CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
778-6 |
788-0 |
9-2 |
1.2% |
746-0 |
| High |
799-0 |
788-0 |
-11-0 |
-1.4% |
799-0 |
| Low |
777-0 |
777-2 |
0-2 |
0.0% |
729-4 |
| Close |
787-0 |
782-4 |
-4-4 |
-0.6% |
787-0 |
| Range |
22-0 |
10-6 |
-11-2 |
-51.1% |
69-4 |
| ATR |
20-4 |
19-6 |
-0-6 |
-3.4% |
0-0 |
| Volume |
168,786 |
162,699 |
-6,087 |
-3.6% |
910,029 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-7 |
809-3 |
788-3 |
|
| R3 |
804-1 |
798-5 |
785-4 |
|
| R2 |
793-3 |
793-3 |
784-4 |
|
| R1 |
787-7 |
787-7 |
783-4 |
785-2 |
| PP |
782-5 |
782-5 |
782-5 |
781-2 |
| S1 |
777-1 |
777-1 |
781-4 |
774-4 |
| S2 |
771-7 |
771-7 |
780-4 |
|
| S3 |
761-1 |
766-3 |
779-4 |
|
| S4 |
750-3 |
755-5 |
776-5 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980-3 |
953-1 |
825-2 |
|
| R3 |
910-7 |
883-5 |
806-1 |
|
| R2 |
841-3 |
841-3 |
799-6 |
|
| R1 |
814-1 |
814-1 |
793-3 |
827-6 |
| PP |
771-7 |
771-7 |
771-7 |
778-5 |
| S1 |
744-5 |
744-5 |
780-5 |
758-2 |
| S2 |
702-3 |
702-3 |
774-2 |
|
| S3 |
632-7 |
675-1 |
767-7 |
|
| S4 |
563-3 |
605-5 |
748-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
799-0 |
729-4 |
69-4 |
8.9% |
16-3 |
2.1% |
76% |
False |
False |
187,555 |
| 10 |
799-0 |
729-4 |
69-4 |
8.9% |
15-7 |
2.0% |
76% |
False |
False |
162,847 |
| 20 |
799-0 |
694-6 |
104-2 |
13.3% |
16-7 |
2.2% |
84% |
False |
False |
153,547 |
| 40 |
799-0 |
666-0 |
133-0 |
17.0% |
18-2 |
2.3% |
88% |
False |
False |
167,500 |
| 60 |
799-0 |
666-0 |
133-0 |
17.0% |
17-2 |
2.2% |
88% |
False |
False |
150,968 |
| 80 |
799-0 |
615-4 |
183-4 |
23.5% |
17-2 |
2.2% |
91% |
False |
False |
131,993 |
| 100 |
799-0 |
615-4 |
183-4 |
23.5% |
15-7 |
2.0% |
91% |
False |
False |
115,348 |
| 120 |
799-0 |
608-4 |
190-4 |
24.3% |
14-6 |
1.9% |
91% |
False |
False |
101,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
833-6 |
|
2.618 |
816-1 |
|
1.618 |
805-3 |
|
1.000 |
798-6 |
|
0.618 |
794-5 |
|
HIGH |
788-0 |
|
0.618 |
783-7 |
|
0.500 |
782-5 |
|
0.382 |
781-3 |
|
LOW |
777-2 |
|
0.618 |
770-5 |
|
1.000 |
766-4 |
|
1.618 |
759-7 |
|
2.618 |
749-1 |
|
4.250 |
731-4 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
782-5 |
787-0 |
| PP |
782-5 |
785-4 |
| S1 |
782-4 |
784-0 |
|