CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
688-2 |
704-2 |
16-0 |
2.3% |
753-0 |
| High |
691-0 |
707-4 |
16-4 |
2.4% |
754-4 |
| Low |
684-4 |
698-4 |
14-0 |
2.0% |
677-6 |
| Close |
687-4 |
702-2 |
14-6 |
2.1% |
687-0 |
| Range |
6-4 |
9-0 |
2-4 |
38.5% |
76-6 |
| ATR |
17-5 |
17-6 |
0-1 |
1.0% |
0-0 |
| Volume |
50,360 |
111,634 |
61,274 |
121.7% |
476,612 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-6 |
725-0 |
707-2 |
|
| R3 |
720-6 |
716-0 |
704-6 |
|
| R2 |
711-6 |
711-6 |
703-7 |
|
| R1 |
707-0 |
707-0 |
703-1 |
704-7 |
| PP |
702-6 |
702-6 |
702-6 |
701-6 |
| S1 |
698-0 |
698-0 |
701-3 |
695-7 |
| S2 |
693-6 |
693-6 |
700-5 |
|
| S3 |
684-6 |
689-0 |
699-6 |
|
| S4 |
675-6 |
680-0 |
697-2 |
|
|
| 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 |
728-6 |
677-6 |
51-0 |
7.3% |
17-5 |
2.5% |
48% |
False |
False |
96,060 |
| 10 |
764-0 |
677-6 |
86-2 |
12.3% |
16-1 |
2.3% |
28% |
False |
False |
92,908 |
| 20 |
764-0 |
677-6 |
86-2 |
12.3% |
14-2 |
2.0% |
28% |
False |
False |
64,829 |
| 40 |
764-0 |
644-4 |
119-4 |
17.0% |
14-6 |
2.1% |
48% |
False |
False |
47,461 |
| 60 |
764-0 |
621-4 |
142-4 |
20.3% |
14-1 |
2.0% |
57% |
False |
False |
38,714 |
| 80 |
764-0 |
583-4 |
180-4 |
25.7% |
13-3 |
1.9% |
66% |
False |
False |
32,734 |
| 100 |
764-0 |
583-4 |
180-4 |
25.7% |
12-2 |
1.8% |
66% |
False |
False |
27,333 |
| 120 |
764-0 |
570-0 |
194-0 |
27.6% |
11-5 |
1.6% |
68% |
False |
False |
23,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
745-6 |
|
2.618 |
731-0 |
|
1.618 |
722-0 |
|
1.000 |
716-4 |
|
0.618 |
713-0 |
|
HIGH |
707-4 |
|
0.618 |
704-0 |
|
0.500 |
703-0 |
|
0.382 |
702-0 |
|
LOW |
698-4 |
|
0.618 |
693-0 |
|
1.000 |
689-4 |
|
1.618 |
684-0 |
|
2.618 |
675-0 |
|
4.250 |
660-2 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
703-0 |
699-0 |
| PP |
702-6 |
695-7 |
| S1 |
702-4 |
692-5 |
|