CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
689-0 |
681-4 |
-7-4 |
-1.1% |
681-0 |
High |
689-0 |
697-4 |
8-4 |
1.2% |
711-6 |
Low |
678-0 |
681-0 |
3-0 |
0.4% |
678-0 |
Close |
685-6 |
698-2 |
12-4 |
1.8% |
698-2 |
Range |
11-0 |
16-4 |
5-4 |
50.0% |
33-6 |
ATR |
17-4 |
17-3 |
-0-1 |
-0.4% |
0-0 |
Volume |
15,394 |
20,067 |
4,673 |
30.4% |
84,359 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
741-6 |
736-4 |
707-3 |
|
R3 |
725-2 |
720-0 |
702-6 |
|
R2 |
708-6 |
708-6 |
701-2 |
|
R1 |
703-4 |
703-4 |
699-6 |
706-1 |
PP |
692-2 |
692-2 |
692-2 |
693-4 |
S1 |
687-0 |
687-0 |
696-6 |
689-5 |
S2 |
675-6 |
675-6 |
695-2 |
|
S3 |
659-2 |
670-4 |
693-6 |
|
S4 |
642-6 |
654-0 |
689-1 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
797-2 |
781-4 |
716-6 |
|
R3 |
763-4 |
747-6 |
707-4 |
|
R2 |
729-6 |
729-6 |
704-4 |
|
R1 |
714-0 |
714-0 |
701-3 |
721-7 |
PP |
696-0 |
696-0 |
696-0 |
700-0 |
S1 |
680-2 |
680-2 |
695-1 |
688-1 |
S2 |
662-2 |
662-2 |
692-0 |
|
S3 |
628-4 |
646-4 |
689-0 |
|
S4 |
594-6 |
612-6 |
679-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
767-5 |
2.618 |
740-6 |
1.618 |
724-2 |
1.000 |
714-0 |
0.618 |
707-6 |
HIGH |
697-4 |
0.618 |
691-2 |
0.500 |
689-2 |
0.382 |
687-2 |
LOW |
681-0 |
0.618 |
670-6 |
1.000 |
664-4 |
1.618 |
654-2 |
2.618 |
637-6 |
4.250 |
610-7 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
695-2 |
695-5 |
PP |
692-2 |
693-1 |
S1 |
689-2 |
690-4 |
|