CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 02-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
677-0 |
685-0 |
8-0 |
1.2% |
674-0 |
High |
687-0 |
715-6 |
28-6 |
4.2% |
692-4 |
Low |
675-4 |
685-0 |
9-4 |
1.4% |
666-0 |
Close |
685-6 |
715-6 |
30-0 |
4.4% |
668-6 |
Range |
11-4 |
30-6 |
19-2 |
167.4% |
26-4 |
ATR |
18-7 |
19-6 |
0-7 |
4.5% |
0-0 |
Volume |
157,103 |
146,111 |
-10,992 |
-7.0% |
654,191 |
|
Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
797-6 |
787-4 |
732-5 |
|
R3 |
767-0 |
756-6 |
724-2 |
|
R2 |
736-2 |
736-2 |
721-3 |
|
R1 |
726-0 |
726-0 |
718-5 |
731-1 |
PP |
705-4 |
705-4 |
705-4 |
708-0 |
S1 |
695-2 |
695-2 |
712-7 |
700-3 |
S2 |
674-6 |
674-6 |
710-1 |
|
S3 |
644-0 |
664-4 |
707-2 |
|
S4 |
613-2 |
633-6 |
698-7 |
|
|
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 |
715-6 |
666-0 |
49-6 |
7.0% |
15-6 |
2.2% |
100% |
True |
False |
141,958 |
10 |
715-6 |
663-4 |
52-2 |
7.3% |
15-1 |
2.1% |
100% |
True |
False |
141,573 |
20 |
715-6 |
604-0 |
111-6 |
15.6% |
15-4 |
2.2% |
100% |
True |
False |
142,968 |
40 |
720-4 |
576-0 |
144-4 |
20.2% |
15-7 |
2.2% |
97% |
False |
False |
132,721 |
60 |
720-4 |
576-0 |
144-4 |
20.2% |
15-1 |
2.1% |
97% |
False |
False |
111,794 |
80 |
720-4 |
576-0 |
144-4 |
20.2% |
15-1 |
2.1% |
97% |
False |
False |
99,390 |
100 |
720-4 |
548-0 |
172-4 |
24.1% |
14-3 |
2.0% |
97% |
False |
False |
90,338 |
120 |
720-4 |
548-0 |
172-4 |
24.1% |
13-7 |
1.9% |
97% |
False |
False |
81,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
846-4 |
2.618 |
796-2 |
1.618 |
765-4 |
1.000 |
746-4 |
0.618 |
734-6 |
HIGH |
715-6 |
0.618 |
704-0 |
0.500 |
700-3 |
0.382 |
696-6 |
LOW |
685-0 |
0.618 |
666-0 |
1.000 |
654-2 |
1.618 |
635-2 |
2.618 |
604-4 |
4.250 |
554-2 |
|
|
Fisher Pivots for day following 02-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
710-5 |
707-4 |
PP |
705-4 |
699-1 |
S1 |
700-3 |
690-7 |
|