CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
648-0 |
605-0 |
-43-0 |
-6.6% |
650-0 |
| High |
648-0 |
621-2 |
-26-6 |
-4.1% |
695-4 |
| Low |
648-0 |
603-0 |
-45-0 |
-6.9% |
603-0 |
| Close |
648-0 |
606-6 |
-41-2 |
-6.4% |
606-6 |
| Range |
0-0 |
18-2 |
18-2 |
|
92-4 |
| ATR |
21-6 |
23-3 |
1-5 |
7.7% |
0-0 |
| Volume |
83,385 |
122,396 |
39,011 |
46.8% |
590,551 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-1 |
654-1 |
616-6 |
|
| R3 |
646-7 |
635-7 |
611-6 |
|
| R2 |
628-5 |
628-5 |
610-1 |
|
| R1 |
617-5 |
617-5 |
608-3 |
623-1 |
| PP |
610-3 |
610-3 |
610-3 |
613-0 |
| S1 |
599-3 |
599-3 |
605-1 |
604-7 |
| S2 |
592-1 |
592-1 |
603-3 |
|
| S3 |
573-7 |
581-1 |
601-6 |
|
| S4 |
555-5 |
562-7 |
596-6 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912-5 |
852-1 |
657-5 |
|
| R3 |
820-1 |
759-5 |
632-2 |
|
| R2 |
727-5 |
727-5 |
623-6 |
|
| R1 |
667-1 |
667-1 |
615-2 |
651-1 |
| PP |
635-1 |
635-1 |
635-1 |
627-0 |
| S1 |
574-5 |
574-5 |
598-2 |
558-5 |
| S2 |
542-5 |
542-5 |
589-6 |
|
| S3 |
450-1 |
482-1 |
581-2 |
|
| S4 |
357-5 |
389-5 |
555-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
695-4 |
603-0 |
92-4 |
15.2% |
15-5 |
2.6% |
4% |
False |
True |
118,110 |
| 10 |
707-4 |
603-0 |
104-4 |
17.2% |
17-7 |
3.0% |
4% |
False |
True |
95,533 |
| 20 |
764-0 |
603-0 |
161-0 |
26.5% |
17-1 |
2.8% |
2% |
False |
True |
89,828 |
| 40 |
764-0 |
603-0 |
161-0 |
26.5% |
15-7 |
2.6% |
2% |
False |
True |
62,818 |
| 60 |
764-0 |
603-0 |
161-0 |
26.5% |
15-1 |
2.5% |
2% |
False |
True |
49,658 |
| 80 |
764-0 |
583-4 |
180-4 |
29.7% |
14-5 |
2.4% |
13% |
False |
False |
41,568 |
| 100 |
764-0 |
583-4 |
180-4 |
29.7% |
13-3 |
2.2% |
13% |
False |
False |
34,992 |
| 120 |
764-0 |
580-4 |
183-4 |
30.2% |
12-3 |
2.0% |
14% |
False |
False |
30,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
698-6 |
|
2.618 |
669-0 |
|
1.618 |
650-6 |
|
1.000 |
639-4 |
|
0.618 |
632-4 |
|
HIGH |
621-2 |
|
0.618 |
614-2 |
|
0.500 |
612-1 |
|
0.382 |
610-0 |
|
LOW |
603-0 |
|
0.618 |
591-6 |
|
1.000 |
584-6 |
|
1.618 |
573-4 |
|
2.618 |
555-2 |
|
4.250 |
525-4 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
612-1 |
649-2 |
| PP |
610-3 |
635-1 |
| S1 |
608-4 |
620-7 |
|