CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
678-0 |
650-0 |
-28-0 |
-4.1% |
688-2 |
| High |
678-4 |
653-0 |
-25-4 |
-3.8% |
707-4 |
| Low |
653-0 |
637-2 |
-15-6 |
-2.4% |
639-0 |
| Close |
657-0 |
644-2 |
-12-6 |
-1.9% |
657-0 |
| Range |
25-4 |
15-6 |
-9-6 |
-38.2% |
68-4 |
| ATR |
20-1 |
20-1 |
0-0 |
-0.1% |
0-0 |
| Volume |
0 |
105,163 |
105,163 |
|
364,784 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-1 |
683-7 |
652-7 |
|
| R3 |
676-3 |
668-1 |
648-5 |
|
| R2 |
660-5 |
660-5 |
647-1 |
|
| R1 |
652-3 |
652-3 |
645-6 |
648-5 |
| PP |
644-7 |
644-7 |
644-7 |
643-0 |
| S1 |
636-5 |
636-5 |
642-6 |
632-7 |
| S2 |
629-1 |
629-1 |
641-3 |
|
| S3 |
613-3 |
620-7 |
639-7 |
|
| S4 |
597-5 |
605-1 |
635-5 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873-3 |
833-5 |
694-5 |
|
| R3 |
804-7 |
765-1 |
675-7 |
|
| R2 |
736-3 |
736-3 |
669-4 |
|
| R1 |
696-5 |
696-5 |
663-2 |
682-2 |
| PP |
667-7 |
667-7 |
667-7 |
660-5 |
| S1 |
628-1 |
628-1 |
650-6 |
613-6 |
| S2 |
599-3 |
599-3 |
644-4 |
|
| S3 |
530-7 |
559-5 |
638-1 |
|
| S4 |
462-3 |
491-1 |
619-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
707-4 |
637-2 |
70-2 |
10.9% |
22-1 |
3.4% |
10% |
False |
True |
83,917 |
| 10 |
742-2 |
637-2 |
105-0 |
16.3% |
21-0 |
3.3% |
7% |
False |
True |
86,469 |
| 20 |
764-0 |
637-2 |
126-6 |
19.7% |
16-5 |
2.6% |
6% |
False |
True |
73,161 |
| 40 |
764-0 |
637-2 |
126-6 |
19.7% |
15-4 |
2.4% |
6% |
False |
True |
53,080 |
| 60 |
764-0 |
637-2 |
126-6 |
19.7% |
14-5 |
2.3% |
6% |
False |
True |
43,091 |
| 80 |
764-0 |
583-4 |
180-4 |
28.0% |
14-2 |
2.2% |
34% |
False |
False |
36,234 |
| 100 |
764-0 |
583-4 |
180-4 |
28.0% |
13-0 |
2.0% |
34% |
False |
False |
30,282 |
| 120 |
764-0 |
570-0 |
194-0 |
30.1% |
12-2 |
1.9% |
38% |
False |
False |
26,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
720-0 |
|
2.618 |
694-2 |
|
1.618 |
678-4 |
|
1.000 |
668-6 |
|
0.618 |
662-6 |
|
HIGH |
653-0 |
|
0.618 |
647-0 |
|
0.500 |
645-1 |
|
0.382 |
643-2 |
|
LOW |
637-2 |
|
0.618 |
627-4 |
|
1.000 |
621-4 |
|
1.618 |
611-6 |
|
2.618 |
596-0 |
|
4.250 |
570-2 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
645-1 |
657-7 |
| PP |
644-7 |
653-3 |
| S1 |
644-4 |
648-6 |
|