CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
669-2 |
674-0 |
4-6 |
0.7% |
667-4 |
High |
686-0 |
676-6 |
-9-2 |
-1.3% |
703-0 |
Low |
667-4 |
666-2 |
-1-2 |
-0.2% |
663-4 |
Close |
685-4 |
674-4 |
-11-0 |
-1.6% |
685-4 |
Range |
18-4 |
10-4 |
-8-0 |
-43.2% |
39-4 |
ATR |
20-1 |
20-1 |
-0-1 |
-0.3% |
0-0 |
Volume |
144,427 |
123,633 |
-20,794 |
-14.4% |
756,760 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
704-0 |
699-6 |
680-2 |
|
R3 |
693-4 |
689-2 |
677-3 |
|
R2 |
683-0 |
683-0 |
676-3 |
|
R1 |
678-6 |
678-6 |
675-4 |
680-7 |
PP |
672-4 |
672-4 |
672-4 |
673-4 |
S1 |
668-2 |
668-2 |
673-4 |
670-3 |
S2 |
662-0 |
662-0 |
672-5 |
|
S3 |
651-4 |
657-6 |
671-5 |
|
S4 |
641-0 |
647-2 |
668-6 |
|
|
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 |
5.9% |
15-1 |
2.2% |
28% |
False |
False |
141,526 |
10 |
703-0 |
636-2 |
66-6 |
9.9% |
16-5 |
2.5% |
57% |
False |
False |
152,973 |
20 |
703-0 |
576-0 |
127-0 |
18.8% |
15-6 |
2.3% |
78% |
False |
False |
145,322 |
40 |
720-4 |
576-0 |
144-4 |
21.4% |
15-4 |
2.3% |
68% |
False |
False |
121,685 |
60 |
720-4 |
576-0 |
144-4 |
21.4% |
15-3 |
2.3% |
68% |
False |
False |
104,840 |
80 |
720-4 |
576-0 |
144-4 |
21.4% |
14-4 |
2.2% |
68% |
False |
False |
93,707 |
100 |
720-4 |
548-0 |
172-4 |
25.6% |
14-0 |
2.1% |
73% |
False |
False |
84,297 |
120 |
720-4 |
548-0 |
172-4 |
25.6% |
13-4 |
2.0% |
73% |
False |
False |
75,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
721-3 |
2.618 |
704-2 |
1.618 |
693-6 |
1.000 |
687-2 |
0.618 |
683-2 |
HIGH |
676-6 |
0.618 |
672-6 |
0.500 |
671-4 |
0.382 |
670-2 |
LOW |
666-2 |
0.618 |
659-6 |
1.000 |
655-6 |
1.618 |
649-2 |
2.618 |
638-6 |
4.250 |
621-5 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
673-4 |
674-6 |
PP |
672-4 |
674-5 |
S1 |
671-4 |
674-5 |
|