CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
724-4 |
715-0 |
-9-4 |
-1.3% |
714-0 |
| High |
729-0 |
728-2 |
-0-6 |
-0.1% |
728-0 |
| Low |
712-0 |
715-0 |
3-0 |
0.4% |
700-0 |
| Close |
717-4 |
728-2 |
10-6 |
1.5% |
728-2 |
| Range |
17-0 |
13-2 |
-3-6 |
-22.1% |
28-0 |
| ATR |
17-2 |
17-0 |
-0-2 |
-1.7% |
0-0 |
| Volume |
30,245 |
35,677 |
5,432 |
18.0% |
166,813 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763-5 |
759-1 |
735-4 |
|
| R3 |
750-3 |
745-7 |
731-7 |
|
| R2 |
737-1 |
737-1 |
730-5 |
|
| R1 |
732-5 |
732-5 |
729-4 |
734-7 |
| PP |
723-7 |
723-7 |
723-7 |
725-0 |
| S1 |
719-3 |
719-3 |
727-0 |
721-5 |
| S2 |
710-5 |
710-5 |
725-7 |
|
| S3 |
697-3 |
706-1 |
724-5 |
|
| S4 |
684-1 |
692-7 |
721-0 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
802-6 |
793-4 |
743-5 |
|
| R3 |
774-6 |
765-4 |
736-0 |
|
| R2 |
746-6 |
746-6 |
733-3 |
|
| R1 |
737-4 |
737-4 |
730-7 |
742-1 |
| PP |
718-6 |
718-6 |
718-6 |
721-0 |
| S1 |
709-4 |
709-4 |
725-5 |
714-1 |
| S2 |
690-6 |
690-6 |
723-1 |
|
| S3 |
662-6 |
681-4 |
720-4 |
|
| S4 |
634-6 |
653-4 |
712-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
729-0 |
706-0 |
23-0 |
3.2% |
12-3 |
1.7% |
97% |
False |
False |
36,102 |
| 10 |
729-0 |
700-0 |
29-0 |
4.0% |
14-5 |
2.0% |
97% |
False |
False |
34,315 |
| 20 |
729-0 |
644-4 |
84-4 |
11.6% |
14-5 |
2.0% |
99% |
False |
False |
33,710 |
| 40 |
729-0 |
644-4 |
84-4 |
11.6% |
14-0 |
1.9% |
99% |
False |
False |
28,549 |
| 60 |
729-0 |
583-4 |
145-4 |
20.0% |
13-5 |
1.9% |
99% |
False |
False |
24,760 |
| 80 |
729-0 |
583-4 |
145-4 |
20.0% |
12-2 |
1.7% |
99% |
False |
False |
20,308 |
| 100 |
729-0 |
570-0 |
159-0 |
21.8% |
11-3 |
1.6% |
100% |
False |
False |
17,425 |
| 120 |
729-0 |
546-4 |
182-4 |
25.1% |
10-3 |
1.4% |
100% |
False |
False |
14,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
784-4 |
|
2.618 |
763-0 |
|
1.618 |
749-6 |
|
1.000 |
741-4 |
|
0.618 |
736-4 |
|
HIGH |
728-2 |
|
0.618 |
723-2 |
|
0.500 |
721-5 |
|
0.382 |
720-0 |
|
LOW |
715-0 |
|
0.618 |
706-6 |
|
1.000 |
701-6 |
|
1.618 |
693-4 |
|
2.618 |
680-2 |
|
4.250 |
658-6 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
726-0 |
725-5 |
| PP |
723-7 |
723-1 |
| S1 |
721-5 |
720-4 |
|