CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
703-0 |
685-0 |
-18-0 |
-2.6% |
632-4 |
| High |
703-0 |
686-0 |
-17-0 |
-2.4% |
710-0 |
| Low |
686-0 |
671-0 |
-15-0 |
-2.2% |
632-0 |
| Close |
688-0 |
679-2 |
-8-6 |
-1.3% |
701-2 |
| Range |
17-0 |
15-0 |
-2-0 |
-11.8% |
78-0 |
| ATR |
21-1 |
20-7 |
-0-2 |
-1.4% |
0-0 |
| Volume |
55,090 |
60,591 |
5,501 |
10.0% |
340,721 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
723-6 |
716-4 |
687-4 |
|
| R3 |
708-6 |
701-4 |
683-3 |
|
| R2 |
693-6 |
693-6 |
682-0 |
|
| R1 |
686-4 |
686-4 |
680-5 |
682-5 |
| PP |
678-6 |
678-6 |
678-6 |
676-6 |
| S1 |
671-4 |
671-4 |
677-7 |
667-5 |
| S2 |
663-6 |
663-6 |
676-4 |
|
| S3 |
648-6 |
656-4 |
675-1 |
|
| S4 |
633-6 |
641-4 |
671-0 |
|
|
| 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 |
722-4 |
671-0 |
51-4 |
7.6% |
17-2 |
2.5% |
16% |
False |
True |
63,009 |
| 10 |
722-4 |
628-4 |
94-0 |
13.8% |
17-0 |
2.5% |
54% |
False |
False |
64,185 |
| 20 |
722-4 |
603-0 |
119-4 |
17.6% |
17-0 |
2.5% |
64% |
False |
False |
76,135 |
| 40 |
764-0 |
603-0 |
161-0 |
23.7% |
15-6 |
2.3% |
47% |
False |
False |
72,248 |
| 60 |
764-0 |
603-0 |
161-0 |
23.7% |
15-7 |
2.3% |
47% |
False |
False |
58,380 |
| 80 |
764-0 |
603-0 |
161-0 |
23.7% |
15-0 |
2.2% |
47% |
False |
False |
49,062 |
| 100 |
764-0 |
583-4 |
180-4 |
26.6% |
14-2 |
2.1% |
53% |
False |
False |
42,309 |
| 120 |
764-0 |
583-4 |
180-4 |
26.6% |
13-2 |
1.9% |
53% |
False |
False |
36,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
749-6 |
|
2.618 |
725-2 |
|
1.618 |
710-2 |
|
1.000 |
701-0 |
|
0.618 |
695-2 |
|
HIGH |
686-0 |
|
0.618 |
680-2 |
|
0.500 |
678-4 |
|
0.382 |
676-6 |
|
LOW |
671-0 |
|
0.618 |
661-6 |
|
1.000 |
656-0 |
|
1.618 |
646-6 |
|
2.618 |
631-6 |
|
4.250 |
607-2 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
679-0 |
696-6 |
| PP |
678-6 |
690-7 |
| S1 |
678-4 |
685-1 |
|