CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
686-4 |
695-0 |
8-4 |
1.2% |
681-0 |
High |
689-0 |
697-0 |
8-0 |
1.2% |
711-6 |
Low |
680-0 |
695-0 |
15-0 |
2.2% |
678-0 |
Close |
687-2 |
699-4 |
12-2 |
1.8% |
698-2 |
Range |
9-0 |
2-0 |
-7-0 |
-77.8% |
33-6 |
ATR |
17-4 |
16-7 |
-0-4 |
-3.2% |
0-0 |
Volume |
11,730 |
10,236 |
-1,494 |
-12.7% |
84,359 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703-1 |
703-3 |
700-5 |
|
R3 |
701-1 |
701-3 |
700-0 |
|
R2 |
699-1 |
699-1 |
699-7 |
|
R1 |
699-3 |
699-3 |
699-5 |
699-2 |
PP |
697-1 |
697-1 |
697-1 |
697-1 |
S1 |
697-3 |
697-3 |
699-3 |
697-2 |
S2 |
695-1 |
695-1 |
699-1 |
|
S3 |
693-1 |
695-3 |
699-0 |
|
S4 |
691-1 |
693-3 |
698-3 |
|
|
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 |
705-4 |
2.618 |
702-2 |
1.618 |
700-2 |
1.000 |
699-0 |
0.618 |
698-2 |
HIGH |
697-0 |
0.618 |
696-2 |
0.500 |
696-0 |
0.382 |
695-6 |
LOW |
695-0 |
0.618 |
693-6 |
1.000 |
693-0 |
1.618 |
691-6 |
2.618 |
689-6 |
4.250 |
686-4 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
698-3 |
695-7 |
PP |
697-1 |
692-3 |
S1 |
696-0 |
688-6 |
|