CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
788-0 |
773-0 |
-15-0 |
-1.9% |
746-0 |
| High |
788-0 |
773-0 |
-15-0 |
-1.9% |
799-0 |
| Low |
777-2 |
752-4 |
-24-6 |
-3.2% |
729-4 |
| Close |
782-4 |
755-4 |
-27-0 |
-3.5% |
787-0 |
| Range |
10-6 |
20-4 |
9-6 |
90.7% |
69-4 |
| ATR |
19-6 |
20-4 |
0-6 |
3.7% |
0-0 |
| Volume |
162,699 |
182,429 |
19,730 |
12.1% |
910,029 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821-7 |
809-1 |
766-6 |
|
| R3 |
801-3 |
788-5 |
761-1 |
|
| R2 |
780-7 |
780-7 |
759-2 |
|
| R1 |
768-1 |
768-1 |
757-3 |
764-2 |
| PP |
760-3 |
760-3 |
760-3 |
758-3 |
| S1 |
747-5 |
747-5 |
753-5 |
743-6 |
| S2 |
739-7 |
739-7 |
751-6 |
|
| S3 |
719-3 |
727-1 |
749-7 |
|
| S4 |
698-7 |
706-5 |
744-2 |
|
|
| 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 |
742-0 |
57-0 |
7.5% |
18-7 |
2.5% |
24% |
False |
False |
190,786 |
| 10 |
799-0 |
729-4 |
69-4 |
9.2% |
15-7 |
2.1% |
37% |
False |
False |
167,617 |
| 20 |
799-0 |
697-4 |
101-4 |
13.4% |
17-2 |
2.3% |
57% |
False |
False |
155,979 |
| 40 |
799-0 |
666-0 |
133-0 |
17.6% |
18-4 |
2.4% |
67% |
False |
False |
168,168 |
| 60 |
799-0 |
666-0 |
133-0 |
17.6% |
17-1 |
2.3% |
67% |
False |
False |
151,575 |
| 80 |
799-0 |
615-4 |
183-4 |
24.3% |
17-3 |
2.3% |
76% |
False |
False |
133,508 |
| 100 |
799-0 |
615-4 |
183-4 |
24.3% |
15-7 |
2.1% |
76% |
False |
False |
116,616 |
| 120 |
799-0 |
608-4 |
190-4 |
25.2% |
14-7 |
2.0% |
77% |
False |
False |
102,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
860-1 |
|
2.618 |
826-5 |
|
1.618 |
806-1 |
|
1.000 |
793-4 |
|
0.618 |
785-5 |
|
HIGH |
773-0 |
|
0.618 |
765-1 |
|
0.500 |
762-6 |
|
0.382 |
760-3 |
|
LOW |
752-4 |
|
0.618 |
739-7 |
|
1.000 |
732-0 |
|
1.618 |
719-3 |
|
2.618 |
698-7 |
|
4.250 |
665-3 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
762-6 |
775-6 |
| PP |
760-3 |
769-0 |
| S1 |
757-7 |
762-2 |
|