4 |
180-4 |
27.9% |
13-2 |
2.1% |
36% |
False |
False |
33,810 |
120 |
764-0 |
574-4 |
189-4 |
29.2% |
12-2 |
1.9% |
39% |
False |
False |
29,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
648-0 |
2.618 |
648-0 |
1.618 |
648-0 |
1.000 |
648-0 |
0.618 |
648-0 |
HIGH |
648-0 |
0.618 |
648-0 |
0.500 |
648-0 |
0.382 |
648-0 |
LOW |
648-0 |
0.618 |
648-0 |
1.000 |
648-0 |
1.618 |
648-0 |
2.618 |
648-0 |
4.250 |
648-0 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
648-0 |
671-6 |
PP |
648-0 |
663-7 |
S1 |
648-0 |
655-7 |
|