CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
681-4 |
686-4 |
5-0 |
0.7% |
681-0 |
High |
697-4 |
689-0 |
-8-4 |
-1.2% |
711-6 |
Low |
681-0 |
680-0 |
-1-0 |
-0.1% |
678-0 |
Close |
698-2 |
687-2 |
-11-0 |
-1.6% |
698-2 |
Range |
16-4 |
9-0 |
-7-4 |
-45.5% |
33-6 |
ATR |
17-3 |
17-4 |
0-0 |
0.4% |
0-0 |
Volume |
20,067 |
11,730 |
-8,337 |
-41.5% |
84,359 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712-3 |
708-7 |
692-2 |
|
R3 |
703-3 |
699-7 |
689-6 |
|
R2 |
694-3 |
694-3 |
688-7 |
|
R1 |
690-7 |
690-7 |
688-1 |
692-5 |
PP |
685-3 |
685-3 |
685-3 |
686-2 |
S1 |
681-7 |
681-7 |
686-3 |
683-5 |
S2 |
676-3 |
676-3 |
685-5 |
|
S3 |
667-3 |
672-7 |
684-6 |
|
S4 |
658-3 |
663-7 |
682-2 |
|
|
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 |
727-2 |
2.618 |
712-4 |
1.618 |
703-4 |
1.000 |
698-0 |
0.618 |
694-4 |
HIGH |
689-0 |
0.618 |
685-4 |
0.500 |
684-4 |
0.382 |
683-4 |
LOW |
680-0 |
0.618 |
674-4 |
1.000 |
671-0 |
1.618 |
665-4 |
2.618 |
656-4 |
4.250 |
641-6 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
686-3 |
687-6 |
PP |
685-3 |
687-5 |
S1 |
684-4 |
687-3 |
|