CME Pit-Traded Corn Future September 2011
| 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 |
632-4 |
652-4 |
20-0 |
3.2% |
622-0 |
| High |
644-2 |
668-0 |
23-6 |
3.7% |
644-4 |
| Low |
632-0 |
645-0 |
13-0 |
2.1% |
614-4 |
| Close |
643-0 |
664-0 |
21-0 |
3.3% |
642-2 |
| Range |
12-2 |
23-0 |
10-6 |
87.8% |
30-0 |
| ATR |
21-0 |
21-2 |
0-2 |
1.4% |
0-0 |
| Volume |
51,056 |
78,483 |
27,427 |
53.7% |
241,574 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
728-0 |
719-0 |
676-5 |
|
| R3 |
705-0 |
696-0 |
670-3 |
|
| R2 |
682-0 |
682-0 |
668-2 |
|
| R1 |
673-0 |
673-0 |
666-1 |
677-4 |
| PP |
659-0 |
659-0 |
659-0 |
661-2 |
| S1 |
650-0 |
650-0 |
661-7 |
654-4 |
| S2 |
636-0 |
636-0 |
659-6 |
|
| S3 |
613-0 |
627-0 |
657-5 |
|
| S4 |
590-0 |
604-0 |
651-3 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
723-6 |
713-0 |
658-6 |
|
| R3 |
693-6 |
683-0 |
650-4 |
|
| R2 |
663-6 |
663-6 |
647-6 |
|
| R1 |
653-0 |
653-0 |
645-0 |
658-3 |
| PP |
633-6 |
633-6 |
633-6 |
636-4 |
| S1 |
623-0 |
623-0 |
639-4 |
628-3 |
| S2 |
603-6 |
603-6 |
636-6 |
|
| S3 |
573-6 |
593-0 |
634-0 |
|
| S4 |
543-6 |
563-0 |
625-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
668-0 |
618-2 |
49-6 |
7.5% |
13-6 |
2.1% |
92% |
True |
False |
59,427 |
| 10 |
695-4 |
603-0 |
92-4 |
13.9% |
14-6 |
2.2% |
66% |
False |
False |
85,650 |
| 20 |
742-2 |
603-0 |
139-2 |
21.0% |
17-7 |
2.7% |
44% |
False |
False |
86,059 |
| 40 |
764-0 |
603-0 |
161-0 |
24.2% |
15-5 |
2.4% |
38% |
False |
False |
66,433 |
| 60 |
764-0 |
603-0 |
161-0 |
24.2% |
15-2 |
2.3% |
38% |
False |
False |
53,021 |
| 80 |
764-0 |
603-0 |
161-0 |
24.2% |
14-5 |
2.2% |
38% |
False |
False |
44,668 |
| 100 |
764-0 |
583-4 |
180-4 |
27.2% |
13-6 |
2.1% |
45% |
False |
False |
38,239 |
| 120 |
764-0 |
583-4 |
180-4 |
27.2% |
12-6 |
1.9% |
45% |
False |
False |
32,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765-6 |
|
2.618 |
728-2 |
|
1.618 |
705-2 |
|
1.000 |
691-0 |
|
0.618 |
682-2 |
|
HIGH |
668-0 |
|
0.618 |
659-2 |
|
0.500 |
656-4 |
|
0.382 |
653-6 |
|
LOW |
645-0 |
|
0.618 |
630-6 |
|
1.000 |
622-0 |
|
1.618 |
607-6 |
|
2.618 |
584-6 |
|
4.250 |
547-2 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
661-4 |
658-6 |
| PP |
659-0 |
653-4 |
| S1 |
656-4 |
648-2 |
|