CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
685-0 |
675-0 |
-10-0 |
-1.5% |
685-4 |
| High |
686-0 |
691-0 |
5-0 |
0.7% |
722-4 |
| Low |
671-0 |
673-2 |
2-2 |
0.3% |
671-0 |
| Close |
679-2 |
690-0 |
10-6 |
1.6% |
690-0 |
| Range |
15-0 |
17-6 |
2-6 |
18.3% |
51-4 |
| ATR |
20-7 |
20-5 |
-0-2 |
-1.1% |
0-0 |
| Volume |
60,591 |
0 |
-60,591 |
-100.0% |
244,414 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
738-0 |
731-6 |
699-6 |
|
| R3 |
720-2 |
714-0 |
694-7 |
|
| R2 |
702-4 |
702-4 |
693-2 |
|
| R1 |
696-2 |
696-2 |
691-5 |
699-3 |
| PP |
684-6 |
684-6 |
684-6 |
686-2 |
| S1 |
678-4 |
678-4 |
688-3 |
681-5 |
| S2 |
667-0 |
667-0 |
686-6 |
|
| S3 |
649-2 |
660-6 |
685-1 |
|
| S4 |
631-4 |
643-0 |
680-2 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849-0 |
821-0 |
718-3 |
|
| R3 |
797-4 |
769-4 |
704-1 |
|
| R2 |
746-0 |
746-0 |
699-4 |
|
| R1 |
718-0 |
718-0 |
694-6 |
732-0 |
| PP |
694-4 |
694-4 |
694-4 |
701-4 |
| S1 |
666-4 |
666-4 |
685-2 |
680-4 |
| S2 |
643-0 |
643-0 |
680-4 |
|
| S3 |
591-4 |
615-0 |
675-7 |
|
| S4 |
540-0 |
563-4 |
661-5 |
|
|
| 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 |
7.5% |
17-7 |
2.6% |
37% |
False |
False |
48,882 |
| 10 |
722-4 |
632-0 |
90-4 |
13.1% |
17-2 |
2.5% |
64% |
False |
False |
58,513 |
| 20 |
722-4 |
603-0 |
119-4 |
17.3% |
16-2 |
2.4% |
73% |
False |
False |
70,863 |
| 40 |
764-0 |
603-0 |
161-0 |
23.3% |
16-0 |
2.3% |
54% |
False |
False |
71,132 |
| 60 |
764-0 |
603-0 |
161-0 |
23.3% |
16-0 |
2.3% |
54% |
False |
False |
57,994 |
| 80 |
764-0 |
603-0 |
161-0 |
23.3% |
15-1 |
2.2% |
54% |
False |
False |
48,964 |
| 100 |
764-0 |
583-4 |
180-4 |
26.2% |
14-4 |
2.1% |
59% |
False |
False |
42,263 |
| 120 |
764-0 |
583-4 |
180-4 |
26.2% |
13-2 |
1.9% |
59% |
False |
False |
36,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
766-4 |
|
2.618 |
737-4 |
|
1.618 |
719-6 |
|
1.000 |
708-6 |
|
0.618 |
702-0 |
|
HIGH |
691-0 |
|
0.618 |
684-2 |
|
0.500 |
682-1 |
|
0.382 |
680-0 |
|
LOW |
673-2 |
|
0.618 |
662-2 |
|
1.000 |
655-4 |
|
1.618 |
644-4 |
|
2.618 |
626-6 |
|
4.250 |
597-6 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
687-3 |
689-0 |
| PP |
684-6 |
688-0 |
| S1 |
682-1 |
687-0 |
|