CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
682-0 |
680-0 |
-2-0 |
-0.3% |
685-4 |
| High |
690-6 |
693-0 |
2-2 |
0.3% |
722-4 |
| Low |
677-0 |
678-0 |
1-0 |
0.1% |
671-0 |
| Close |
689-6 |
691-4 |
1-6 |
0.3% |
690-0 |
| Range |
13-6 |
15-0 |
1-2 |
9.1% |
51-4 |
| ATR |
20-0 |
19-5 |
-0-3 |
-1.8% |
0-0 |
| Volume |
52,851 |
68,872 |
16,021 |
30.3% |
244,414 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
732-4 |
727-0 |
699-6 |
|
| R3 |
717-4 |
712-0 |
695-5 |
|
| R2 |
702-4 |
702-4 |
694-2 |
|
| R1 |
697-0 |
697-0 |
692-7 |
699-6 |
| PP |
687-4 |
687-4 |
687-4 |
688-7 |
| S1 |
682-0 |
682-0 |
690-1 |
684-6 |
| S2 |
672-4 |
672-4 |
688-6 |
|
| S3 |
657-4 |
667-0 |
687-3 |
|
| S4 |
642-4 |
652-0 |
683-2 |
|
|
| 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 |
693-0 |
671-0 |
22-0 |
3.2% |
15-3 |
2.2% |
93% |
True |
False |
45,031 |
| 10 |
722-4 |
671-0 |
51-4 |
7.4% |
16-5 |
2.4% |
40% |
False |
False |
53,927 |
| 20 |
722-4 |
603-0 |
119-4 |
17.3% |
15-5 |
2.3% |
74% |
False |
False |
67,959 |
| 40 |
764-0 |
603-0 |
161-0 |
23.3% |
16-1 |
2.3% |
55% |
False |
False |
72,741 |
| 60 |
764-0 |
603-0 |
161-0 |
23.3% |
15-4 |
2.2% |
55% |
False |
False |
59,612 |
| 80 |
764-0 |
603-0 |
161-0 |
23.3% |
15-0 |
2.2% |
55% |
False |
False |
50,564 |
| 100 |
764-0 |
583-4 |
180-4 |
26.1% |
14-5 |
2.1% |
60% |
False |
False |
43,692 |
| 120 |
764-0 |
583-4 |
180-4 |
26.1% |
13-4 |
2.0% |
60% |
False |
False |
37,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
756-6 |
|
2.618 |
732-2 |
|
1.618 |
717-2 |
|
1.000 |
708-0 |
|
0.618 |
702-2 |
|
HIGH |
693-0 |
|
0.618 |
687-2 |
|
0.500 |
685-4 |
|
0.382 |
683-6 |
|
LOW |
678-0 |
|
0.618 |
668-6 |
|
1.000 |
663-0 |
|
1.618 |
653-6 |
|
2.618 |
638-6 |
|
4.250 |
614-2 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
689-4 |
688-4 |
| PP |
687-4 |
685-4 |
| S1 |
685-4 |
682-4 |
|