CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
621-0 |
630-0 |
9-0 |
1.4% |
650-0 |
High |
628-4 |
632-0 |
3-4 |
0.6% |
695-4 |
Low |
618-2 |
624-6 |
6-4 |
1.1% |
603-0 |
Close |
618-6 |
625-0 |
6-2 |
1.0% |
606-6 |
Range |
10-2 |
7-2 |
-3-0 |
-29.3% |
92-4 |
ATR |
22-4 |
21-7 |
-0-5 |
-2.9% |
0-0 |
Volume |
60,579 |
50,297 |
-10,282 |
-17.0% |
590,551 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
649-0 |
644-2 |
629-0 |
|
R3 |
641-6 |
637-0 |
627-0 |
|
R2 |
634-4 |
634-4 |
626-3 |
|
R1 |
629-6 |
629-6 |
625-5 |
628-4 |
PP |
627-2 |
627-2 |
627-2 |
626-5 |
S1 |
622-4 |
622-4 |
624-3 |
621-2 |
S2 |
620-0 |
620-0 |
623-5 |
|
S3 |
612-6 |
615-2 |
623-0 |
|
S4 |
605-4 |
608-0 |
621-0 |
|
|
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 |
648-0 |
603-0 |
45-0 |
7.2% |
10-4 |
1.7% |
49% |
False |
False |
78,126 |
10 |
695-4 |
603-0 |
92-4 |
14.8% |
17-0 |
2.7% |
24% |
False |
False |
88,085 |
20 |
764-0 |
603-0 |
161-0 |
25.8% |
17-1 |
2.7% |
14% |
False |
False |
90,934 |
40 |
764-0 |
603-0 |
161-0 |
25.8% |
15-2 |
2.4% |
14% |
False |
False |
64,725 |
60 |
764-0 |
603-0 |
161-0 |
25.8% |
15-1 |
2.4% |
14% |
False |
False |
51,292 |
80 |
764-0 |
583-4 |
180-4 |
28.9% |
14-5 |
2.3% |
23% |
False |
False |
43,079 |
100 |
764-0 |
583-4 |
180-4 |
28.9% |
13-5 |
2.2% |
23% |
False |
False |
36,610 |
120 |
764-0 |
583-4 |
180-4 |
28.9% |
12-4 |
2.0% |
23% |
False |
False |
31,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
662-6 |
2.618 |
651-0 |
1.618 |
643-6 |
1.000 |
639-2 |
0.618 |
636-4 |
HIGH |
632-0 |
0.618 |
629-2 |
0.500 |
628-3 |
0.382 |
627-4 |
LOW |
624-6 |
0.618 |
620-2 |
1.000 |
617-4 |
1.618 |
613-0 |
2.618 |
605-6 |
4.250 |
594-0 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
628-3 |
624-3 |
PP |
627-2 |
623-7 |
S1 |
626-1 |
623-2 |
|