CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
652-4 |
678-0 |
25-4 |
3.9% |
622-0 |
| High |
668-0 |
692-6 |
24-6 |
3.7% |
644-4 |
| Low |
645-0 |
678-0 |
33-0 |
5.1% |
614-4 |
| Close |
664-0 |
686-6 |
22-6 |
3.4% |
642-2 |
| Range |
23-0 |
14-6 |
-8-2 |
-35.9% |
30-0 |
| ATR |
21-2 |
21-7 |
0-4 |
2.5% |
0-0 |
| Volume |
78,483 |
80,885 |
2,402 |
3.1% |
241,574 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
730-1 |
723-1 |
694-7 |
|
| R3 |
715-3 |
708-3 |
690-6 |
|
| R2 |
700-5 |
700-5 |
689-4 |
|
| R1 |
693-5 |
693-5 |
688-1 |
697-1 |
| PP |
685-7 |
685-7 |
685-7 |
687-4 |
| S1 |
678-7 |
678-7 |
685-3 |
682-3 |
| S2 |
671-1 |
671-1 |
684-0 |
|
| S3 |
656-3 |
664-1 |
682-6 |
|
| S4 |
641-5 |
649-3 |
678-5 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
723-6 |
713-0 |
658-6 |
|
| R3 |
693-6 |
683-0 |
650-4 |
|
| R2 |
663-6 |
663-6 |
647-6 |
|
| R1 |
653-0 |
653-0 |
645-0 |
658-3 |
| PP |
633-6 |
633-6 |
633-6 |
636-4 |
| S1 |
623-0 |
623-0 |
639-4 |
628-3 |
| S2 |
603-6 |
603-6 |
636-6 |
|
| S3 |
573-6 |
593-0 |
634-0 |
|
| S4 |
543-6 |
563-0 |
625-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
692-6 |
624-6 |
68-0 |
9.9% |
14-5 |
2.1% |
91% |
True |
False |
63,488 |
| 10 |
695-4 |
603-0 |
92-4 |
13.5% |
14-5 |
2.1% |
91% |
False |
False |
81,990 |
| 20 |
728-6 |
603-0 |
125-6 |
18.3% |
17-5 |
2.6% |
67% |
False |
False |
86,282 |
| 40 |
764-0 |
603-0 |
161-0 |
23.4% |
15-6 |
2.3% |
52% |
False |
False |
67,759 |
| 60 |
764-0 |
603-0 |
161-0 |
23.4% |
15-3 |
2.2% |
52% |
False |
False |
53,993 |
| 80 |
764-0 |
603-0 |
161-0 |
23.4% |
14-4 |
2.1% |
52% |
False |
False |
45,425 |
| 100 |
764-0 |
583-4 |
180-4 |
26.3% |
13-7 |
2.0% |
57% |
False |
False |
38,964 |
| 120 |
764-0 |
583-4 |
180-4 |
26.3% |
12-6 |
1.8% |
57% |
False |
False |
33,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
755-4 |
|
2.618 |
731-3 |
|
1.618 |
716-5 |
|
1.000 |
707-4 |
|
0.618 |
701-7 |
|
HIGH |
692-6 |
|
0.618 |
687-1 |
|
0.500 |
685-3 |
|
0.382 |
683-5 |
|
LOW |
678-0 |
|
0.618 |
668-7 |
|
1.000 |
663-2 |
|
1.618 |
654-1 |
|
2.618 |
639-3 |
|
4.250 |
615-2 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
686-2 |
678-5 |
| PP |
685-7 |
670-4 |
| S1 |
685-3 |
662-3 |
|