CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
687-4 |
675-4 |
-12-0 |
-1.7% |
674-0 |
High |
692-0 |
676-0 |
-16-0 |
-2.3% |
692-4 |
Low |
683-0 |
666-0 |
-17-0 |
-2.5% |
666-0 |
Close |
686-2 |
668-6 |
-17-4 |
-2.6% |
668-6 |
Range |
9-0 |
10-0 |
1-0 |
11.1% |
26-4 |
ATR |
18-6 |
18-7 |
0-1 |
0.6% |
0-0 |
Volume |
141,507 |
136,057 |
-5,450 |
-3.9% |
654,191 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
700-2 |
694-4 |
674-2 |
|
R3 |
690-2 |
684-4 |
671-4 |
|
R2 |
680-2 |
680-2 |
670-5 |
|
R1 |
674-4 |
674-4 |
669-5 |
672-3 |
PP |
670-2 |
670-2 |
670-2 |
669-2 |
S1 |
664-4 |
664-4 |
667-7 |
662-3 |
S2 |
660-2 |
660-2 |
666-7 |
|
S3 |
650-2 |
654-4 |
666-0 |
|
S4 |
640-2 |
644-4 |
663-2 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
755-2 |
738-4 |
683-3 |
|
R3 |
728-6 |
712-0 |
676-0 |
|
R2 |
702-2 |
702-2 |
673-5 |
|
R1 |
685-4 |
685-4 |
671-1 |
680-5 |
PP |
675-6 |
675-6 |
675-6 |
673-2 |
S1 |
659-0 |
659-0 |
666-3 |
654-1 |
S2 |
649-2 |
649-2 |
663-7 |
|
S3 |
622-6 |
632-4 |
661-4 |
|
S4 |
596-2 |
606-0 |
654-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
692-4 |
666-0 |
26-4 |
4.0% |
12-2 |
1.8% |
10% |
False |
True |
130,838 |
10 |
703-0 |
663-4 |
39-4 |
5.9% |
13-7 |
2.1% |
13% |
False |
False |
141,095 |
20 |
703-0 |
576-0 |
127-0 |
19.0% |
15-3 |
2.3% |
73% |
False |
False |
143,535 |
40 |
720-4 |
576-0 |
144-4 |
21.6% |
15-3 |
2.3% |
64% |
False |
False |
128,617 |
60 |
720-4 |
576-0 |
144-4 |
21.6% |
15-1 |
2.3% |
64% |
False |
False |
108,767 |
80 |
720-4 |
576-0 |
144-4 |
21.6% |
14-6 |
2.2% |
64% |
False |
False |
96,802 |
100 |
720-4 |
548-0 |
172-4 |
25.8% |
14-2 |
2.1% |
70% |
False |
False |
88,279 |
120 |
720-4 |
548-0 |
172-4 |
25.8% |
13-5 |
2.0% |
70% |
False |
False |
79,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
718-4 |
2.618 |
702-1 |
1.618 |
692-1 |
1.000 |
686-0 |
0.618 |
682-1 |
HIGH |
676-0 |
0.618 |
672-1 |
0.500 |
671-0 |
0.382 |
669-7 |
LOW |
666-0 |
0.618 |
659-7 |
1.000 |
656-0 |
1.618 |
649-7 |
2.618 |
639-7 |
4.250 |
623-4 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
671-0 |
679-2 |
PP |
670-2 |
675-6 |
S1 |
669-4 |
672-2 |
|