CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
630-0 |
628-4 |
-1-4 |
-0.2% |
622-0 |
| High |
632-0 |
644-4 |
12-4 |
2.0% |
644-4 |
| Low |
624-6 |
628-4 |
3-6 |
0.6% |
614-4 |
| Close |
625-0 |
642-2 |
17-2 |
2.8% |
642-2 |
| Range |
7-2 |
16-0 |
8-6 |
120.7% |
30-0 |
| ATR |
21-7 |
21-5 |
-0-1 |
-0.8% |
0-0 |
| Volume |
50,297 |
56,722 |
6,425 |
12.8% |
241,574 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
686-3 |
680-3 |
651-0 |
|
| R3 |
670-3 |
664-3 |
646-5 |
|
| R2 |
654-3 |
654-3 |
645-1 |
|
| R1 |
648-3 |
648-3 |
643-6 |
651-3 |
| PP |
638-3 |
638-3 |
638-3 |
640-0 |
| S1 |
632-3 |
632-3 |
640-6 |
635-3 |
| S2 |
622-3 |
622-3 |
639-3 |
|
| S3 |
606-3 |
616-3 |
637-7 |
|
| S4 |
590-3 |
600-3 |
633-4 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
723-6 |
713-0 |
658-6 |
|
| R3 |
693-6 |
683-0 |
650-4 |
|
| R2 |
663-6 |
663-6 |
647-6 |
|
| R1 |
653-0 |
653-0 |
645-0 |
658-3 |
| PP |
633-6 |
633-6 |
633-6 |
636-4 |
| S1 |
623-0 |
623-0 |
639-4 |
628-3 |
| S2 |
603-6 |
603-6 |
636-6 |
|
| S3 |
573-6 |
593-0 |
634-0 |
|
| S4 |
543-6 |
563-0 |
625-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
644-4 |
603-0 |
41-4 |
6.5% |
13-5 |
2.1% |
95% |
True |
False |
72,794 |
| 10 |
695-4 |
603-0 |
92-4 |
14.4% |
15-3 |
2.4% |
42% |
False |
False |
83,212 |
| 20 |
759-0 |
603-0 |
156-0 |
24.3% |
17-1 |
2.7% |
25% |
False |
False |
88,373 |
| 40 |
764-0 |
603-0 |
161-0 |
25.1% |
15-3 |
2.4% |
24% |
False |
False |
65,219 |
| 60 |
764-0 |
603-0 |
161-0 |
25.1% |
15-1 |
2.4% |
24% |
False |
False |
51,853 |
| 80 |
764-0 |
583-4 |
180-4 |
28.1% |
14-5 |
2.3% |
33% |
False |
False |
43,661 |
| 100 |
764-0 |
583-4 |
180-4 |
28.1% |
13-5 |
2.1% |
33% |
False |
False |
37,077 |
| 120 |
764-0 |
583-4 |
180-4 |
28.1% |
12-5 |
2.0% |
33% |
False |
False |
31,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
712-4 |
|
2.618 |
686-3 |
|
1.618 |
670-3 |
|
1.000 |
660-4 |
|
0.618 |
654-3 |
|
HIGH |
644-4 |
|
0.618 |
638-3 |
|
0.500 |
636-4 |
|
0.382 |
634-5 |
|
LOW |
628-4 |
|
0.618 |
618-5 |
|
1.000 |
612-4 |
|
1.618 |
602-5 |
|
2.618 |
586-5 |
|
4.250 |
560-4 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
640-3 |
638-5 |
| PP |
638-3 |
635-0 |
| S1 |
636-4 |
631-3 |
|