CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
675-0 |
680-4 |
5-4 |
0.8% |
685-4 |
High |
691-0 |
687-4 |
-3-4 |
-0.5% |
722-4 |
Low |
673-2 |
672-0 |
-1-2 |
-0.2% |
671-0 |
Close |
690-0 |
678-6 |
-11-2 |
-1.6% |
690-0 |
Range |
17-6 |
15-4 |
-2-2 |
-12.7% |
51-4 |
ATR |
20-5 |
20-3 |
-0-1 |
-0.9% |
0-0 |
Volume |
0 |
42,844 |
42,844 |
|
244,414 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725-7 |
717-7 |
687-2 |
|
R3 |
710-3 |
702-3 |
683-0 |
|
R2 |
694-7 |
694-7 |
681-5 |
|
R1 |
686-7 |
686-7 |
680-1 |
683-1 |
PP |
679-3 |
679-3 |
679-3 |
677-4 |
S1 |
671-3 |
671-3 |
677-3 |
667-5 |
S2 |
663-7 |
663-7 |
675-7 |
|
S3 |
648-3 |
655-7 |
674-4 |
|
S4 |
632-7 |
640-3 |
670-2 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
849-0 |
821-0 |
718-3 |
|
R3 |
797-4 |
769-4 |
704-1 |
|
R2 |
746-0 |
746-0 |
699-4 |
|
R1 |
718-0 |
718-0 |
694-6 |
732-0 |
PP |
694-4 |
694-4 |
694-4 |
701-4 |
S1 |
666-4 |
666-4 |
685-2 |
680-4 |
S2 |
643-0 |
643-0 |
680-4 |
|
S3 |
591-4 |
615-0 |
675-7 |
|
S4 |
540-0 |
563-4 |
661-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
722-4 |
671-0 |
51-4 |
7.6% |
18-1 |
2.7% |
15% |
False |
False |
46,801 |
10 |
722-4 |
645-0 |
77-4 |
11.4% |
17-4 |
2.6% |
44% |
False |
False |
57,692 |
20 |
722-4 |
603-0 |
119-4 |
17.6% |
15-6 |
2.3% |
63% |
False |
False |
73,005 |
40 |
764-0 |
603-0 |
161-0 |
23.7% |
16-1 |
2.4% |
47% |
False |
False |
71,418 |
60 |
764-0 |
603-0 |
161-0 |
23.7% |
15-6 |
2.3% |
47% |
False |
False |
58,333 |
80 |
764-0 |
603-0 |
161-0 |
23.7% |
15-1 |
2.2% |
47% |
False |
False |
49,401 |
100 |
764-0 |
583-4 |
180-4 |
26.6% |
14-4 |
2.1% |
53% |
False |
False |
42,607 |
120 |
764-0 |
583-4 |
180-4 |
26.6% |
13-3 |
2.0% |
53% |
False |
False |
36,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
753-3 |
2.618 |
728-1 |
1.618 |
712-5 |
1.000 |
703-0 |
0.618 |
697-1 |
HIGH |
687-4 |
0.618 |
681-5 |
0.500 |
679-6 |
0.382 |
677-7 |
LOW |
672-0 |
0.618 |
662-3 |
1.000 |
656-4 |
1.618 |
646-7 |
2.618 |
631-3 |
4.250 |
606-1 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
679-6 |
681-0 |
PP |
679-3 |
680-2 |
S1 |
679-1 |
679-4 |
|