CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 11-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
617-0 |
625-0 |
8-0 |
1.3% |
606-2 |
High |
637-4 |
634-4 |
-3-0 |
-0.5% |
637-4 |
Low |
617-0 |
625-0 |
8-0 |
1.3% |
600-4 |
Close |
637-0 |
632-6 |
-4-2 |
-0.7% |
637-0 |
Range |
20-4 |
9-4 |
-11-0 |
-53.7% |
37-0 |
ATR |
21-0 |
20-3 |
-0-5 |
-3.1% |
0-0 |
Volume |
105,602 |
141,777 |
36,175 |
34.3% |
584,969 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-2 |
655-4 |
638-0 |
|
R3 |
649-6 |
646-0 |
635-3 |
|
R2 |
640-2 |
640-2 |
634-4 |
|
R1 |
636-4 |
636-4 |
633-5 |
638-3 |
PP |
630-6 |
630-6 |
630-6 |
631-6 |
S1 |
627-0 |
627-0 |
631-7 |
628-7 |
S2 |
621-2 |
621-2 |
631-0 |
|
S3 |
611-6 |
617-4 |
630-1 |
|
S4 |
602-2 |
608-0 |
627-4 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
736-0 |
723-4 |
657-3 |
|
R3 |
699-0 |
686-4 |
647-1 |
|
R2 |
662-0 |
662-0 |
643-6 |
|
R1 |
649-4 |
649-4 |
640-3 |
655-6 |
PP |
625-0 |
625-0 |
625-0 |
628-1 |
S1 |
612-4 |
612-4 |
633-5 |
618-6 |
S2 |
588-0 |
588-0 |
630-2 |
|
S3 |
551-0 |
575-4 |
626-7 |
|
S4 |
514-0 |
538-4 |
616-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
637-4 |
600-4 |
37-0 |
5.8% |
12-7 |
2.0% |
87% |
False |
False |
145,349 |
10 |
671-4 |
576-0 |
95-4 |
15.1% |
14-7 |
2.4% |
59% |
False |
False |
137,670 |
20 |
708-0 |
576-0 |
132-0 |
20.9% |
16-6 |
2.6% |
43% |
False |
False |
129,916 |
40 |
720-4 |
576-0 |
144-4 |
22.8% |
14-7 |
2.3% |
39% |
False |
False |
100,366 |
60 |
720-4 |
576-0 |
144-4 |
22.8% |
14-7 |
2.3% |
39% |
False |
False |
89,676 |
80 |
720-4 |
572-0 |
148-4 |
23.5% |
13-7 |
2.2% |
41% |
False |
False |
80,799 |
100 |
720-4 |
548-0 |
172-4 |
27.3% |
13-5 |
2.1% |
49% |
False |
False |
72,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
674-7 |
2.618 |
659-3 |
1.618 |
649-7 |
1.000 |
644-0 |
0.618 |
640-3 |
HIGH |
634-4 |
0.618 |
630-7 |
0.500 |
629-6 |
0.382 |
628-5 |
LOW |
625-0 |
0.618 |
619-1 |
1.000 |
615-4 |
1.618 |
609-5 |
2.618 |
600-1 |
4.250 |
584-5 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
631-6 |
630-2 |
PP |
630-6 |
627-7 |
S1 |
629-6 |
625-3 |
|