CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
674-0 |
669-2 |
-4-6 |
-0.7% |
667-4 |
High |
677-0 |
686-0 |
9-0 |
1.3% |
703-0 |
Low |
663-4 |
667-4 |
4-0 |
0.6% |
663-4 |
Close |
673-0 |
685-4 |
12-4 |
1.9% |
685-4 |
Range |
13-4 |
18-4 |
5-0 |
37.0% |
39-4 |
ATR |
20-2 |
20-1 |
-0-1 |
-0.6% |
0-0 |
Volume |
140,384 |
144,427 |
4,043 |
2.9% |
756,760 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
735-1 |
728-7 |
695-5 |
|
R3 |
716-5 |
710-3 |
690-5 |
|
R2 |
698-1 |
698-1 |
688-7 |
|
R1 |
691-7 |
691-7 |
687-2 |
695-0 |
PP |
679-5 |
679-5 |
679-5 |
681-2 |
S1 |
673-3 |
673-3 |
683-6 |
676-4 |
S2 |
661-1 |
661-1 |
682-1 |
|
S3 |
642-5 |
654-7 |
680-3 |
|
S4 |
624-1 |
636-3 |
675-3 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
802-4 |
783-4 |
707-2 |
|
R3 |
763-0 |
744-0 |
696-3 |
|
R2 |
723-4 |
723-4 |
692-6 |
|
R1 |
704-4 |
704-4 |
689-1 |
714-0 |
PP |
684-0 |
684-0 |
684-0 |
688-6 |
S1 |
665-0 |
665-0 |
681-7 |
674-4 |
S2 |
644-4 |
644-4 |
678-2 |
|
S3 |
605-0 |
625-4 |
674-5 |
|
S4 |
565-4 |
586-0 |
663-6 |
|
|
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 |
5.8% |
15-4 |
2.3% |
56% |
False |
False |
151,352 |
10 |
703-0 |
625-0 |
78-0 |
11.4% |
16-4 |
2.4% |
78% |
False |
False |
154,788 |
20 |
703-0 |
576-0 |
127-0 |
18.5% |
16-3 |
2.4% |
86% |
False |
False |
149,884 |
40 |
720-4 |
576-0 |
144-4 |
21.1% |
15-3 |
2.2% |
76% |
False |
False |
119,965 |
60 |
720-4 |
576-0 |
144-4 |
21.1% |
15-5 |
2.3% |
76% |
False |
False |
104,066 |
80 |
720-4 |
576-0 |
144-4 |
21.1% |
14-4 |
2.1% |
76% |
False |
False |
92,654 |
100 |
720-4 |
548-0 |
172-4 |
25.2% |
14-1 |
2.1% |
80% |
False |
False |
83,302 |
120 |
720-4 |
548-0 |
172-4 |
25.2% |
13-4 |
2.0% |
80% |
False |
False |
75,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
764-5 |
2.618 |
734-3 |
1.618 |
715-7 |
1.000 |
704-4 |
0.618 |
697-3 |
HIGH |
686-0 |
0.618 |
678-7 |
0.500 |
676-6 |
0.382 |
674-5 |
LOW |
667-4 |
0.618 |
656-1 |
1.000 |
649-0 |
1.618 |
637-5 |
2.618 |
619-1 |
4.250 |
588-7 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
682-5 |
683-0 |
PP |
679-5 |
680-4 |
S1 |
676-6 |
678-0 |
|