CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
697-4 |
681-0 |
-16-4 |
-2.4% |
641-6 |
High |
705-2 |
689-0 |
-16-2 |
-2.3% |
705-2 |
Low |
689-4 |
679-0 |
-10-4 |
-1.5% |
640-4 |
Close |
695-2 |
688-6 |
-6-4 |
-0.9% |
695-2 |
Range |
15-6 |
10-0 |
-5-6 |
-36.5% |
64-6 |
ATR |
18-2 |
18-1 |
-0-1 |
-0.8% |
0-0 |
Volume |
13,515 |
16,112 |
2,597 |
19.2% |
89,917 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715-5 |
712-1 |
694-2 |
|
R3 |
705-5 |
702-1 |
691-4 |
|
R2 |
695-5 |
695-5 |
690-5 |
|
R1 |
692-1 |
692-1 |
689-5 |
693-7 |
PP |
685-5 |
685-5 |
685-5 |
686-4 |
S1 |
682-1 |
682-1 |
687-7 |
683-7 |
S2 |
675-5 |
675-5 |
686-7 |
|
S3 |
665-5 |
672-1 |
686-0 |
|
S4 |
655-5 |
662-1 |
683-2 |
|
|
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 |
731-4 |
2.618 |
715-1 |
1.618 |
705-1 |
1.000 |
699-0 |
0.618 |
695-1 |
HIGH |
689-0 |
0.618 |
685-1 |
0.500 |
684-0 |
0.382 |
682-7 |
LOW |
679-0 |
0.618 |
672-7 |
1.000 |
669-0 |
1.618 |
662-7 |
2.618 |
652-7 |
4.250 |
636-4 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
687-1 |
692-1 |
PP |
685-5 |
691-0 |
S1 |
684-0 |
689-7 |
|