CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
667-4 |
700-4 |
33-0 |
4.9% |
625-0 |
| High |
679-0 |
703-0 |
24-0 |
3.5% |
695-4 |
| Low |
666-4 |
685-4 |
19-0 |
2.9% |
625-0 |
| Close |
677-0 |
687-2 |
10-2 |
1.5% |
685-0 |
| Range |
12-4 |
17-4 |
5-0 |
40.0% |
70-4 |
| ATR |
20-6 |
21-1 |
0-3 |
1.8% |
0-0 |
| Volume |
172,760 |
125,672 |
-47,088 |
-27.3% |
791,123 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744-3 |
733-3 |
696-7 |
|
| R3 |
726-7 |
715-7 |
692-0 |
|
| R2 |
709-3 |
709-3 |
690-4 |
|
| R1 |
698-3 |
698-3 |
688-7 |
695-1 |
| PP |
691-7 |
691-7 |
691-7 |
690-2 |
| S1 |
680-7 |
680-7 |
685-5 |
677-5 |
| S2 |
674-3 |
674-3 |
684-0 |
|
| S3 |
656-7 |
663-3 |
682-4 |
|
| S4 |
639-3 |
645-7 |
677-5 |
|
|
| 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 |
703-0 |
666-0 |
37-0 |
5.4% |
16-5 |
2.4% |
57% |
True |
False |
166,923 |
| 10 |
703-0 |
604-0 |
99-0 |
14.4% |
15-6 |
2.3% |
84% |
True |
False |
144,363 |
| 20 |
703-0 |
576-0 |
127-0 |
18.5% |
17-1 |
2.5% |
88% |
True |
False |
146,129 |
| 40 |
720-4 |
576-0 |
144-4 |
21.0% |
15-3 |
2.2% |
77% |
False |
False |
113,543 |
| 60 |
720-4 |
576-0 |
144-4 |
21.0% |
15-2 |
2.2% |
77% |
False |
False |
99,177 |
| 80 |
720-4 |
576-0 |
144-4 |
21.0% |
14-3 |
2.1% |
77% |
False |
False |
88,665 |
| 100 |
720-4 |
548-0 |
172-4 |
25.1% |
14-0 |
2.0% |
81% |
False |
False |
79,568 |
| 120 |
720-4 |
548-0 |
172-4 |
25.1% |
13-2 |
1.9% |
81% |
False |
False |
71,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777-3 |
|
2.618 |
748-7 |
|
1.618 |
731-3 |
|
1.000 |
720-4 |
|
0.618 |
713-7 |
|
HIGH |
703-0 |
|
0.618 |
696-3 |
|
0.500 |
694-2 |
|
0.382 |
692-1 |
|
LOW |
685-4 |
|
0.618 |
674-5 |
|
1.000 |
668-0 |
|
1.618 |
657-1 |
|
2.618 |
639-5 |
|
4.250 |
611-1 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
694-2 |
686-3 |
| PP |
691-7 |
685-5 |
| S1 |
689-5 |
684-6 |
|