CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
698-4 |
685-4 |
-13-0 |
-1.9% |
632-4 |
High |
710-0 |
698-0 |
-12-0 |
-1.7% |
710-0 |
Low |
695-0 |
684-0 |
-11-0 |
-1.6% |
632-0 |
Close |
701-2 |
696-2 |
-5-0 |
-0.7% |
701-2 |
Range |
15-0 |
14-0 |
-1-0 |
-6.7% |
78-0 |
ATR |
21-3 |
21-1 |
-0-2 |
-1.4% |
0-0 |
Volume |
70,632 |
53,250 |
-17,382 |
-24.6% |
340,721 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
734-6 |
729-4 |
704-0 |
|
R3 |
720-6 |
715-4 |
700-1 |
|
R2 |
706-6 |
706-6 |
698-7 |
|
R1 |
701-4 |
701-4 |
697-4 |
704-1 |
PP |
692-6 |
692-6 |
692-6 |
694-0 |
S1 |
687-4 |
687-4 |
695-0 |
690-1 |
S2 |
678-6 |
678-6 |
693-5 |
|
S3 |
664-6 |
673-4 |
692-3 |
|
S4 |
650-6 |
659-4 |
688-4 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
915-1 |
886-1 |
744-1 |
|
R3 |
837-1 |
808-1 |
722-6 |
|
R2 |
759-1 |
759-1 |
715-4 |
|
R1 |
730-1 |
730-1 |
708-3 |
744-5 |
PP |
681-1 |
681-1 |
681-1 |
688-2 |
S1 |
652-1 |
652-1 |
694-1 |
666-5 |
S2 |
603-1 |
603-1 |
687-0 |
|
S3 |
525-1 |
574-1 |
679-6 |
|
S4 |
447-1 |
496-1 |
658-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
710-0 |
645-0 |
65-0 |
9.3% |
16-7 |
2.4% |
79% |
False |
False |
68,583 |
10 |
710-0 |
614-4 |
95-4 |
13.7% |
14-5 |
2.1% |
86% |
False |
False |
63,554 |
20 |
710-0 |
603-0 |
107-0 |
15.4% |
16-2 |
2.3% |
87% |
False |
False |
79,544 |
40 |
764-0 |
603-0 |
161-0 |
23.1% |
15-5 |
2.2% |
58% |
False |
False |
69,491 |
60 |
764-0 |
603-0 |
161-0 |
23.1% |
15-2 |
2.2% |
58% |
False |
False |
56,063 |
80 |
764-0 |
603-0 |
161-0 |
23.1% |
14-7 |
2.1% |
58% |
False |
False |
47,187 |
100 |
764-0 |
583-4 |
180-4 |
25.9% |
14-0 |
2.0% |
62% |
False |
False |
40,645 |
120 |
764-0 |
583-4 |
180-4 |
25.9% |
12-7 |
1.9% |
62% |
False |
False |
34,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
757-4 |
2.618 |
734-5 |
1.618 |
720-5 |
1.000 |
712-0 |
0.618 |
706-5 |
HIGH |
698-0 |
0.618 |
692-5 |
0.500 |
691-0 |
0.382 |
689-3 |
LOW |
684-0 |
0.618 |
675-3 |
1.000 |
670-0 |
1.618 |
661-3 |
2.618 |
647-3 |
4.250 |
624-4 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
694-4 |
695-3 |
PP |
692-6 |
694-4 |
S1 |
691-0 |
693-5 |
|