CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
741-4 |
725-4 |
-16-0 |
-2.2% |
721-4 |
| High |
742-2 |
728-6 |
-13-4 |
-1.8% |
764-0 |
| Low |
722-0 |
699-0 |
-23-0 |
-3.2% |
711-0 |
| Close |
729-0 |
704-6 |
-24-2 |
-3.3% |
756-0 |
| Range |
20-2 |
29-6 |
9-4 |
46.9% |
53-0 |
| ATR |
17-1 |
18-0 |
0-7 |
5.4% |
0-0 |
| Volume |
76,441 |
87,753 |
11,312 |
14.8% |
364,629 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800-1 |
782-1 |
721-1 |
|
| R3 |
770-3 |
752-3 |
712-7 |
|
| R2 |
740-5 |
740-5 |
710-2 |
|
| R1 |
722-5 |
722-5 |
707-4 |
716-6 |
| PP |
710-7 |
710-7 |
710-7 |
707-7 |
| S1 |
692-7 |
692-7 |
702-0 |
687-0 |
| S2 |
681-1 |
681-1 |
699-2 |
|
| S3 |
651-3 |
663-1 |
696-5 |
|
| S4 |
621-5 |
633-3 |
688-3 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902-5 |
882-3 |
785-1 |
|
| R3 |
849-5 |
829-3 |
770-5 |
|
| R2 |
796-5 |
796-5 |
765-6 |
|
| R1 |
776-3 |
776-3 |
760-7 |
786-4 |
| PP |
743-5 |
743-5 |
743-5 |
748-6 |
| S1 |
723-3 |
723-3 |
751-1 |
733-4 |
| S2 |
690-5 |
690-5 |
746-2 |
|
| S3 |
637-5 |
670-3 |
741-3 |
|
| S4 |
584-5 |
617-3 |
726-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
764-0 |
699-0 |
65-0 |
9.2% |
17-1 |
2.4% |
9% |
False |
True |
89,589 |
| 10 |
764-0 |
699-0 |
65-0 |
9.2% |
14-2 |
2.0% |
9% |
False |
True |
69,681 |
| 20 |
764-0 |
699-0 |
65-0 |
9.2% |
14-4 |
2.1% |
9% |
False |
True |
51,998 |
| 40 |
764-0 |
644-4 |
119-4 |
17.0% |
14-5 |
2.1% |
50% |
False |
False |
39,590 |
| 60 |
764-0 |
621-4 |
142-4 |
20.2% |
13-7 |
2.0% |
58% |
False |
False |
32,829 |
| 80 |
764-0 |
583-4 |
180-4 |
25.6% |
13-3 |
1.9% |
67% |
False |
False |
28,160 |
| 100 |
764-0 |
583-4 |
180-4 |
25.6% |
11-7 |
1.7% |
67% |
False |
False |
23,641 |
| 120 |
764-0 |
570-0 |
194-0 |
27.5% |
11-2 |
1.6% |
69% |
False |
False |
20,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855-2 |
|
2.618 |
806-5 |
|
1.618 |
776-7 |
|
1.000 |
758-4 |
|
0.618 |
747-1 |
|
HIGH |
728-6 |
|
0.618 |
717-3 |
|
0.500 |
713-7 |
|
0.382 |
710-3 |
|
LOW |
699-0 |
|
0.618 |
680-5 |
|
1.000 |
669-2 |
|
1.618 |
650-7 |
|
2.618 |
621-1 |
|
4.250 |
572-4 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
713-7 |
726-6 |
| PP |
710-7 |
719-3 |
| S1 |
707-6 |
712-1 |
|