CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
622-0 |
621-0 |
-1-0 |
-0.2% |
650-0 |
| High |
631-0 |
628-4 |
-2-4 |
-0.4% |
695-4 |
| Low |
614-4 |
618-2 |
3-6 |
0.6% |
603-0 |
| Close |
625-4 |
618-6 |
-6-6 |
-1.1% |
606-6 |
| Range |
16-4 |
10-2 |
-6-2 |
-37.9% |
92-4 |
| ATR |
23-3 |
22-4 |
-1-0 |
-4.0% |
0-0 |
| Volume |
73,976 |
60,579 |
-13,397 |
-18.1% |
590,551 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-5 |
645-7 |
624-3 |
|
| R3 |
642-3 |
635-5 |
621-5 |
|
| R2 |
632-1 |
632-1 |
620-5 |
|
| R1 |
625-3 |
625-3 |
619-6 |
623-5 |
| PP |
621-7 |
621-7 |
621-7 |
621-0 |
| S1 |
615-1 |
615-1 |
617-6 |
613-3 |
| S2 |
611-5 |
611-5 |
616-7 |
|
| S3 |
601-3 |
604-7 |
615-7 |
|
| S4 |
591-1 |
594-5 |
613-1 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912-5 |
852-1 |
657-5 |
|
| R3 |
820-1 |
759-5 |
632-2 |
|
| R2 |
727-5 |
727-5 |
623-6 |
|
| R1 |
667-1 |
667-1 |
615-2 |
651-1 |
| PP |
635-1 |
635-1 |
635-1 |
627-0 |
| S1 |
574-5 |
574-5 |
598-2 |
558-5 |
| S2 |
542-5 |
542-5 |
589-6 |
|
| S3 |
450-1 |
482-1 |
581-2 |
|
| S4 |
357-5 |
389-5 |
555-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
695-4 |
603-0 |
92-4 |
14.9% |
14-4 |
2.3% |
17% |
False |
False |
100,492 |
| 10 |
699-4 |
603-0 |
96-4 |
15.6% |
19-0 |
3.1% |
16% |
False |
False |
92,789 |
| 20 |
764-0 |
603-0 |
161-0 |
26.0% |
17-4 |
2.8% |
10% |
False |
False |
92,849 |
| 40 |
764-0 |
603-0 |
161-0 |
26.0% |
15-3 |
2.5% |
10% |
False |
False |
64,425 |
| 60 |
764-0 |
603-0 |
161-0 |
26.0% |
15-2 |
2.5% |
10% |
False |
False |
50,974 |
| 80 |
764-0 |
583-4 |
180-4 |
29.2% |
14-6 |
2.4% |
20% |
False |
False |
42,694 |
| 100 |
764-0 |
583-4 |
180-4 |
29.2% |
13-4 |
2.2% |
20% |
False |
False |
36,182 |
| 120 |
764-0 |
583-4 |
180-4 |
29.2% |
12-4 |
2.0% |
20% |
False |
False |
31,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-0 |
|
2.618 |
655-3 |
|
1.618 |
645-1 |
|
1.000 |
638-6 |
|
0.618 |
634-7 |
|
HIGH |
628-4 |
|
0.618 |
624-5 |
|
0.500 |
623-3 |
|
0.382 |
622-1 |
|
LOW |
618-2 |
|
0.618 |
611-7 |
|
1.000 |
608-0 |
|
1.618 |
601-5 |
|
2.618 |
591-3 |
|
4.250 |
574-6 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
623-3 |
618-1 |
| PP |
621-7 |
617-5 |
| S1 |
620-2 |
617-0 |
|