CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
693-0 |
697-4 |
4-4 |
0.6% |
641-6 |
High |
693-0 |
705-2 |
12-2 |
1.8% |
705-2 |
Low |
681-4 |
689-4 |
8-0 |
1.2% |
640-4 |
Close |
690-2 |
695-2 |
5-0 |
0.7% |
695-2 |
Range |
11-4 |
15-6 |
4-2 |
37.0% |
64-6 |
ATR |
18-4 |
18-2 |
-0-2 |
-1.1% |
0-0 |
Volume |
21,674 |
13,515 |
-8,159 |
-37.6% |
89,917 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743-7 |
735-3 |
703-7 |
|
R3 |
728-1 |
719-5 |
699-5 |
|
R2 |
712-3 |
712-3 |
698-1 |
|
R1 |
703-7 |
703-7 |
696-6 |
700-2 |
PP |
696-5 |
696-5 |
696-5 |
694-7 |
S1 |
688-1 |
688-1 |
693-6 |
684-4 |
S2 |
680-7 |
680-7 |
692-3 |
|
S3 |
665-1 |
672-3 |
690-7 |
|
S4 |
649-3 |
656-5 |
686-5 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
874-5 |
849-5 |
730-7 |
|
R3 |
809-7 |
784-7 |
713-0 |
|
R2 |
745-1 |
745-1 |
707-1 |
|
R1 |
720-1 |
720-1 |
701-1 |
732-5 |
PP |
680-3 |
680-3 |
680-3 |
686-4 |
S1 |
655-3 |
655-3 |
689-3 |
667-7 |
S2 |
615-5 |
615-5 |
683-3 |
|
S3 |
550-7 |
590-5 |
677-4 |
|
S4 |
486-1 |
525-7 |
659-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
772-2 |
2.618 |
746-4 |
1.618 |
730-6 |
1.000 |
721-0 |
0.618 |
715-0 |
HIGH |
705-2 |
0.618 |
699-2 |
0.500 |
697-3 |
0.382 |
695-4 |
LOW |
689-4 |
0.618 |
679-6 |
1.000 |
673-6 |
1.618 |
664-0 |
2.618 |
648-2 |
4.250 |
622-4 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
697-3 |
694-4 |
PP |
696-5 |
693-7 |
S1 |
696-0 |
693-1 |
|