CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
664-0 |
704-0 |
40-0 |
6.0% |
655-0 |
High |
681-4 |
704-0 |
22-4 |
3.3% |
682-4 |
Low |
664-0 |
697-0 |
33-0 |
5.0% |
648-6 |
Close |
681-4 |
697-0 |
15-4 |
2.3% |
672-2 |
Range |
17-4 |
7-0 |
-10-4 |
-60.0% |
33-6 |
ATR |
27-0 |
26-5 |
-0-3 |
-1.2% |
0-0 |
Volume |
3,656 |
2,527 |
-1,129 |
-30.9% |
39,515 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-3 |
715-5 |
700-7 |
|
R3 |
713-3 |
708-5 |
698-7 |
|
R2 |
706-3 |
706-3 |
698-2 |
|
R1 |
701-5 |
701-5 |
697-5 |
700-4 |
PP |
699-3 |
699-3 |
699-3 |
698-6 |
S1 |
694-5 |
694-5 |
696-3 |
693-4 |
S2 |
692-3 |
692-3 |
695-6 |
|
S3 |
685-3 |
687-5 |
695-1 |
|
S4 |
678-3 |
680-5 |
693-1 |
|
|
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 |
704-0 |
648-6 |
55-2 |
7.9% |
16-6 |
2.4% |
87% |
True |
False |
5,795 |
10 |
714-0 |
616-0 |
98-0 |
14.1% |
20-2 |
2.9% |
83% |
False |
False |
40,554 |
20 |
773-0 |
616-0 |
157-0 |
22.5% |
22-2 |
3.2% |
52% |
False |
False |
98,200 |
40 |
799-0 |
616-0 |
183-0 |
26.3% |
19-5 |
2.8% |
44% |
False |
False |
125,874 |
60 |
799-0 |
616-0 |
183-0 |
26.3% |
19-5 |
2.8% |
44% |
False |
False |
144,400 |
80 |
799-0 |
616-0 |
183-0 |
26.3% |
18-4 |
2.7% |
44% |
False |
False |
137,776 |
100 |
799-0 |
615-4 |
183-4 |
26.3% |
18-2 |
2.6% |
44% |
False |
False |
125,235 |
120 |
799-0 |
615-4 |
183-4 |
26.3% |
17-0 |
2.4% |
44% |
False |
False |
112,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
733-6 |
2.618 |
722-3 |
1.618 |
715-3 |
1.000 |
711-0 |
0.618 |
708-3 |
HIGH |
704-0 |
0.618 |
701-3 |
0.500 |
700-4 |
0.382 |
699-5 |
LOW |
697-0 |
0.618 |
692-5 |
1.000 |
690-0 |
1.618 |
685-5 |
2.618 |
678-5 |
4.250 |
667-2 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
700-4 |
691-4 |
PP |
699-3 |
686-0 |
S1 |
698-1 |
680-4 |
|