CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
680-4 |
682-0 |
1-4 |
0.2% |
685-4 |
High |
687-4 |
690-6 |
3-2 |
0.5% |
722-4 |
Low |
672-0 |
677-0 |
5-0 |
0.7% |
671-0 |
Close |
678-6 |
689-6 |
11-0 |
1.6% |
690-0 |
Range |
15-4 |
13-6 |
-1-6 |
-11.3% |
51-4 |
ATR |
20-3 |
20-0 |
-0-4 |
-2.3% |
0-0 |
Volume |
42,844 |
52,851 |
10,007 |
23.4% |
244,414 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727-1 |
722-1 |
697-2 |
|
R3 |
713-3 |
708-3 |
693-4 |
|
R2 |
699-5 |
699-5 |
692-2 |
|
R1 |
694-5 |
694-5 |
691-0 |
697-1 |
PP |
685-7 |
685-7 |
685-7 |
687-0 |
S1 |
680-7 |
680-7 |
688-4 |
683-3 |
S2 |
672-1 |
672-1 |
687-2 |
|
S3 |
658-3 |
667-1 |
686-0 |
|
S4 |
644-5 |
653-3 |
682-2 |
|
|
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 |
703-0 |
671-0 |
32-0 |
4.6% |
15-6 |
2.3% |
59% |
False |
False |
42,275 |
10 |
722-4 |
671-0 |
51-4 |
7.5% |
16-5 |
2.4% |
36% |
False |
False |
55,129 |
20 |
722-4 |
603-0 |
119-4 |
17.3% |
15-5 |
2.3% |
73% |
False |
False |
70,389 |
40 |
764-0 |
603-0 |
161-0 |
23.3% |
16-1 |
2.3% |
54% |
False |
False |
71,775 |
60 |
764-0 |
603-0 |
161-0 |
23.3% |
15-5 |
2.3% |
54% |
False |
False |
58,850 |
80 |
764-0 |
603-0 |
161-0 |
23.3% |
14-7 |
2.2% |
54% |
False |
False |
49,916 |
100 |
764-0 |
583-4 |
180-4 |
26.2% |
14-4 |
2.1% |
59% |
False |
False |
43,065 |
120 |
764-0 |
583-4 |
180-4 |
26.2% |
13-3 |
1.9% |
59% |
False |
False |
36,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
749-2 |
2.618 |
726-6 |
1.618 |
713-0 |
1.000 |
704-4 |
0.618 |
699-2 |
HIGH |
690-6 |
0.618 |
685-4 |
0.500 |
683-7 |
0.382 |
682-2 |
LOW |
677-0 |
0.618 |
668-4 |
1.000 |
663-2 |
1.618 |
654-6 |
2.618 |
641-0 |
4.250 |
618-4 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
687-6 |
687-0 |
PP |
685-7 |
684-2 |
S1 |
683-7 |
681-4 |
|