CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 11-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
657-0 |
664-0 |
7-0 |
1.1% |
655-0 |
High |
672-2 |
681-4 |
9-2 |
1.4% |
682-4 |
Low |
657-0 |
664-0 |
7-0 |
1.1% |
648-6 |
Close |
672-2 |
681-4 |
9-2 |
1.4% |
672-2 |
Range |
15-2 |
17-4 |
2-2 |
14.8% |
33-6 |
ATR |
27-5 |
27-0 |
-0-6 |
-2.6% |
0-0 |
Volume |
3,748 |
3,656 |
-92 |
-2.5% |
39,515 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728-1 |
722-3 |
691-1 |
|
R3 |
710-5 |
704-7 |
686-2 |
|
R2 |
693-1 |
693-1 |
684-6 |
|
R1 |
687-3 |
687-3 |
683-1 |
690-2 |
PP |
675-5 |
675-5 |
675-5 |
677-1 |
S1 |
669-7 |
669-7 |
679-7 |
672-6 |
S2 |
658-1 |
658-1 |
678-2 |
|
S3 |
640-5 |
652-3 |
676-6 |
|
S4 |
623-1 |
634-7 |
671-7 |
|
|
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 |
648-6 |
33-6 |
5.0% |
20-7 |
3.1% |
97% |
False |
False |
8,634 |
10 |
714-0 |
616-0 |
98-0 |
14.4% |
21-3 |
3.1% |
67% |
False |
False |
53,891 |
20 |
788-0 |
616-0 |
172-0 |
25.2% |
22-4 |
3.3% |
38% |
False |
False |
106,208 |
40 |
799-0 |
616-0 |
183-0 |
26.9% |
19-6 |
2.9% |
36% |
False |
False |
128,842 |
60 |
799-0 |
616-0 |
183-0 |
26.9% |
19-5 |
2.9% |
36% |
False |
False |
146,541 |
80 |
799-0 |
616-0 |
183-0 |
26.9% |
18-4 |
2.7% |
36% |
False |
False |
138,838 |
100 |
799-0 |
615-4 |
183-4 |
26.9% |
18-2 |
2.7% |
36% |
False |
False |
125,890 |
120 |
799-0 |
615-4 |
183-4 |
26.9% |
17-1 |
2.5% |
36% |
False |
False |
112,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
755-7 |
2.618 |
727-3 |
1.618 |
709-7 |
1.000 |
699-0 |
0.618 |
692-3 |
HIGH |
681-4 |
0.618 |
674-7 |
0.500 |
672-6 |
0.382 |
670-5 |
LOW |
664-0 |
0.618 |
653-1 |
1.000 |
646-4 |
1.618 |
635-5 |
2.618 |
618-1 |
4.250 |
589-5 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
678-5 |
676-2 |
PP |
675-5 |
671-0 |
S1 |
672-6 |
665-6 |
|