CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
687-4 |
671-0 |
-16-4 |
-2.4% |
680-4 |
High |
689-6 |
672-0 |
-17-6 |
-2.6% |
693-0 |
Low |
680-2 |
662-4 |
-17-6 |
-2.6% |
662-4 |
Close |
682-2 |
665-4 |
-16-6 |
-2.5% |
665-4 |
Range |
9-4 |
9-4 |
0-0 |
0.0% |
30-4 |
ATR |
19-0 |
19-0 |
0-0 |
0.3% |
0-0 |
Volume |
80,559 |
76,641 |
-3,918 |
-4.9% |
321,767 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695-1 |
689-7 |
670-6 |
|
R3 |
685-5 |
680-3 |
668-1 |
|
R2 |
676-1 |
676-1 |
667-2 |
|
R1 |
670-7 |
670-7 |
666-3 |
668-6 |
PP |
666-5 |
666-5 |
666-5 |
665-5 |
S1 |
661-3 |
661-3 |
664-5 |
659-2 |
S2 |
657-1 |
657-1 |
663-6 |
|
S3 |
647-5 |
651-7 |
662-7 |
|
S4 |
638-1 |
642-3 |
660-2 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
765-1 |
745-7 |
682-2 |
|
R3 |
734-5 |
715-3 |
673-7 |
|
R2 |
704-1 |
704-1 |
671-1 |
|
R1 |
684-7 |
684-7 |
668-2 |
679-2 |
PP |
673-5 |
673-5 |
673-5 |
670-7 |
S1 |
654-3 |
654-3 |
662-6 |
648-6 |
S2 |
643-1 |
643-1 |
659-7 |
|
S3 |
612-5 |
623-7 |
657-1 |
|
S4 |
582-1 |
593-3 |
648-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
693-0 |
662-4 |
30-4 |
4.6% |
12-5 |
1.9% |
10% |
False |
True |
64,353 |
10 |
722-4 |
662-4 |
60-0 |
9.0% |
15-2 |
2.3% |
5% |
False |
True |
56,618 |
20 |
722-4 |
603-0 |
119-4 |
18.0% |
15-1 |
2.3% |
52% |
False |
False |
63,543 |
40 |
764-0 |
603-0 |
161-0 |
24.2% |
16-0 |
2.4% |
39% |
False |
False |
74,788 |
60 |
764-0 |
603-0 |
161-0 |
24.2% |
15-4 |
2.3% |
39% |
False |
False |
61,359 |
80 |
764-0 |
603-0 |
161-0 |
24.2% |
15-0 |
2.2% |
39% |
False |
False |
51,844 |
100 |
764-0 |
583-4 |
180-4 |
27.1% |
14-5 |
2.2% |
45% |
False |
False |
44,970 |
120 |
764-0 |
583-4 |
180-4 |
27.1% |
13-5 |
2.0% |
45% |
False |
False |
38,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
712-3 |
2.618 |
696-7 |
1.618 |
687-3 |
1.000 |
681-4 |
0.618 |
677-7 |
HIGH |
672-0 |
0.618 |
668-3 |
0.500 |
667-2 |
0.382 |
666-1 |
LOW |
662-4 |
0.618 |
656-5 |
1.000 |
653-0 |
1.618 |
647-1 |
2.618 |
637-5 |
4.250 |
622-1 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
667-2 |
677-6 |
PP |
666-5 |
673-5 |
S1 |
666-1 |
669-5 |
|