CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
625-0 |
638-0 |
13-0 |
2.1% |
606-2 |
High |
634-4 |
660-4 |
26-0 |
4.1% |
637-4 |
Low |
625-0 |
636-2 |
11-2 |
1.8% |
600-4 |
Close |
632-6 |
658-0 |
25-2 |
4.0% |
637-0 |
Range |
9-4 |
24-2 |
14-6 |
155.3% |
37-0 |
ATR |
20-3 |
20-7 |
0-4 |
2.6% |
0-0 |
Volume |
141,777 |
113,159 |
-28,618 |
-20.2% |
584,969 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
724-3 |
715-3 |
671-3 |
|
R3 |
700-1 |
691-1 |
664-5 |
|
R2 |
675-7 |
675-7 |
662-4 |
|
R1 |
666-7 |
666-7 |
660-2 |
671-3 |
PP |
651-5 |
651-5 |
651-5 |
653-6 |
S1 |
642-5 |
642-5 |
655-6 |
647-1 |
S2 |
627-3 |
627-3 |
653-4 |
|
S3 |
603-1 |
618-3 |
651-3 |
|
S4 |
578-7 |
594-1 |
644-5 |
|
|
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 |
660-4 |
604-0 |
56-4 |
8.6% |
14-7 |
2.3% |
96% |
True |
False |
121,803 |
10 |
671-4 |
576-0 |
95-4 |
14.5% |
16-1 |
2.5% |
86% |
False |
False |
137,136 |
20 |
693-0 |
576-0 |
117-0 |
17.8% |
17-4 |
2.7% |
70% |
False |
False |
131,428 |
40 |
720-4 |
576-0 |
144-4 |
22.0% |
15-1 |
2.3% |
57% |
False |
False |
101,031 |
60 |
720-4 |
576-0 |
144-4 |
22.0% |
15-0 |
2.3% |
57% |
False |
False |
90,622 |
80 |
720-4 |
576-0 |
144-4 |
22.0% |
14-1 |
2.1% |
57% |
False |
False |
81,175 |
100 |
720-4 |
548-0 |
172-4 |
26.2% |
13-6 |
2.1% |
64% |
False |
False |
73,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
763-4 |
2.618 |
724-0 |
1.618 |
699-6 |
1.000 |
684-6 |
0.618 |
675-4 |
HIGH |
660-4 |
0.618 |
651-2 |
0.500 |
648-3 |
0.382 |
645-4 |
LOW |
636-2 |
0.618 |
621-2 |
1.000 |
612-0 |
1.618 |
597-0 |
2.618 |
572-6 |
4.250 |
533-2 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
654-6 |
651-5 |
PP |
651-5 |
645-1 |
S1 |
648-3 |
638-6 |
|