CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 01-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
671-0 |
674-0 |
3-0 |
0.4% |
680-4 |
High |
672-0 |
683-0 |
11-0 |
1.6% |
693-0 |
Low |
662-4 |
672-0 |
9-4 |
1.4% |
662-4 |
Close |
665-4 |
681-2 |
15-6 |
2.4% |
665-4 |
Range |
9-4 |
11-0 |
1-4 |
15.8% |
30-4 |
ATR |
19-0 |
19-0 |
-0-1 |
-0.6% |
0-0 |
Volume |
76,641 |
70,116 |
-6,525 |
-8.5% |
321,767 |
|
Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-6 |
707-4 |
687-2 |
|
R3 |
700-6 |
696-4 |
684-2 |
|
R2 |
689-6 |
689-6 |
683-2 |
|
R1 |
685-4 |
685-4 |
682-2 |
687-5 |
PP |
678-6 |
678-6 |
678-6 |
679-6 |
S1 |
674-4 |
674-4 |
680-2 |
676-5 |
S2 |
667-6 |
667-6 |
679-2 |
|
S3 |
656-6 |
663-4 |
678-2 |
|
S4 |
645-6 |
652-4 |
675-2 |
|
|
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 |
4.5% |
11-6 |
1.7% |
61% |
False |
False |
69,807 |
10 |
722-4 |
662-4 |
60-0 |
8.8% |
15-0 |
2.2% |
31% |
False |
False |
58,304 |
20 |
722-4 |
614-4 |
108-0 |
15.9% |
14-6 |
2.2% |
62% |
False |
False |
60,929 |
40 |
764-0 |
603-0 |
161-0 |
23.6% |
16-0 |
2.3% |
49% |
False |
False |
75,379 |
60 |
764-0 |
603-0 |
161-0 |
23.6% |
15-4 |
2.3% |
49% |
False |
False |
62,188 |
80 |
764-0 |
603-0 |
161-0 |
23.6% |
15-0 |
2.2% |
49% |
False |
False |
52,476 |
100 |
764-0 |
583-4 |
180-4 |
26.5% |
14-6 |
2.2% |
54% |
False |
False |
45,440 |
120 |
764-0 |
583-4 |
180-4 |
26.5% |
13-5 |
2.0% |
54% |
False |
False |
39,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
729-6 |
2.618 |
711-6 |
1.618 |
700-6 |
1.000 |
694-0 |
0.618 |
689-6 |
HIGH |
683-0 |
0.618 |
678-6 |
0.500 |
677-4 |
0.382 |
676-2 |
LOW |
672-0 |
0.618 |
665-2 |
1.000 |
661-0 |
1.618 |
654-2 |
2.618 |
643-2 |
4.250 |
625-2 |
|
|
Fisher Pivots for day following 01-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
680-0 |
679-4 |
PP |
678-6 |
677-7 |
S1 |
677-4 |
676-1 |
|