CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
628-4 |
632-4 |
4-0 |
0.6% |
622-0 |
| High |
644-4 |
644-2 |
-0-2 |
0.0% |
644-4 |
| Low |
628-4 |
632-0 |
3-4 |
0.6% |
614-4 |
| Close |
642-2 |
643-0 |
0-6 |
0.1% |
642-2 |
| Range |
16-0 |
12-2 |
-3-6 |
-23.4% |
30-0 |
| ATR |
21-5 |
21-0 |
-0-5 |
-3.1% |
0-0 |
| Volume |
56,722 |
51,056 |
-5,666 |
-10.0% |
241,574 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676-4 |
672-0 |
649-6 |
|
| R3 |
664-2 |
659-6 |
646-3 |
|
| R2 |
652-0 |
652-0 |
645-2 |
|
| R1 |
647-4 |
647-4 |
644-1 |
649-6 |
| PP |
639-6 |
639-6 |
639-6 |
640-7 |
| S1 |
635-2 |
635-2 |
641-7 |
637-4 |
| S2 |
627-4 |
627-4 |
640-6 |
|
| S3 |
615-2 |
623-0 |
639-5 |
|
| S4 |
603-0 |
610-6 |
636-2 |
|
|
| 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 |
614-4 |
30-0 |
4.7% |
12-4 |
1.9% |
95% |
False |
False |
58,526 |
| 10 |
695-4 |
603-0 |
92-4 |
14.4% |
14-0 |
2.2% |
43% |
False |
False |
88,318 |
| 20 |
754-4 |
603-0 |
151-4 |
23.6% |
17-2 |
2.7% |
26% |
False |
False |
86,228 |
| 40 |
764-0 |
603-0 |
161-0 |
25.0% |
15-2 |
2.4% |
25% |
False |
False |
65,607 |
| 60 |
764-0 |
603-0 |
161-0 |
25.0% |
15-0 |
2.3% |
25% |
False |
False |
52,252 |
| 80 |
764-0 |
603-0 |
161-0 |
25.0% |
14-4 |
2.3% |
25% |
False |
False |
44,053 |
| 100 |
764-0 |
583-4 |
180-4 |
28.1% |
13-5 |
2.1% |
33% |
False |
False |
37,524 |
| 120 |
764-0 |
583-4 |
180-4 |
28.1% |
12-5 |
2.0% |
33% |
False |
False |
32,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696-2 |
|
2.618 |
676-3 |
|
1.618 |
664-1 |
|
1.000 |
656-4 |
|
0.618 |
651-7 |
|
HIGH |
644-2 |
|
0.618 |
639-5 |
|
0.500 |
638-1 |
|
0.382 |
636-5 |
|
LOW |
632-0 |
|
0.618 |
624-3 |
|
1.000 |
619-6 |
|
1.618 |
612-1 |
|
2.618 |
599-7 |
|
4.250 |
580-0 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
641-3 |
640-2 |
| PP |
639-6 |
637-3 |
| S1 |
638-1 |
634-5 |
|