CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
694-0 |
666-0 |
-28-0 |
-4.0% |
702-0 |
| High |
695-0 |
669-0 |
-26-0 |
-3.7% |
718-4 |
| Low |
669-0 |
651-0 |
-18-0 |
-2.7% |
640-0 |
| Close |
670-0 |
660-6 |
-9-2 |
-1.4% |
670-0 |
| Range |
26-0 |
18-0 |
-8-0 |
-30.8% |
78-4 |
| ATR |
23-3 |
23-1 |
-0-3 |
-1.4% |
0-0 |
| Volume |
0 |
135,900 |
135,900 |
|
615,406 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714-2 |
705-4 |
670-5 |
|
| R3 |
696-2 |
687-4 |
665-6 |
|
| R2 |
678-2 |
678-2 |
664-0 |
|
| R1 |
669-4 |
669-4 |
662-3 |
664-7 |
| PP |
660-2 |
660-2 |
660-2 |
658-0 |
| S1 |
651-4 |
651-4 |
659-1 |
646-7 |
| S2 |
642-2 |
642-2 |
657-4 |
|
| S3 |
624-2 |
633-4 |
655-6 |
|
| S4 |
606-2 |
615-4 |
650-7 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
911-5 |
869-3 |
713-1 |
|
| R3 |
833-1 |
790-7 |
691-5 |
|
| R2 |
754-5 |
754-5 |
684-3 |
|
| R1 |
712-3 |
712-3 |
677-2 |
694-2 |
| PP |
676-1 |
676-1 |
676-1 |
667-1 |
| S1 |
633-7 |
633-7 |
662-6 |
615-6 |
| S2 |
597-5 |
597-5 |
655-5 |
|
| S3 |
519-1 |
555-3 |
648-3 |
|
| S4 |
440-5 |
476-7 |
626-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
718-4 |
640-0 |
78-4 |
11.9% |
27-2 |
4.1% |
26% |
False |
False |
129,128 |
| 10 |
773-0 |
640-0 |
133-0 |
20.1% |
24-3 |
3.7% |
16% |
False |
False |
155,845 |
| 20 |
799-0 |
640-0 |
159-0 |
24.1% |
20-1 |
3.0% |
13% |
False |
False |
159,346 |
| 40 |
799-0 |
640-0 |
159-0 |
24.1% |
19-3 |
2.9% |
13% |
False |
False |
156,024 |
| 60 |
799-0 |
640-0 |
159-0 |
24.1% |
18-6 |
2.8% |
13% |
False |
False |
162,899 |
| 80 |
799-0 |
615-4 |
183-4 |
27.8% |
18-1 |
2.7% |
25% |
False |
False |
143,709 |
| 100 |
799-0 |
615-4 |
183-4 |
27.8% |
17-2 |
2.6% |
25% |
False |
False |
126,830 |
| 120 |
799-0 |
608-4 |
190-4 |
28.8% |
16-2 |
2.5% |
27% |
False |
False |
112,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
745-4 |
|
2.618 |
716-1 |
|
1.618 |
698-1 |
|
1.000 |
687-0 |
|
0.618 |
680-1 |
|
HIGH |
669-0 |
|
0.618 |
662-1 |
|
0.500 |
660-0 |
|
0.382 |
657-7 |
|
LOW |
651-0 |
|
0.618 |
639-7 |
|
1.000 |
633-0 |
|
1.618 |
621-7 |
|
2.618 |
603-7 |
|
4.250 |
574-4 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
660-4 |
667-4 |
| PP |
660-2 |
665-2 |
| S1 |
660-0 |
663-0 |
|