CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
765-0 |
746-0 |
-19-0 |
-2.5% |
758-6 |
| High |
765-4 |
747-0 |
-18-4 |
-2.4% |
770-0 |
| Low |
752-0 |
731-4 |
-20-4 |
-2.7% |
743-2 |
| Close |
754-0 |
732-0 |
-22-0 |
-2.9% |
754-0 |
| Range |
13-4 |
15-4 |
2-0 |
14.8% |
26-6 |
| ATR |
19-5 |
19-7 |
0-2 |
1.0% |
0-0 |
| Volume |
124,789 |
134,950 |
10,161 |
8.1% |
555,749 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
783-3 |
773-1 |
740-4 |
|
| R3 |
767-7 |
757-5 |
736-2 |
|
| R2 |
752-3 |
752-3 |
734-7 |
|
| R1 |
742-1 |
742-1 |
733-3 |
739-4 |
| PP |
736-7 |
736-7 |
736-7 |
735-4 |
| S1 |
726-5 |
726-5 |
730-5 |
724-0 |
| S2 |
721-3 |
721-3 |
729-1 |
|
| S3 |
705-7 |
711-1 |
727-6 |
|
| S4 |
690-3 |
695-5 |
723-4 |
|
|
| 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 |
731-4 |
38-4 |
5.3% |
15-2 |
2.1% |
1% |
False |
True |
138,139 |
| 10 |
770-0 |
727-2 |
42-6 |
5.8% |
16-2 |
2.2% |
11% |
False |
False |
138,377 |
| 20 |
770-0 |
666-0 |
104-0 |
14.2% |
16-6 |
2.3% |
63% |
False |
False |
143,493 |
| 40 |
782-2 |
666-0 |
116-2 |
15.9% |
18-2 |
2.5% |
57% |
False |
False |
164,840 |
| 60 |
782-2 |
615-4 |
166-6 |
22.8% |
17-3 |
2.4% |
70% |
False |
False |
143,743 |
| 80 |
782-2 |
615-4 |
166-6 |
22.8% |
16-7 |
2.3% |
70% |
False |
False |
124,679 |
| 100 |
782-2 |
615-4 |
166-6 |
22.8% |
15-6 |
2.1% |
70% |
False |
False |
108,498 |
| 120 |
782-2 |
594-2 |
188-0 |
25.7% |
14-3 |
2.0% |
73% |
False |
False |
94,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
812-7 |
|
2.618 |
787-5 |
|
1.618 |
772-1 |
|
1.000 |
762-4 |
|
0.618 |
756-5 |
|
HIGH |
747-0 |
|
0.618 |
741-1 |
|
0.500 |
739-2 |
|
0.382 |
737-3 |
|
LOW |
731-4 |
|
0.618 |
721-7 |
|
1.000 |
716-0 |
|
1.618 |
706-3 |
|
2.618 |
690-7 |
|
4.250 |
665-5 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
739-2 |
750-6 |
| PP |
736-7 |
744-4 |
| S1 |
734-3 |
738-2 |
|