CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
758-4 |
765-0 |
6-4 |
0.9% |
758-6 |
| High |
770-0 |
765-4 |
-4-4 |
-0.6% |
770-0 |
| Low |
758-4 |
752-0 |
-6-4 |
-0.9% |
743-2 |
| Close |
766-4 |
754-0 |
-12-4 |
-1.6% |
754-0 |
| Range |
11-4 |
13-4 |
2-0 |
17.4% |
26-6 |
| ATR |
20-0 |
19-5 |
-0-3 |
-2.0% |
0-0 |
| Volume |
129,954 |
124,789 |
-5,165 |
-4.0% |
555,749 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797-5 |
789-3 |
761-3 |
|
| R3 |
784-1 |
775-7 |
757-6 |
|
| R2 |
770-5 |
770-5 |
756-4 |
|
| R1 |
762-3 |
762-3 |
755-2 |
759-6 |
| PP |
757-1 |
757-1 |
757-1 |
755-7 |
| S1 |
748-7 |
748-7 |
752-6 |
746-2 |
| S2 |
743-5 |
743-5 |
751-4 |
|
| S3 |
730-1 |
735-3 |
750-2 |
|
| S4 |
716-5 |
721-7 |
746-5 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836-0 |
821-6 |
768-6 |
|
| R3 |
809-2 |
795-0 |
761-3 |
|
| R2 |
782-4 |
782-4 |
758-7 |
|
| R1 |
768-2 |
768-2 |
756-4 |
762-0 |
| PP |
755-6 |
755-6 |
755-6 |
752-5 |
| S1 |
741-4 |
741-4 |
751-4 |
735-2 |
| S2 |
729-0 |
729-0 |
749-1 |
|
| S3 |
702-2 |
714-6 |
746-5 |
|
| S4 |
675-4 |
688-0 |
739-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
770-0 |
742-0 |
28-0 |
3.7% |
15-4 |
2.1% |
43% |
False |
False |
134,985 |
| 10 |
770-0 |
727-2 |
42-6 |
5.7% |
16-7 |
2.2% |
63% |
False |
False |
140,174 |
| 20 |
770-0 |
666-0 |
104-0 |
13.8% |
17-7 |
2.4% |
85% |
False |
False |
147,654 |
| 40 |
782-2 |
666-0 |
116-2 |
15.4% |
18-3 |
2.4% |
76% |
False |
False |
165,322 |
| 60 |
782-2 |
615-4 |
166-6 |
22.1% |
17-3 |
2.3% |
83% |
False |
False |
143,099 |
| 80 |
782-2 |
615-4 |
166-6 |
22.1% |
16-6 |
2.2% |
83% |
False |
False |
123,595 |
| 100 |
782-2 |
615-4 |
166-6 |
22.1% |
15-5 |
2.1% |
83% |
False |
False |
107,518 |
| 120 |
782-2 |
594-2 |
188-0 |
24.9% |
14-3 |
1.9% |
85% |
False |
False |
93,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
822-7 |
|
2.618 |
800-7 |
|
1.618 |
787-3 |
|
1.000 |
779-0 |
|
0.618 |
773-7 |
|
HIGH |
765-4 |
|
0.618 |
760-3 |
|
0.500 |
758-6 |
|
0.382 |
757-1 |
|
LOW |
752-0 |
|
0.618 |
743-5 |
|
1.000 |
738-4 |
|
1.618 |
730-1 |
|
2.618 |
716-5 |
|
4.250 |
694-5 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
758-6 |
757-1 |
| PP |
757-1 |
756-1 |
| S1 |
755-5 |
755-0 |
|