CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
699-4 |
687-4 |
-12-0 |
-1.7% |
686-4 |
High |
702-0 |
688-0 |
-14-0 |
-2.0% |
703-0 |
Low |
696-0 |
679-0 |
-17-0 |
-2.4% |
679-0 |
Close |
698-6 |
681-4 |
-17-2 |
-2.5% |
681-4 |
Range |
6-0 |
9-0 |
3-0 |
50.0% |
24-0 |
ATR |
16-2 |
16-4 |
0-2 |
1.6% |
0-0 |
Volume |
16,394 |
18,380 |
1,986 |
12.1% |
65,748 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709-7 |
704-5 |
686-4 |
|
R3 |
700-7 |
695-5 |
684-0 |
|
R2 |
691-7 |
691-7 |
683-1 |
|
R1 |
686-5 |
686-5 |
682-3 |
684-6 |
PP |
682-7 |
682-7 |
682-7 |
681-7 |
S1 |
677-5 |
677-5 |
680-5 |
675-6 |
S2 |
673-7 |
673-7 |
679-7 |
|
S3 |
664-7 |
668-5 |
679-0 |
|
S4 |
655-7 |
659-5 |
676-4 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
759-7 |
744-5 |
694-6 |
|
R3 |
735-7 |
720-5 |
688-1 |
|
R2 |
711-7 |
711-7 |
685-7 |
|
R1 |
696-5 |
696-5 |
683-6 |
692-2 |
PP |
687-7 |
687-7 |
687-7 |
685-5 |
S1 |
672-5 |
672-5 |
679-2 |
668-2 |
S2 |
663-7 |
663-7 |
677-1 |
|
S3 |
639-7 |
648-5 |
674-7 |
|
S4 |
615-7 |
624-5 |
668-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
703-0 |
679-0 |
24-0 |
3.5% |
8-3 |
1.2% |
10% |
False |
True |
13,149 |
10 |
711-6 |
678-0 |
33-6 |
5.0% |
10-3 |
1.5% |
10% |
False |
False |
15,010 |
20 |
711-6 |
594-0 |
117-6 |
17.3% |
11-5 |
1.7% |
74% |
False |
False |
16,394 |
40 |
732-2 |
594-0 |
138-2 |
20.3% |
12-5 |
1.8% |
63% |
False |
False |
13,818 |
60 |
732-2 |
594-0 |
138-2 |
20.3% |
12-6 |
1.9% |
63% |
False |
False |
10,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
726-2 |
2.618 |
711-4 |
1.618 |
702-4 |
1.000 |
697-0 |
0.618 |
693-4 |
HIGH |
688-0 |
0.618 |
684-4 |
0.500 |
683-4 |
0.382 |
682-4 |
LOW |
679-0 |
0.618 |
673-4 |
1.000 |
670-0 |
1.618 |
664-4 |
2.618 |
655-4 |
4.250 |
640-6 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
683-4 |
691-0 |
PP |
682-7 |
687-7 |
S1 |
682-1 |
684-5 |
|