CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
638-0 |
669-0 |
31-0 |
4.9% |
606-2 |
High |
660-4 |
687-2 |
26-6 |
4.0% |
637-4 |
Low |
636-2 |
669-0 |
32-6 |
5.1% |
600-4 |
Close |
658-0 |
679-6 |
21-6 |
3.3% |
637-0 |
Range |
24-2 |
18-2 |
-6-0 |
-24.7% |
37-0 |
ATR |
20-7 |
21-4 |
0-5 |
2.9% |
0-0 |
Volume |
113,159 |
199,183 |
86,024 |
76.0% |
584,969 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
733-3 |
724-7 |
689-6 |
|
R3 |
715-1 |
706-5 |
684-6 |
|
R2 |
696-7 |
696-7 |
683-1 |
|
R1 |
688-3 |
688-3 |
681-3 |
692-5 |
PP |
678-5 |
678-5 |
678-5 |
680-6 |
S1 |
670-1 |
670-1 |
678-1 |
674-3 |
S2 |
660-3 |
660-3 |
676-3 |
|
S3 |
642-1 |
651-7 |
674-6 |
|
S4 |
623-7 |
633-5 |
669-6 |
|
|
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 |
687-2 |
613-2 |
74-0 |
10.9% |
16-0 |
2.3% |
90% |
True |
False |
136,081 |
10 |
687-2 |
576-0 |
111-2 |
16.4% |
15-7 |
2.3% |
93% |
True |
False |
144,246 |
20 |
687-2 |
576-0 |
111-2 |
16.4% |
17-4 |
2.6% |
93% |
True |
False |
137,581 |
40 |
720-4 |
576-0 |
144-4 |
21.3% |
15-3 |
2.3% |
72% |
False |
False |
104,358 |
60 |
720-4 |
576-0 |
144-4 |
21.3% |
15-1 |
2.2% |
72% |
False |
False |
92,952 |
80 |
720-4 |
576-0 |
144-4 |
21.3% |
14-0 |
2.1% |
72% |
False |
False |
82,924 |
100 |
720-4 |
548-0 |
172-4 |
25.4% |
13-6 |
2.0% |
76% |
False |
False |
74,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
764-6 |
2.618 |
735-0 |
1.618 |
716-6 |
1.000 |
705-4 |
0.618 |
698-4 |
HIGH |
687-2 |
0.618 |
680-2 |
0.500 |
678-1 |
0.382 |
676-0 |
LOW |
669-0 |
0.618 |
657-6 |
1.000 |
650-6 |
1.618 |
639-4 |
2.618 |
621-2 |
4.250 |
591-4 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
679-2 |
671-7 |
PP |
678-5 |
664-0 |
S1 |
678-1 |
656-1 |
|