CME Pit-Traded Corn Future September 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 |
740-0 |
721-4 |
-18-4 |
-2.5% |
724-4 |
| High |
740-4 |
723-0 |
-17-4 |
-2.4% |
741-6 |
| Low |
730-0 |
711-4 |
-18-4 |
-2.5% |
712-0 |
| Close |
731-0 |
711-4 |
-19-4 |
-2.7% |
731-0 |
| Range |
10-4 |
11-4 |
1-0 |
9.5% |
29-6 |
| ATR |
16-3 |
16-5 |
0-2 |
1.4% |
0-0 |
| Volume |
46,506 |
31,584 |
-14,922 |
-32.1% |
152,050 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
749-7 |
742-1 |
717-7 |
|
| R3 |
738-3 |
730-5 |
714-5 |
|
| R2 |
726-7 |
726-7 |
713-5 |
|
| R1 |
719-1 |
719-1 |
712-4 |
717-2 |
| PP |
715-3 |
715-3 |
715-3 |
714-3 |
| S1 |
707-5 |
707-5 |
710-4 |
705-6 |
| S2 |
703-7 |
703-7 |
709-3 |
|
| S3 |
692-3 |
696-1 |
708-3 |
|
| S4 |
680-7 |
684-5 |
705-1 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817-4 |
804-0 |
747-3 |
|
| R3 |
787-6 |
774-2 |
739-1 |
|
| R2 |
758-0 |
758-0 |
736-4 |
|
| R1 |
744-4 |
744-4 |
733-6 |
751-2 |
| PP |
728-2 |
728-2 |
728-2 |
731-5 |
| S1 |
714-6 |
714-6 |
728-2 |
721-4 |
| S2 |
698-4 |
698-4 |
725-4 |
|
| S3 |
668-6 |
685-0 |
722-7 |
|
| S4 |
639-0 |
655-2 |
714-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
741-6 |
711-4 |
30-2 |
4.3% |
12-7 |
1.8% |
0% |
False |
True |
36,726 |
| 10 |
741-6 |
700-0 |
41-6 |
5.9% |
13-0 |
1.8% |
28% |
False |
False |
35,044 |
| 20 |
741-6 |
644-4 |
97-2 |
13.7% |
13-5 |
1.9% |
69% |
False |
False |
35,855 |
| 40 |
741-6 |
644-4 |
97-2 |
13.7% |
14-2 |
2.0% |
69% |
False |
False |
29,807 |
| 60 |
741-6 |
583-4 |
158-2 |
22.2% |
13-7 |
2.0% |
81% |
False |
False |
25,601 |
| 80 |
741-6 |
583-4 |
158-2 |
22.2% |
12-4 |
1.8% |
81% |
False |
False |
21,613 |
| 100 |
741-6 |
583-4 |
158-2 |
22.2% |
11-4 |
1.6% |
81% |
False |
False |
18,439 |
| 120 |
741-6 |
547-2 |
194-4 |
27.3% |
10-4 |
1.5% |
84% |
False |
False |
15,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
771-7 |
|
2.618 |
753-1 |
|
1.618 |
741-5 |
|
1.000 |
734-4 |
|
0.618 |
730-1 |
|
HIGH |
723-0 |
|
0.618 |
718-5 |
|
0.500 |
717-2 |
|
0.382 |
715-7 |
|
LOW |
711-4 |
|
0.618 |
704-3 |
|
1.000 |
700-0 |
|
1.618 |
692-7 |
|
2.618 |
681-3 |
|
4.250 |
662-5 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
717-2 |
726-5 |
| PP |
715-3 |
721-5 |
| S1 |
713-3 |
716-4 |
|