CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 08-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
660-0 |
657-0 |
-3-0 |
-0.5% |
655-0 |
High |
666-0 |
672-2 |
6-2 |
0.9% |
682-4 |
Low |
650-0 |
657-0 |
7-0 |
1.1% |
648-6 |
Close |
650-0 |
672-2 |
22-2 |
3.4% |
672-2 |
Range |
16-0 |
15-2 |
-0-6 |
-4.7% |
33-6 |
ATR |
28-1 |
27-5 |
-0-3 |
-1.5% |
0-0 |
Volume |
5,472 |
3,748 |
-1,724 |
-31.5% |
39,515 |
|
Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712-7 |
707-7 |
680-5 |
|
R3 |
697-5 |
692-5 |
676-4 |
|
R2 |
682-3 |
682-3 |
675-0 |
|
R1 |
677-3 |
677-3 |
673-5 |
679-7 |
PP |
667-1 |
667-1 |
667-1 |
668-4 |
S1 |
662-1 |
662-1 |
670-7 |
664-5 |
S2 |
651-7 |
651-7 |
669-4 |
|
S3 |
636-5 |
646-7 |
668-0 |
|
S4 |
621-3 |
631-5 |
663-7 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
769-1 |
754-3 |
690-6 |
|
R3 |
735-3 |
720-5 |
681-4 |
|
R2 |
701-5 |
701-5 |
678-4 |
|
R1 |
686-7 |
686-7 |
675-3 |
694-2 |
PP |
667-7 |
667-7 |
667-7 |
671-4 |
S1 |
653-1 |
653-1 |
669-1 |
660-4 |
S2 |
634-1 |
634-1 |
666-0 |
|
S3 |
600-3 |
619-3 |
663-0 |
|
S4 |
566-5 |
585-5 |
653-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
682-4 |
625-0 |
57-4 |
8.6% |
22-4 |
3.3% |
82% |
False |
False |
14,609 |
10 |
714-0 |
616-0 |
98-0 |
14.6% |
22-2 |
3.3% |
57% |
False |
False |
53,526 |
20 |
799-0 |
616-0 |
183-0 |
27.2% |
22-6 |
3.4% |
31% |
False |
False |
114,465 |
40 |
799-0 |
616-0 |
183-0 |
27.2% |
19-7 |
3.0% |
31% |
False |
False |
133,474 |
60 |
799-0 |
616-0 |
183-0 |
27.2% |
19-6 |
2.9% |
31% |
False |
False |
149,451 |
80 |
799-0 |
615-4 |
183-4 |
27.3% |
18-6 |
2.8% |
31% |
False |
False |
140,696 |
100 |
799-0 |
615-4 |
183-4 |
27.3% |
18-2 |
2.7% |
31% |
False |
False |
126,379 |
120 |
799-0 |
615-4 |
183-4 |
27.3% |
17-0 |
2.5% |
31% |
False |
False |
113,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
737-0 |
2.618 |
712-1 |
1.618 |
696-7 |
1.000 |
687-4 |
0.618 |
681-5 |
HIGH |
672-2 |
0.618 |
666-3 |
0.500 |
664-5 |
0.382 |
662-7 |
LOW |
657-0 |
0.618 |
647-5 |
1.000 |
641-6 |
1.618 |
632-3 |
2.618 |
617-1 |
4.250 |
592-2 |
|
|
Fisher Pivots for day following 08-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
669-6 |
669-1 |
PP |
667-1 |
666-0 |
S1 |
664-5 |
662-7 |
|