CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
691-2 |
674-0 |
-17-2 |
-2.5% |
625-0 |
High |
692-4 |
677-0 |
-15-4 |
-2.2% |
695-4 |
Low |
676-6 |
663-4 |
-13-2 |
-2.0% |
625-0 |
Close |
677-6 |
673-0 |
-4-6 |
-0.7% |
685-0 |
Range |
15-6 |
13-4 |
-2-2 |
-14.3% |
70-4 |
ATR |
20-6 |
20-2 |
-0-4 |
-2.2% |
0-0 |
Volume |
173,517 |
140,384 |
-33,133 |
-19.1% |
791,123 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-5 |
705-7 |
680-3 |
|
R3 |
698-1 |
692-3 |
676-6 |
|
R2 |
684-5 |
684-5 |
675-4 |
|
R1 |
678-7 |
678-7 |
674-2 |
675-0 |
PP |
671-1 |
671-1 |
671-1 |
669-2 |
S1 |
665-3 |
665-3 |
671-6 |
661-4 |
S2 |
657-5 |
657-5 |
670-4 |
|
S3 |
644-1 |
651-7 |
669-2 |
|
S4 |
630-5 |
638-3 |
665-5 |
|
|
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 |
663-4 |
39-4 |
5.9% |
15-3 |
2.3% |
24% |
False |
True |
151,511 |
10 |
703-0 |
617-0 |
86-0 |
12.8% |
16-5 |
2.5% |
65% |
False |
False |
150,905 |
20 |
703-0 |
576-0 |
127-0 |
18.9% |
16-7 |
2.5% |
76% |
False |
False |
151,915 |
40 |
720-4 |
576-0 |
144-4 |
21.5% |
15-1 |
2.3% |
67% |
False |
False |
118,414 |
60 |
720-4 |
576-0 |
144-4 |
21.5% |
15-4 |
2.3% |
67% |
False |
False |
102,808 |
80 |
720-4 |
576-0 |
144-4 |
21.5% |
14-3 |
2.1% |
67% |
False |
False |
91,302 |
100 |
720-4 |
548-0 |
172-4 |
25.6% |
14-0 |
2.1% |
72% |
False |
False |
82,074 |
120 |
720-4 |
548-0 |
172-4 |
25.6% |
13-3 |
2.0% |
72% |
False |
False |
74,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
734-3 |
2.618 |
712-3 |
1.618 |
698-7 |
1.000 |
690-4 |
0.618 |
685-3 |
HIGH |
677-0 |
0.618 |
671-7 |
0.500 |
670-2 |
0.382 |
668-5 |
LOW |
663-4 |
0.618 |
655-1 |
1.000 |
650-0 |
1.618 |
641-5 |
2.618 |
628-1 |
4.250 |
606-1 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
672-1 |
683-2 |
PP |
671-1 |
679-7 |
S1 |
670-2 |
676-3 |
|