CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
698-4 |
644-0 |
-54-4 |
-7.8% |
753-0 |
| High |
699-4 |
672-0 |
-27-4 |
-3.9% |
754-4 |
| Low |
672-2 |
639-0 |
-33-2 |
-4.9% |
677-6 |
| Close |
672-2 |
668-0 |
-4-2 |
-0.6% |
687-0 |
| Range |
27-2 |
33-0 |
5-6 |
21.1% |
76-6 |
| ATR |
18-5 |
19-6 |
1-0 |
5.6% |
0-0 |
| Volume |
97,334 |
105,456 |
8,122 |
8.3% |
476,612 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
758-5 |
746-3 |
686-1 |
|
| R3 |
725-5 |
713-3 |
677-1 |
|
| R2 |
692-5 |
692-5 |
674-0 |
|
| R1 |
680-3 |
680-3 |
671-0 |
686-4 |
| PP |
659-5 |
659-5 |
659-5 |
662-6 |
| S1 |
647-3 |
647-3 |
665-0 |
653-4 |
| S2 |
626-5 |
626-5 |
662-0 |
|
| S3 |
593-5 |
614-3 |
658-7 |
|
| S4 |
560-5 |
581-3 |
649-7 |
|
|
| 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 |
707-4 |
639-0 |
68-4 |
10.3% |
18-6 |
2.8% |
42% |
False |
True |
95,435 |
| 10 |
759-0 |
639-0 |
120-0 |
18.0% |
19-0 |
2.8% |
24% |
False |
True |
93,535 |
| 20 |
764-0 |
639-0 |
125-0 |
18.7% |
15-6 |
2.4% |
23% |
False |
True |
71,401 |
| 40 |
764-0 |
639-0 |
125-0 |
18.7% |
15-7 |
2.4% |
23% |
False |
True |
51,559 |
| 60 |
764-0 |
621-4 |
142-4 |
21.3% |
14-6 |
2.2% |
33% |
False |
False |
41,665 |
| 80 |
764-0 |
583-4 |
180-4 |
27.0% |
14-0 |
2.1% |
47% |
False |
False |
35,114 |
| 100 |
764-0 |
583-4 |
180-4 |
27.0% |
12-6 |
1.9% |
47% |
False |
False |
29,290 |
| 120 |
764-0 |
570-0 |
194-0 |
29.0% |
12-0 |
1.8% |
51% |
False |
False |
25,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
812-2 |
|
2.618 |
758-3 |
|
1.618 |
725-3 |
|
1.000 |
705-0 |
|
0.618 |
692-3 |
|
HIGH |
672-0 |
|
0.618 |
659-3 |
|
0.500 |
655-4 |
|
0.382 |
651-5 |
|
LOW |
639-0 |
|
0.618 |
618-5 |
|
1.000 |
606-0 |
|
1.618 |
585-5 |
|
2.618 |
552-5 |
|
4.250 |
498-6 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
663-7 |
673-2 |
| PP |
659-5 |
671-4 |
| S1 |
655-4 |
669-6 |
|