CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
681-4 |
686-0 |
4-4 |
0.7% |
625-0 |
High |
683-4 |
695-4 |
12-0 |
1.8% |
695-4 |
Low |
666-0 |
678-0 |
12-0 |
1.8% |
625-0 |
Close |
678-4 |
685-0 |
6-4 |
1.0% |
685-0 |
Range |
17-4 |
17-4 |
0-0 |
0.0% |
70-4 |
ATR |
21-1 |
20-7 |
-0-2 |
-1.2% |
0-0 |
Volume |
191,781 |
145,223 |
-46,558 |
-24.3% |
791,123 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
738-5 |
729-3 |
694-5 |
|
R3 |
721-1 |
711-7 |
689-6 |
|
R2 |
703-5 |
703-5 |
688-2 |
|
R1 |
694-3 |
694-3 |
686-5 |
690-2 |
PP |
686-1 |
686-1 |
686-1 |
684-1 |
S1 |
676-7 |
676-7 |
683-3 |
672-6 |
S2 |
668-5 |
668-5 |
681-6 |
|
S3 |
651-1 |
659-3 |
680-2 |
|
S4 |
633-5 |
641-7 |
675-3 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
880-0 |
853-0 |
723-6 |
|
R3 |
809-4 |
782-4 |
704-3 |
|
R2 |
739-0 |
739-0 |
697-7 |
|
R1 |
712-0 |
712-0 |
691-4 |
725-4 |
PP |
668-4 |
668-4 |
668-4 |
675-2 |
S1 |
641-4 |
641-4 |
678-4 |
655-0 |
S2 |
598-0 |
598-0 |
672-1 |
|
S3 |
527-4 |
571-0 |
665-5 |
|
S4 |
457-0 |
500-4 |
646-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
695-4 |
625-0 |
70-4 |
10.3% |
17-3 |
2.5% |
85% |
True |
False |
158,224 |
10 |
695-4 |
576-0 |
119-4 |
17.4% |
16-7 |
2.5% |
91% |
True |
False |
145,976 |
20 |
695-4 |
576-0 |
119-4 |
17.4% |
16-7 |
2.5% |
91% |
True |
False |
142,371 |
40 |
720-4 |
576-0 |
144-4 |
21.1% |
15-4 |
2.3% |
75% |
False |
False |
109,528 |
60 |
720-4 |
576-0 |
144-4 |
21.1% |
15-3 |
2.2% |
75% |
False |
False |
96,626 |
80 |
720-4 |
576-0 |
144-4 |
21.1% |
14-1 |
2.1% |
75% |
False |
False |
85,691 |
100 |
720-4 |
548-0 |
172-4 |
25.2% |
13-7 |
2.0% |
79% |
False |
False |
77,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
769-7 |
2.618 |
741-3 |
1.618 |
723-7 |
1.000 |
713-0 |
0.618 |
706-3 |
HIGH |
695-4 |
0.618 |
688-7 |
0.500 |
686-6 |
0.382 |
684-5 |
LOW |
678-0 |
0.618 |
667-1 |
1.000 |
660-4 |
1.618 |
649-5 |
2.618 |
632-1 |
4.250 |
603-5 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
686-6 |
683-5 |
PP |
686-1 |
682-1 |
S1 |
685-5 |
680-6 |
|