CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
618-0 |
617-0 |
-1-0 |
-0.2% |
606-2 |
| High |
620-4 |
637-4 |
17-0 |
2.7% |
637-4 |
| Low |
613-2 |
617-0 |
3-6 |
0.6% |
600-4 |
| Close |
615-4 |
637-0 |
21-4 |
3.5% |
637-0 |
| Range |
7-2 |
20-4 |
13-2 |
182.8% |
37-0 |
| ATR |
20-7 |
21-0 |
0-1 |
0.4% |
0-0 |
| Volume |
120,688 |
105,602 |
-15,086 |
-12.5% |
584,969 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-0 |
685-0 |
648-2 |
|
| R3 |
671-4 |
664-4 |
642-5 |
|
| R2 |
651-0 |
651-0 |
640-6 |
|
| R1 |
644-0 |
644-0 |
638-7 |
647-4 |
| PP |
630-4 |
630-4 |
630-4 |
632-2 |
| S1 |
623-4 |
623-4 |
635-1 |
627-0 |
| S2 |
610-0 |
610-0 |
633-2 |
|
| S3 |
589-4 |
603-0 |
631-3 |
|
| S4 |
569-0 |
582-4 |
625-6 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736-0 |
723-4 |
657-3 |
|
| R3 |
699-0 |
686-4 |
647-1 |
|
| R2 |
662-0 |
662-0 |
643-6 |
|
| R1 |
649-4 |
649-4 |
640-3 |
655-6 |
| PP |
625-0 |
625-0 |
625-0 |
628-1 |
| S1 |
612-4 |
612-4 |
633-5 |
618-6 |
| S2 |
588-0 |
588-0 |
630-2 |
|
| S3 |
551-0 |
575-4 |
626-7 |
|
| S4 |
514-0 |
538-4 |
616-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
637-4 |
576-0 |
61-4 |
9.7% |
16-2 |
2.6% |
99% |
True |
False |
133,728 |
| 10 |
671-4 |
576-0 |
95-4 |
15.0% |
16-2 |
2.5% |
64% |
False |
False |
144,981 |
| 20 |
714-0 |
576-0 |
138-0 |
21.7% |
16-6 |
2.6% |
44% |
False |
False |
128,712 |
| 40 |
720-4 |
576-0 |
144-4 |
22.7% |
15-0 |
2.4% |
42% |
False |
False |
99,564 |
| 60 |
720-4 |
576-0 |
144-4 |
22.7% |
15-0 |
2.4% |
42% |
False |
False |
88,309 |
| 80 |
720-4 |
548-0 |
172-4 |
27.1% |
14-1 |
2.2% |
52% |
False |
False |
79,820 |
| 100 |
720-4 |
548-0 |
172-4 |
27.1% |
13-6 |
2.2% |
52% |
False |
False |
71,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
724-5 |
|
2.618 |
691-1 |
|
1.618 |
670-5 |
|
1.000 |
658-0 |
|
0.618 |
650-1 |
|
HIGH |
637-4 |
|
0.618 |
629-5 |
|
0.500 |
627-2 |
|
0.382 |
624-7 |
|
LOW |
617-0 |
|
0.618 |
604-3 |
|
1.000 |
596-4 |
|
1.618 |
583-7 |
|
2.618 |
563-3 |
|
4.250 |
529-7 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
633-6 |
631-5 |
| PP |
630-4 |
626-1 |
| S1 |
627-2 |
620-6 |
|