CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
703-0 |
689-0 |
-14-0 |
-2.0% |
641-6 |
High |
703-0 |
689-0 |
-14-0 |
-2.0% |
705-2 |
Low |
693-0 |
678-0 |
-15-0 |
-2.2% |
640-4 |
Close |
689-6 |
685-6 |
-4-0 |
-0.6% |
695-2 |
Range |
10-0 |
11-0 |
1-0 |
10.0% |
64-6 |
ATR |
17-7 |
17-4 |
-0-4 |
-2.5% |
0-0 |
Volume |
20,049 |
15,394 |
-4,655 |
-23.2% |
89,917 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
717-2 |
712-4 |
691-6 |
|
R3 |
706-2 |
701-4 |
688-6 |
|
R2 |
695-2 |
695-2 |
687-6 |
|
R1 |
690-4 |
690-4 |
686-6 |
687-3 |
PP |
684-2 |
684-2 |
684-2 |
682-6 |
S1 |
679-4 |
679-4 |
684-6 |
676-3 |
S2 |
673-2 |
673-2 |
683-6 |
|
S3 |
662-2 |
668-4 |
682-6 |
|
S4 |
651-2 |
657-4 |
679-6 |
|
|
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 |
735-6 |
2.618 |
717-6 |
1.618 |
706-6 |
1.000 |
700-0 |
0.618 |
695-6 |
HIGH |
689-0 |
0.618 |
684-6 |
0.500 |
683-4 |
0.382 |
682-2 |
LOW |
678-0 |
0.618 |
671-2 |
1.000 |
667-0 |
1.618 |
660-2 |
2.618 |
649-2 |
4.250 |
631-2 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
685-0 |
694-7 |
PP |
684-2 |
691-7 |
S1 |
683-4 |
688-6 |
|