CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
678-0 |
690-4 |
12-4 |
1.8% |
622-0 |
High |
692-6 |
695-0 |
2-2 |
0.3% |
644-4 |
Low |
678-0 |
677-2 |
-0-6 |
-0.1% |
614-4 |
Close |
686-6 |
690-6 |
4-0 |
0.6% |
642-2 |
Range |
14-6 |
17-6 |
3-0 |
20.3% |
30-0 |
ATR |
21-7 |
21-4 |
-0-2 |
-1.3% |
0-0 |
Volume |
80,885 |
59,665 |
-21,220 |
-26.2% |
241,574 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740-7 |
733-5 |
700-4 |
|
R3 |
723-1 |
715-7 |
695-5 |
|
R2 |
705-3 |
705-3 |
694-0 |
|
R1 |
698-1 |
698-1 |
692-3 |
701-6 |
PP |
687-5 |
687-5 |
687-5 |
689-4 |
S1 |
680-3 |
680-3 |
689-1 |
684-0 |
S2 |
669-7 |
669-7 |
687-4 |
|
S3 |
652-1 |
662-5 |
685-7 |
|
S4 |
634-3 |
644-7 |
681-0 |
|
|
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 |
695-0 |
628-4 |
66-4 |
9.6% |
16-6 |
2.4% |
94% |
True |
False |
65,362 |
10 |
695-0 |
603-0 |
92-0 |
13.3% |
13-5 |
2.0% |
95% |
True |
False |
71,744 |
20 |
707-4 |
603-0 |
104-4 |
15.1% |
17-0 |
2.5% |
84% |
False |
False |
84,877 |
40 |
764-0 |
603-0 |
161-0 |
23.3% |
15-6 |
2.3% |
55% |
False |
False |
68,438 |
60 |
764-0 |
603-0 |
161-0 |
23.3% |
15-3 |
2.2% |
55% |
False |
False |
54,686 |
80 |
764-0 |
603-0 |
161-0 |
23.3% |
14-5 |
2.1% |
55% |
False |
False |
45,841 |
100 |
764-0 |
583-4 |
180-4 |
26.1% |
14-0 |
2.0% |
59% |
False |
False |
39,504 |
120 |
764-0 |
583-4 |
180-4 |
26.1% |
12-6 |
1.8% |
59% |
False |
False |
33,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
770-4 |
2.618 |
741-4 |
1.618 |
723-6 |
1.000 |
712-6 |
0.618 |
706-0 |
HIGH |
695-0 |
0.618 |
688-2 |
0.500 |
686-1 |
0.382 |
684-0 |
LOW |
677-2 |
0.618 |
666-2 |
1.000 |
659-4 |
1.618 |
648-4 |
2.618 |
630-6 |
4.250 |
601-6 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
689-2 |
683-7 |
PP |
687-5 |
676-7 |
S1 |
686-1 |
670-0 |
|