CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
669-0 |
681-4 |
12-4 |
1.9% |
606-2 |
High |
687-2 |
683-4 |
-3-6 |
-0.5% |
637-4 |
Low |
669-0 |
666-0 |
-3-0 |
-0.4% |
600-4 |
Close |
679-6 |
678-4 |
-1-2 |
-0.2% |
637-0 |
Range |
18-2 |
17-4 |
-0-6 |
-4.1% |
37-0 |
ATR |
21-4 |
21-1 |
-0-2 |
-1.3% |
0-0 |
Volume |
199,183 |
191,781 |
-7,402 |
-3.7% |
584,969 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728-4 |
721-0 |
688-1 |
|
R3 |
711-0 |
703-4 |
683-2 |
|
R2 |
693-4 |
693-4 |
681-6 |
|
R1 |
686-0 |
686-0 |
680-1 |
681-0 |
PP |
676-0 |
676-0 |
676-0 |
673-4 |
S1 |
668-4 |
668-4 |
676-7 |
663-4 |
S2 |
658-4 |
658-4 |
675-2 |
|
S3 |
641-0 |
651-0 |
673-6 |
|
S4 |
623-4 |
633-4 |
668-7 |
|
|
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 |
617-0 |
70-2 |
10.4% |
18-0 |
2.7% |
88% |
False |
False |
150,300 |
10 |
687-2 |
576-0 |
111-2 |
16.4% |
15-1 |
2.2% |
92% |
False |
False |
148,786 |
20 |
687-2 |
576-0 |
111-2 |
16.4% |
17-0 |
2.5% |
92% |
False |
False |
142,091 |
40 |
720-4 |
576-0 |
144-4 |
21.3% |
15-3 |
2.3% |
71% |
False |
False |
107,547 |
60 |
720-4 |
576-0 |
144-4 |
21.3% |
15-2 |
2.2% |
71% |
False |
False |
95,198 |
80 |
720-4 |
576-0 |
144-4 |
21.3% |
14-0 |
2.1% |
71% |
False |
False |
84,322 |
100 |
720-4 |
548-0 |
172-4 |
25.4% |
13-7 |
2.0% |
76% |
False |
False |
76,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
757-7 |
2.618 |
729-3 |
1.618 |
711-7 |
1.000 |
701-0 |
0.618 |
694-3 |
HIGH |
683-4 |
0.618 |
676-7 |
0.500 |
674-6 |
0.382 |
672-5 |
LOW |
666-0 |
0.618 |
655-1 |
1.000 |
648-4 |
1.618 |
637-5 |
2.618 |
620-1 |
4.250 |
591-5 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
677-2 |
672-7 |
PP |
676-0 |
667-3 |
S1 |
674-6 |
661-6 |
|