CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
680-0 |
687-4 |
7-4 |
1.1% |
685-4 |
High |
693-0 |
689-6 |
-3-2 |
-0.5% |
722-4 |
Low |
678-0 |
680-2 |
2-2 |
0.3% |
671-0 |
Close |
691-4 |
682-2 |
-9-2 |
-1.3% |
690-0 |
Range |
15-0 |
9-4 |
-5-4 |
-36.7% |
51-4 |
ATR |
19-5 |
19-0 |
-0-5 |
-3.0% |
0-0 |
Volume |
68,872 |
80,559 |
11,687 |
17.0% |
244,414 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712-5 |
706-7 |
687-4 |
|
R3 |
703-1 |
697-3 |
684-7 |
|
R2 |
693-5 |
693-5 |
684-0 |
|
R1 |
687-7 |
687-7 |
683-1 |
686-0 |
PP |
684-1 |
684-1 |
684-1 |
683-1 |
S1 |
678-3 |
678-3 |
681-3 |
676-4 |
S2 |
674-5 |
674-5 |
680-4 |
|
S3 |
665-1 |
668-7 |
679-5 |
|
S4 |
655-5 |
659-3 |
677-0 |
|
|
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 |
693-0 |
672-0 |
21-0 |
3.1% |
14-2 |
2.1% |
49% |
False |
False |
49,025 |
10 |
722-4 |
671-0 |
51-4 |
7.5% |
15-6 |
2.3% |
22% |
False |
False |
56,017 |
20 |
722-4 |
603-0 |
119-4 |
17.5% |
14-6 |
2.2% |
66% |
False |
False |
63,880 |
40 |
764-0 |
603-0 |
161-0 |
23.6% |
16-0 |
2.3% |
49% |
False |
False |
73,863 |
60 |
764-0 |
603-0 |
161-0 |
23.6% |
15-4 |
2.3% |
49% |
False |
False |
60,479 |
80 |
764-0 |
603-0 |
161-0 |
23.6% |
15-0 |
2.2% |
49% |
False |
False |
51,206 |
100 |
764-0 |
583-4 |
180-4 |
26.5% |
14-5 |
2.1% |
55% |
False |
False |
44,401 |
120 |
764-0 |
583-4 |
180-4 |
26.5% |
13-4 |
2.0% |
55% |
False |
False |
38,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
730-1 |
2.618 |
714-5 |
1.618 |
705-1 |
1.000 |
699-2 |
0.618 |
695-5 |
HIGH |
689-6 |
0.618 |
686-1 |
0.500 |
685-0 |
0.382 |
683-7 |
LOW |
680-2 |
0.618 |
674-3 |
1.000 |
670-6 |
1.618 |
664-7 |
2.618 |
655-3 |
4.250 |
639-7 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
685-0 |
685-0 |
PP |
684-1 |
684-1 |
S1 |
683-1 |
683-1 |
|