CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
677-0 |
676-0 |
-1-0 |
-0.1% |
667-4 |
High |
687-4 |
692-4 |
5-0 |
0.7% |
703-0 |
Low |
673-0 |
675-0 |
2-0 |
0.3% |
663-4 |
Close |
686-6 |
691-4 |
4-6 |
0.7% |
685-4 |
Range |
14-4 |
17-4 |
3-0 |
20.7% |
39-4 |
ATR |
19-5 |
19-4 |
-0-1 |
-0.8% |
0-0 |
Volume |
123,980 |
129,014 |
5,034 |
4.1% |
756,760 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
738-7 |
732-5 |
701-1 |
|
R3 |
721-3 |
715-1 |
696-2 |
|
R2 |
703-7 |
703-7 |
694-6 |
|
R1 |
697-5 |
697-5 |
693-1 |
700-6 |
PP |
686-3 |
686-3 |
686-3 |
687-7 |
S1 |
680-1 |
680-1 |
689-7 |
683-2 |
S2 |
668-7 |
668-7 |
688-2 |
|
S3 |
651-3 |
662-5 |
686-6 |
|
S4 |
633-7 |
645-1 |
681-7 |
|
|
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 |
692-4 |
663-4 |
29-0 |
4.2% |
14-7 |
2.2% |
97% |
True |
False |
132,287 |
10 |
703-0 |
663-4 |
39-4 |
5.7% |
15-4 |
2.2% |
71% |
False |
False |
147,039 |
20 |
703-0 |
576-0 |
127-0 |
18.4% |
15-6 |
2.3% |
91% |
False |
False |
145,642 |
40 |
720-4 |
576-0 |
144-4 |
20.9% |
15-5 |
2.3% |
80% |
False |
False |
124,856 |
60 |
720-4 |
576-0 |
144-4 |
20.9% |
15-2 |
2.2% |
80% |
False |
False |
106,477 |
80 |
720-4 |
576-0 |
144-4 |
20.9% |
14-6 |
2.1% |
80% |
False |
False |
95,458 |
100 |
720-4 |
548-0 |
172-4 |
24.9% |
14-2 |
2.1% |
83% |
False |
False |
86,088 |
120 |
720-4 |
548-0 |
172-4 |
24.9% |
13-5 |
2.0% |
83% |
False |
False |
77,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
766-7 |
2.618 |
738-3 |
1.618 |
720-7 |
1.000 |
710-0 |
0.618 |
703-3 |
HIGH |
692-4 |
0.618 |
685-7 |
0.500 |
683-6 |
0.382 |
681-5 |
LOW |
675-0 |
0.618 |
664-1 |
1.000 |
657-4 |
1.618 |
646-5 |
2.618 |
629-1 |
4.250 |
600-5 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
688-7 |
687-4 |
PP |
686-3 |
683-3 |
S1 |
683-6 |
679-3 |
|