CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
605-0 |
622-0 |
17-0 |
2.8% |
650-0 |
| High |
621-2 |
631-0 |
9-6 |
1.6% |
695-4 |
| Low |
603-0 |
614-4 |
11-4 |
1.9% |
603-0 |
| Close |
606-6 |
625-4 |
18-6 |
3.1% |
606-6 |
| Range |
18-2 |
16-4 |
-1-6 |
-9.6% |
92-4 |
| ATR |
23-3 |
23-3 |
0-1 |
0.3% |
0-0 |
| Volume |
122,396 |
73,976 |
-48,420 |
-39.6% |
590,551 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-1 |
665-7 |
634-5 |
|
| R3 |
656-5 |
649-3 |
630-0 |
|
| R2 |
640-1 |
640-1 |
628-4 |
|
| R1 |
632-7 |
632-7 |
627-0 |
636-4 |
| PP |
623-5 |
623-5 |
623-5 |
625-4 |
| S1 |
616-3 |
616-3 |
624-0 |
620-0 |
| S2 |
607-1 |
607-1 |
622-4 |
|
| S3 |
590-5 |
599-7 |
621-0 |
|
| S4 |
574-1 |
583-3 |
616-3 |
|
|
| 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 |
14.8% |
15-6 |
2.5% |
24% |
False |
False |
111,872 |
| 10 |
707-4 |
603-0 |
104-4 |
16.7% |
18-7 |
3.0% |
22% |
False |
False |
97,895 |
| 20 |
764-0 |
603-0 |
161-0 |
25.7% |
17-3 |
2.8% |
14% |
False |
False |
91,948 |
| 40 |
764-0 |
603-0 |
161-0 |
25.7% |
15-4 |
2.5% |
14% |
False |
False |
63,902 |
| 60 |
764-0 |
603-0 |
161-0 |
25.7% |
15-2 |
2.4% |
14% |
False |
False |
50,521 |
| 80 |
764-0 |
583-4 |
180-4 |
28.9% |
14-6 |
2.4% |
23% |
False |
False |
42,187 |
| 100 |
764-0 |
583-4 |
180-4 |
28.9% |
13-4 |
2.2% |
23% |
False |
False |
35,680 |
| 120 |
764-0 |
583-4 |
180-4 |
28.9% |
12-4 |
2.0% |
23% |
False |
False |
30,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
701-1 |
|
2.618 |
674-2 |
|
1.618 |
657-6 |
|
1.000 |
647-4 |
|
0.618 |
641-2 |
|
HIGH |
631-0 |
|
0.618 |
624-6 |
|
0.500 |
622-6 |
|
0.382 |
620-6 |
|
LOW |
614-4 |
|
0.618 |
604-2 |
|
1.000 |
598-0 |
|
1.618 |
587-6 |
|
2.618 |
571-2 |
|
4.250 |
544-3 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
624-5 |
625-4 |
| PP |
623-5 |
625-4 |
| S1 |
622-6 |
625-4 |
|