CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
687-0 |
699-4 |
12-4 |
1.8% |
681-0 |
High |
703-0 |
702-0 |
-1-0 |
-0.1% |
711-6 |
Low |
687-0 |
696-0 |
9-0 |
1.3% |
678-0 |
Close |
704-0 |
698-6 |
-5-2 |
-0.7% |
698-2 |
Range |
16-0 |
6-0 |
-10-0 |
-62.5% |
33-6 |
ATR |
16-7 |
16-2 |
-0-5 |
-3.7% |
0-0 |
Volume |
9,008 |
16,394 |
7,386 |
82.0% |
84,359 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
716-7 |
713-7 |
702-0 |
|
R3 |
710-7 |
707-7 |
700-3 |
|
R2 |
704-7 |
704-7 |
699-7 |
|
R1 |
701-7 |
701-7 |
699-2 |
700-3 |
PP |
698-7 |
698-7 |
698-7 |
698-2 |
S1 |
695-7 |
695-7 |
698-2 |
694-3 |
S2 |
692-7 |
692-7 |
697-5 |
|
S3 |
686-7 |
689-7 |
697-1 |
|
S4 |
680-7 |
683-7 |
695-4 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
703-0 |
680-0 |
23-0 |
3.3% |
9-7 |
1.4% |
82% |
False |
False |
13,487 |
10 |
711-6 |
678-0 |
33-6 |
4.8% |
11-0 |
1.6% |
61% |
False |
False |
14,524 |
20 |
711-6 |
594-0 |
117-6 |
16.9% |
11-2 |
1.6% |
89% |
False |
False |
16,523 |
40 |
732-2 |
594-0 |
138-2 |
19.8% |
12-6 |
1.8% |
76% |
False |
False |
13,472 |
60 |
732-2 |
594-0 |
138-2 |
19.8% |
12-5 |
1.8% |
76% |
False |
False |
10,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
727-4 |
2.618 |
717-6 |
1.618 |
711-6 |
1.000 |
708-0 |
0.618 |
705-6 |
HIGH |
702-0 |
0.618 |
699-6 |
0.500 |
699-0 |
0.382 |
698-2 |
LOW |
696-0 |
0.618 |
692-2 |
1.000 |
690-0 |
1.618 |
686-2 |
2.618 |
680-2 |
4.250 |
670-4 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
699-0 |
697-4 |
PP |
698-7 |
696-2 |
S1 |
698-7 |
695-0 |
|