CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
686-0 |
667-4 |
-18-4 |
-2.7% |
625-0 |
High |
695-4 |
679-0 |
-16-4 |
-2.4% |
695-4 |
Low |
678-0 |
666-4 |
-11-4 |
-1.7% |
625-0 |
Close |
685-0 |
677-0 |
-8-0 |
-1.2% |
685-0 |
Range |
17-4 |
12-4 |
-5-0 |
-28.6% |
70-4 |
ATR |
20-7 |
20-6 |
-0-1 |
-0.8% |
0-0 |
Volume |
145,223 |
172,760 |
27,537 |
19.0% |
791,123 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-5 |
706-7 |
683-7 |
|
R3 |
699-1 |
694-3 |
680-4 |
|
R2 |
686-5 |
686-5 |
679-2 |
|
R1 |
681-7 |
681-7 |
678-1 |
684-2 |
PP |
674-1 |
674-1 |
674-1 |
675-3 |
S1 |
669-3 |
669-3 |
675-7 |
671-6 |
S2 |
661-5 |
661-5 |
674-6 |
|
S3 |
649-1 |
656-7 |
673-4 |
|
S4 |
636-5 |
644-3 |
670-1 |
|
|
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 |
636-2 |
59-2 |
8.8% |
18-0 |
2.7% |
69% |
False |
False |
164,421 |
10 |
695-4 |
600-4 |
95-0 |
14.0% |
15-4 |
2.3% |
81% |
False |
False |
154,885 |
20 |
695-4 |
576-0 |
119-4 |
17.7% |
16-6 |
2.5% |
85% |
False |
False |
145,161 |
40 |
720-4 |
576-0 |
144-4 |
21.3% |
15-3 |
2.3% |
70% |
False |
False |
111,962 |
60 |
720-4 |
576-0 |
144-4 |
21.3% |
15-1 |
2.2% |
70% |
False |
False |
98,421 |
80 |
720-4 |
576-0 |
144-4 |
21.3% |
14-2 |
2.1% |
70% |
False |
False |
87,490 |
100 |
720-4 |
548-0 |
172-4 |
25.5% |
13-7 |
2.0% |
75% |
False |
False |
78,842 |
120 |
720-4 |
548-0 |
172-4 |
25.5% |
13-2 |
2.0% |
75% |
False |
False |
71,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
732-1 |
2.618 |
711-6 |
1.618 |
699-2 |
1.000 |
691-4 |
0.618 |
686-6 |
HIGH |
679-0 |
0.618 |
674-2 |
0.500 |
672-6 |
0.382 |
671-2 |
LOW |
666-4 |
0.618 |
658-6 |
1.000 |
654-0 |
1.618 |
646-2 |
2.618 |
633-6 |
4.250 |
613-3 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
675-5 |
680-6 |
PP |
674-1 |
679-4 |
S1 |
672-6 |
678-2 |
|