CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
681-0 |
711-6 |
30-6 |
4.5% |
641-6 |
| High |
689-0 |
711-6 |
22-6 |
3.3% |
705-2 |
| Low |
679-0 |
698-0 |
19-0 |
2.8% |
640-4 |
| Close |
688-6 |
699-2 |
10-4 |
1.5% |
695-2 |
| Range |
10-0 |
13-6 |
3-6 |
37.5% |
64-6 |
| ATR |
18-1 |
18-4 |
0-3 |
1.9% |
0-0 |
| Volume |
16,112 |
12,737 |
-3,375 |
-20.9% |
89,917 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744-2 |
735-4 |
706-6 |
|
| R3 |
730-4 |
721-6 |
703-0 |
|
| R2 |
716-6 |
716-6 |
701-6 |
|
| R1 |
708-0 |
708-0 |
700-4 |
705-4 |
| PP |
703-0 |
703-0 |
703-0 |
701-6 |
| S1 |
694-2 |
694-2 |
698-0 |
691-6 |
| S2 |
689-2 |
689-2 |
696-6 |
|
| S3 |
675-4 |
680-4 |
695-4 |
|
| S4 |
661-6 |
666-6 |
691-6 |
|
|
| 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 |
770-2 |
|
2.618 |
747-6 |
|
1.618 |
734-0 |
|
1.000 |
725-4 |
|
0.618 |
720-2 |
|
HIGH |
711-6 |
|
0.618 |
706-4 |
|
0.500 |
704-7 |
|
0.382 |
703-2 |
|
LOW |
698-0 |
|
0.618 |
689-4 |
|
1.000 |
684-2 |
|
1.618 |
675-6 |
|
2.618 |
662-0 |
|
4.250 |
639-4 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
704-7 |
698-0 |
| PP |
703-0 |
696-5 |
| S1 |
701-1 |
695-3 |
|