CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
641-6 |
651-0 |
9-2 |
1.4% |
619-4 |
High |
646-4 |
671-4 |
25-0 |
3.9% |
648-6 |
Low |
640-4 |
651-0 |
10-4 |
1.6% |
615-0 |
Close |
645-6 |
670-6 |
25-0 |
3.9% |
649-2 |
Range |
6-0 |
20-4 |
14-4 |
241.7% |
33-6 |
ATR |
18-0 |
18-4 |
0-4 |
3.1% |
0-0 |
Volume |
14,318 |
16,778 |
2,460 |
17.2% |
76,561 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725-7 |
718-7 |
682-0 |
|
R3 |
705-3 |
698-3 |
676-3 |
|
R2 |
684-7 |
684-7 |
674-4 |
|
R1 |
677-7 |
677-7 |
672-5 |
681-3 |
PP |
664-3 |
664-3 |
664-3 |
666-2 |
S1 |
657-3 |
657-3 |
668-7 |
660-7 |
S2 |
643-7 |
643-7 |
667-0 |
|
S3 |
623-3 |
636-7 |
665-1 |
|
S4 |
602-7 |
616-3 |
659-4 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
738-7 |
727-7 |
667-6 |
|
R3 |
705-1 |
694-1 |
658-4 |
|
R2 |
671-3 |
671-3 |
655-4 |
|
R1 |
660-3 |
660-3 |
652-3 |
665-7 |
PP |
637-5 |
637-5 |
637-5 |
640-4 |
S1 |
626-5 |
626-5 |
646-1 |
632-1 |
S2 |
603-7 |
603-7 |
643-0 |
|
S3 |
570-1 |
592-7 |
640-0 |
|
S4 |
536-3 |
559-1 |
630-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
758-5 |
2.618 |
725-1 |
1.618 |
704-5 |
1.000 |
692-0 |
0.618 |
684-1 |
HIGH |
671-4 |
0.618 |
663-5 |
0.500 |
661-2 |
0.382 |
658-7 |
LOW |
651-0 |
0.618 |
638-3 |
1.000 |
630-4 |
1.618 |
617-7 |
2.618 |
597-3 |
4.250 |
563-7 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
667-5 |
664-2 |
PP |
664-3 |
657-5 |
S1 |
661-2 |
651-1 |
|