CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
700-4 |
691-2 |
-9-2 |
-1.3% |
625-0 |
| High |
703-0 |
692-4 |
-10-4 |
-1.5% |
695-4 |
| Low |
685-4 |
676-6 |
-8-6 |
-1.3% |
625-0 |
| Close |
687-2 |
677-6 |
-9-4 |
-1.4% |
685-0 |
| Range |
17-4 |
15-6 |
-1-6 |
-10.0% |
70-4 |
| ATR |
21-1 |
20-6 |
-0-3 |
-1.8% |
0-0 |
| Volume |
125,672 |
173,517 |
47,845 |
38.1% |
791,123 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-5 |
719-3 |
686-3 |
|
| R3 |
713-7 |
703-5 |
682-1 |
|
| R2 |
698-1 |
698-1 |
680-5 |
|
| R1 |
687-7 |
687-7 |
679-2 |
685-1 |
| PP |
682-3 |
682-3 |
682-3 |
681-0 |
| S1 |
672-1 |
672-1 |
676-2 |
669-3 |
| S2 |
666-5 |
666-5 |
674-7 |
|
| S3 |
650-7 |
656-3 |
673-3 |
|
| S4 |
635-1 |
640-5 |
669-1 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880-0 |
853-0 |
723-6 |
|
| R3 |
809-4 |
782-4 |
704-3 |
|
| R2 |
739-0 |
739-0 |
697-7 |
|
| R1 |
712-0 |
712-0 |
691-4 |
725-4 |
| PP |
668-4 |
668-4 |
668-4 |
675-2 |
| S1 |
641-4 |
641-4 |
678-4 |
655-0 |
| S2 |
598-0 |
598-0 |
672-1 |
|
| S3 |
527-4 |
571-0 |
665-5 |
|
| S4 |
457-0 |
500-4 |
646-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
703-0 |
666-0 |
37-0 |
5.5% |
16-1 |
2.4% |
32% |
False |
False |
161,790 |
| 10 |
703-0 |
613-2 |
89-6 |
13.2% |
16-0 |
2.4% |
72% |
False |
False |
148,936 |
| 20 |
703-0 |
576-0 |
127-0 |
18.7% |
17-4 |
2.6% |
80% |
False |
False |
150,838 |
| 40 |
720-4 |
576-0 |
144-4 |
21.3% |
15-3 |
2.3% |
70% |
False |
False |
116,588 |
| 60 |
720-4 |
576-0 |
144-4 |
21.3% |
15-3 |
2.3% |
70% |
False |
False |
101,351 |
| 80 |
720-4 |
576-0 |
144-4 |
21.3% |
14-3 |
2.1% |
70% |
False |
False |
90,232 |
| 100 |
720-4 |
548-0 |
172-4 |
25.5% |
13-7 |
2.1% |
75% |
False |
False |
81,020 |
| 120 |
720-4 |
548-0 |
172-4 |
25.5% |
13-3 |
2.0% |
75% |
False |
False |
73,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
759-4 |
|
2.618 |
733-6 |
|
1.618 |
718-0 |
|
1.000 |
708-2 |
|
0.618 |
702-2 |
|
HIGH |
692-4 |
|
0.618 |
686-4 |
|
0.500 |
684-5 |
|
0.382 |
682-6 |
|
LOW |
676-6 |
|
0.618 |
667-0 |
|
1.000 |
661-0 |
|
1.618 |
651-2 |
|
2.618 |
635-4 |
|
4.250 |
609-6 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
684-5 |
684-6 |
| PP |
682-3 |
682-3 |
| S1 |
680-0 |
680-1 |
|