CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
695-0 |
687-0 |
-8-0 |
-1.2% |
681-0 |
| High |
697-0 |
703-0 |
6-0 |
0.9% |
711-6 |
| Low |
695-0 |
687-0 |
-8-0 |
-1.2% |
678-0 |
| Close |
699-4 |
704-0 |
4-4 |
0.6% |
698-2 |
| Range |
2-0 |
16-0 |
14-0 |
700.0% |
33-6 |
| ATR |
16-7 |
16-7 |
-0-1 |
-0.4% |
0-0 |
| Volume |
10,236 |
9,008 |
-1,228 |
-12.0% |
84,359 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
746-0 |
741-0 |
712-6 |
|
| R3 |
730-0 |
725-0 |
708-3 |
|
| R2 |
714-0 |
714-0 |
706-7 |
|
| R1 |
709-0 |
709-0 |
705-4 |
711-4 |
| PP |
698-0 |
698-0 |
698-0 |
699-2 |
| S1 |
693-0 |
693-0 |
702-4 |
695-4 |
| S2 |
682-0 |
682-0 |
701-1 |
|
| S3 |
666-0 |
677-0 |
699-5 |
|
| S4 |
650-0 |
661-0 |
695-2 |
|
|
| 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 |
771-0 |
|
2.618 |
744-7 |
|
1.618 |
728-7 |
|
1.000 |
719-0 |
|
0.618 |
712-7 |
|
HIGH |
703-0 |
|
0.618 |
696-7 |
|
0.500 |
695-0 |
|
0.382 |
693-1 |
|
LOW |
687-0 |
|
0.618 |
677-1 |
|
1.000 |
671-0 |
|
1.618 |
661-1 |
|
2.618 |
645-1 |
|
4.250 |
619-0 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
701-0 |
699-7 |
| PP |
698-0 |
695-5 |
| S1 |
695-0 |
691-4 |
|