CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
698-4 |
691-4 |
-7-0 |
-1.0% |
753-0 |
| High |
706-4 |
696-0 |
-10-4 |
-1.5% |
754-4 |
| Low |
682-0 |
677-6 |
-4-2 |
-0.6% |
677-6 |
| Close |
684-4 |
687-0 |
2-4 |
0.4% |
687-0 |
| Range |
24-4 |
18-2 |
-6-2 |
-25.5% |
76-6 |
| ATR |
18-4 |
18-4 |
0-0 |
-0.1% |
0-0 |
| Volume |
118,165 |
112,392 |
-5,773 |
-4.9% |
476,612 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741-5 |
732-5 |
697-0 |
|
| R3 |
723-3 |
714-3 |
692-0 |
|
| R2 |
705-1 |
705-1 |
690-3 |
|
| R1 |
696-1 |
696-1 |
688-5 |
691-4 |
| PP |
686-7 |
686-7 |
686-7 |
684-5 |
| S1 |
677-7 |
677-7 |
685-3 |
673-2 |
| S2 |
668-5 |
668-5 |
683-5 |
|
| S3 |
650-3 |
659-5 |
682-0 |
|
| S4 |
632-1 |
641-3 |
677-0 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
936-5 |
888-5 |
729-2 |
|
| R3 |
859-7 |
811-7 |
708-1 |
|
| R2 |
783-1 |
783-1 |
701-1 |
|
| R1 |
735-1 |
735-1 |
694-0 |
720-6 |
| PP |
706-3 |
706-3 |
706-3 |
699-2 |
| S1 |
658-3 |
658-3 |
680-0 |
644-0 |
| S2 |
629-5 |
629-5 |
672-7 |
|
| S3 |
552-7 |
581-5 |
665-7 |
|
| S4 |
476-1 |
504-7 |
644-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
754-4 |
677-6 |
76-6 |
11.2% |
20-4 |
3.0% |
12% |
False |
True |
95,322 |
| 10 |
764-0 |
677-6 |
86-2 |
12.6% |
16-2 |
2.4% |
11% |
False |
True |
84,124 |
| 20 |
764-0 |
677-6 |
86-2 |
12.6% |
14-7 |
2.2% |
11% |
False |
True |
59,438 |
| 40 |
764-0 |
644-4 |
119-4 |
17.4% |
14-7 |
2.2% |
36% |
False |
False |
44,323 |
| 60 |
764-0 |
621-4 |
142-4 |
20.7% |
14-3 |
2.1% |
46% |
False |
False |
36,401 |
| 80 |
764-0 |
583-4 |
180-4 |
26.3% |
13-3 |
1.9% |
57% |
False |
False |
30,920 |
| 100 |
764-0 |
583-4 |
180-4 |
26.3% |
12-2 |
1.8% |
57% |
False |
False |
25,816 |
| 120 |
764-0 |
570-0 |
194-0 |
28.2% |
11-4 |
1.7% |
60% |
False |
False |
22,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
773-4 |
|
2.618 |
743-6 |
|
1.618 |
725-4 |
|
1.000 |
714-2 |
|
0.618 |
707-2 |
|
HIGH |
696-0 |
|
0.618 |
689-0 |
|
0.500 |
686-7 |
|
0.382 |
684-6 |
|
LOW |
677-6 |
|
0.618 |
666-4 |
|
1.000 |
659-4 |
|
1.618 |
648-2 |
|
2.618 |
630-0 |
|
4.250 |
600-2 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
687-0 |
703-2 |
| PP |
686-7 |
697-7 |
| S1 |
686-7 |
692-3 |
|