CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
690-4 |
698-4 |
8-0 |
1.2% |
632-4 |
| High |
695-0 |
710-0 |
15-0 |
2.2% |
710-0 |
| Low |
677-2 |
695-0 |
17-6 |
2.6% |
632-0 |
| Close |
690-6 |
701-2 |
10-4 |
1.5% |
701-2 |
| Range |
17-6 |
15-0 |
-2-6 |
-15.5% |
78-0 |
| ATR |
21-4 |
21-3 |
-0-1 |
-0.8% |
0-0 |
| Volume |
59,665 |
70,632 |
10,967 |
18.4% |
340,721 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-1 |
739-1 |
709-4 |
|
| R3 |
732-1 |
724-1 |
705-3 |
|
| R2 |
717-1 |
717-1 |
704-0 |
|
| R1 |
709-1 |
709-1 |
702-5 |
713-1 |
| PP |
702-1 |
702-1 |
702-1 |
704-0 |
| S1 |
694-1 |
694-1 |
699-7 |
698-1 |
| S2 |
687-1 |
687-1 |
698-4 |
|
| S3 |
672-1 |
679-1 |
697-1 |
|
| S4 |
657-1 |
664-1 |
693-0 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
915-1 |
886-1 |
744-1 |
|
| R3 |
837-1 |
808-1 |
722-6 |
|
| R2 |
759-1 |
759-1 |
715-4 |
|
| R1 |
730-1 |
730-1 |
708-3 |
744-5 |
| PP |
681-1 |
681-1 |
681-1 |
688-2 |
| S1 |
652-1 |
652-1 |
694-1 |
666-5 |
| S2 |
603-1 |
603-1 |
687-0 |
|
| S3 |
525-1 |
574-1 |
679-6 |
|
| S4 |
447-1 |
496-1 |
658-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
710-0 |
632-0 |
78-0 |
11.1% |
16-4 |
2.4% |
89% |
True |
False |
68,144 |
| 10 |
710-0 |
603-0 |
107-0 |
15.3% |
15-1 |
2.2% |
92% |
True |
False |
70,469 |
| 20 |
710-0 |
603-0 |
107-0 |
15.3% |
16-4 |
2.4% |
92% |
True |
False |
82,501 |
| 40 |
764-0 |
603-0 |
161-0 |
23.0% |
15-5 |
2.2% |
61% |
False |
False |
69,237 |
| 60 |
764-0 |
603-0 |
161-0 |
23.0% |
15-5 |
2.2% |
61% |
False |
False |
55,564 |
| 80 |
764-0 |
603-0 |
161-0 |
23.0% |
14-6 |
2.1% |
61% |
False |
False |
46,613 |
| 100 |
764-0 |
583-4 |
180-4 |
25.7% |
14-0 |
2.0% |
65% |
False |
False |
40,159 |
| 120 |
764-0 |
583-4 |
180-4 |
25.7% |
12-7 |
1.8% |
65% |
False |
False |
34,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
773-6 |
|
2.618 |
749-2 |
|
1.618 |
734-2 |
|
1.000 |
725-0 |
|
0.618 |
719-2 |
|
HIGH |
710-0 |
|
0.618 |
704-2 |
|
0.500 |
702-4 |
|
0.382 |
700-6 |
|
LOW |
695-0 |
|
0.618 |
685-6 |
|
1.000 |
680-0 |
|
1.618 |
670-6 |
|
2.618 |
655-6 |
|
4.250 |
631-2 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
702-4 |
698-6 |
| PP |
702-1 |
696-1 |
| S1 |
701-5 |
693-5 |
|