CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
722-4 |
703-0 |
-19-4 |
-2.7% |
632-4 |
| High |
722-4 |
703-0 |
-19-4 |
-2.7% |
710-0 |
| Low |
697-0 |
686-0 |
-11-0 |
-1.6% |
632-0 |
| Close |
698-0 |
688-0 |
-10-0 |
-1.4% |
701-2 |
| Range |
25-4 |
17-0 |
-8-4 |
-33.3% |
78-0 |
| ATR |
21-4 |
21-1 |
-0-3 |
-1.5% |
0-0 |
| Volume |
75,483 |
55,090 |
-20,393 |
-27.0% |
340,721 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743-3 |
732-5 |
697-3 |
|
| R3 |
726-3 |
715-5 |
692-5 |
|
| R2 |
709-3 |
709-3 |
691-1 |
|
| R1 |
698-5 |
698-5 |
689-4 |
695-4 |
| PP |
692-3 |
692-3 |
692-3 |
690-6 |
| S1 |
681-5 |
681-5 |
686-4 |
678-4 |
| S2 |
675-3 |
675-3 |
684-7 |
|
| S3 |
658-3 |
664-5 |
683-3 |
|
| S4 |
641-3 |
647-5 |
678-5 |
|
|
| 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 |
722-4 |
677-2 |
45-2 |
6.6% |
17-7 |
2.6% |
24% |
False |
False |
62,824 |
| 10 |
722-4 |
624-6 |
97-6 |
14.2% |
16-2 |
2.4% |
65% |
False |
False |
63,156 |
| 20 |
722-4 |
603-0 |
119-4 |
17.4% |
17-5 |
2.6% |
71% |
False |
False |
77,972 |
| 40 |
764-0 |
603-0 |
161-0 |
23.4% |
16-0 |
2.3% |
53% |
False |
False |
71,401 |
| 60 |
764-0 |
603-0 |
161-0 |
23.4% |
15-6 |
2.3% |
53% |
False |
False |
57,632 |
| 80 |
764-0 |
603-0 |
161-0 |
23.4% |
15-0 |
2.2% |
53% |
False |
False |
48,529 |
| 100 |
764-0 |
583-4 |
180-4 |
26.2% |
14-2 |
2.1% |
58% |
False |
False |
41,782 |
| 120 |
764-0 |
583-4 |
180-4 |
26.2% |
13-2 |
1.9% |
58% |
False |
False |
35,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
775-2 |
|
2.618 |
747-4 |
|
1.618 |
730-4 |
|
1.000 |
720-0 |
|
0.618 |
713-4 |
|
HIGH |
703-0 |
|
0.618 |
696-4 |
|
0.500 |
694-4 |
|
0.382 |
692-4 |
|
LOW |
686-0 |
|
0.618 |
675-4 |
|
1.000 |
669-0 |
|
1.618 |
658-4 |
|
2.618 |
641-4 |
|
4.250 |
613-6 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
694-4 |
703-2 |
| PP |
692-3 |
698-1 |
| S1 |
690-1 |
693-1 |
|