CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
704-0 |
728-2 |
24-2 |
3.4% |
655-0 |
| High |
704-0 |
737-0 |
33-0 |
4.7% |
682-4 |
| Low |
697-0 |
721-0 |
24-0 |
3.4% |
648-6 |
| Close |
697-0 |
726-6 |
29-6 |
4.3% |
672-2 |
| Range |
7-0 |
16-0 |
9-0 |
128.6% |
33-6 |
| ATR |
26-5 |
27-5 |
1-0 |
3.6% |
0-0 |
| Volume |
2,527 |
2,157 |
-370 |
-14.6% |
39,515 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776-2 |
767-4 |
735-4 |
|
| R3 |
760-2 |
751-4 |
731-1 |
|
| R2 |
744-2 |
744-2 |
729-5 |
|
| R1 |
735-4 |
735-4 |
728-2 |
731-7 |
| PP |
728-2 |
728-2 |
728-2 |
726-4 |
| S1 |
719-4 |
719-4 |
725-2 |
715-7 |
| S2 |
712-2 |
712-2 |
723-7 |
|
| S3 |
696-2 |
703-4 |
722-3 |
|
| S4 |
680-2 |
687-4 |
718-0 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769-1 |
754-3 |
690-6 |
|
| R3 |
735-3 |
720-5 |
681-4 |
|
| R2 |
701-5 |
701-5 |
678-4 |
|
| R1 |
686-7 |
686-7 |
675-3 |
694-2 |
| PP |
667-7 |
667-7 |
667-7 |
671-4 |
| S1 |
653-1 |
653-1 |
669-1 |
660-4 |
| S2 |
634-1 |
634-1 |
666-0 |
|
| S3 |
600-3 |
619-3 |
663-0 |
|
| S4 |
566-5 |
585-5 |
653-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
737-0 |
650-0 |
87-0 |
12.0% |
14-3 |
2.0% |
88% |
True |
False |
3,512 |
| 10 |
737-0 |
616-0 |
121-0 |
16.6% |
20-1 |
2.8% |
92% |
True |
False |
30,012 |
| 20 |
752-0 |
616-0 |
136-0 |
18.7% |
22-1 |
3.0% |
81% |
False |
False |
89,186 |
| 40 |
799-0 |
616-0 |
183-0 |
25.2% |
19-5 |
2.7% |
61% |
False |
False |
122,583 |
| 60 |
799-0 |
616-0 |
183-0 |
25.2% |
19-6 |
2.7% |
61% |
False |
False |
141,841 |
| 80 |
799-0 |
616-0 |
183-0 |
25.2% |
18-3 |
2.5% |
61% |
False |
False |
135,978 |
| 100 |
799-0 |
615-4 |
183-4 |
25.2% |
18-2 |
2.5% |
61% |
False |
False |
124,644 |
| 120 |
799-0 |
615-4 |
183-4 |
25.2% |
16-7 |
2.3% |
61% |
False |
False |
112,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805-0 |
|
2.618 |
778-7 |
|
1.618 |
762-7 |
|
1.000 |
753-0 |
|
0.618 |
746-7 |
|
HIGH |
737-0 |
|
0.618 |
730-7 |
|
0.500 |
729-0 |
|
0.382 |
727-1 |
|
LOW |
721-0 |
|
0.618 |
711-1 |
|
1.000 |
705-0 |
|
1.618 |
695-1 |
|
2.618 |
679-1 |
|
4.250 |
653-0 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
729-0 |
718-0 |
| PP |
728-2 |
709-2 |
| S1 |
727-4 |
700-4 |
|