CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
711-6 |
703-0 |
-8-6 |
-1.2% |
641-6 |
High |
711-6 |
703-0 |
-8-6 |
-1.2% |
705-2 |
Low |
698-0 |
693-0 |
-5-0 |
-0.7% |
640-4 |
Close |
699-2 |
689-6 |
-9-4 |
-1.4% |
695-2 |
Range |
13-6 |
10-0 |
-3-6 |
-27.3% |
64-6 |
ATR |
18-4 |
17-7 |
-0-5 |
-3.3% |
0-0 |
Volume |
12,737 |
20,049 |
7,312 |
57.4% |
89,917 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725-2 |
717-4 |
695-2 |
|
R3 |
715-2 |
707-4 |
692-4 |
|
R2 |
705-2 |
705-2 |
691-5 |
|
R1 |
697-4 |
697-4 |
690-5 |
696-3 |
PP |
695-2 |
695-2 |
695-2 |
694-6 |
S1 |
687-4 |
687-4 |
688-7 |
686-3 |
S2 |
685-2 |
685-2 |
687-7 |
|
S3 |
675-2 |
677-4 |
687-0 |
|
S4 |
665-2 |
667-4 |
684-2 |
|
|
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 |
745-4 |
2.618 |
729-1 |
1.618 |
719-1 |
1.000 |
713-0 |
0.618 |
709-1 |
HIGH |
703-0 |
0.618 |
699-1 |
0.500 |
698-0 |
0.382 |
696-7 |
LOW |
693-0 |
0.618 |
686-7 |
1.000 |
683-0 |
1.618 |
676-7 |
2.618 |
666-7 |
4.250 |
650-4 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
698-0 |
695-3 |
PP |
695-2 |
693-4 |
S1 |
692-4 |
691-5 |
|