CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
674-0 |
677-0 |
3-0 |
0.4% |
667-4 |
High |
676-6 |
687-4 |
10-6 |
1.6% |
703-0 |
Low |
666-2 |
673-0 |
6-6 |
1.0% |
663-4 |
Close |
674-4 |
686-6 |
12-2 |
1.8% |
685-4 |
Range |
10-4 |
14-4 |
4-0 |
38.1% |
39-4 |
ATR |
20-1 |
19-5 |
-0-3 |
-2.0% |
0-0 |
Volume |
123,633 |
123,980 |
347 |
0.3% |
756,760 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725-7 |
720-7 |
694-6 |
|
R3 |
711-3 |
706-3 |
690-6 |
|
R2 |
696-7 |
696-7 |
689-3 |
|
R1 |
691-7 |
691-7 |
688-1 |
694-3 |
PP |
682-3 |
682-3 |
682-3 |
683-6 |
S1 |
677-3 |
677-3 |
685-3 |
679-7 |
S2 |
667-7 |
667-7 |
684-1 |
|
S3 |
653-3 |
662-7 |
682-6 |
|
S4 |
638-7 |
648-3 |
678-6 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
802-4 |
783-4 |
707-2 |
|
R3 |
763-0 |
744-0 |
696-3 |
|
R2 |
723-4 |
723-4 |
692-6 |
|
R1 |
704-4 |
704-4 |
689-1 |
714-0 |
PP |
684-0 |
684-0 |
684-0 |
688-6 |
S1 |
665-0 |
665-0 |
681-7 |
674-4 |
S2 |
644-4 |
644-4 |
678-2 |
|
S3 |
605-0 |
625-4 |
674-5 |
|
S4 |
565-4 |
586-0 |
663-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
692-4 |
663-4 |
29-0 |
4.2% |
14-4 |
2.1% |
80% |
False |
False |
141,188 |
10 |
703-0 |
663-4 |
39-4 |
5.8% |
15-5 |
2.3% |
59% |
False |
False |
154,056 |
20 |
703-0 |
576-0 |
127-0 |
18.5% |
15-7 |
2.3% |
87% |
False |
False |
145,596 |
40 |
720-4 |
576-0 |
144-4 |
21.0% |
15-4 |
2.3% |
77% |
False |
False |
122,954 |
60 |
720-4 |
576-0 |
144-4 |
21.0% |
15-1 |
2.2% |
77% |
False |
False |
105,356 |
80 |
720-4 |
576-0 |
144-4 |
21.0% |
14-5 |
2.1% |
77% |
False |
False |
94,827 |
100 |
720-4 |
548-0 |
172-4 |
25.1% |
14-1 |
2.1% |
80% |
False |
False |
85,074 |
120 |
720-4 |
548-0 |
172-4 |
25.1% |
13-4 |
2.0% |
80% |
False |
False |
76,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
749-1 |
2.618 |
725-4 |
1.618 |
711-0 |
1.000 |
702-0 |
0.618 |
696-4 |
HIGH |
687-4 |
0.618 |
682-0 |
0.500 |
680-2 |
0.382 |
678-4 |
LOW |
673-0 |
0.618 |
664-0 |
1.000 |
658-4 |
1.618 |
649-4 |
2.618 |
635-0 |
4.250 |
611-3 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
684-5 |
683-4 |
PP |
682-3 |
680-1 |
S1 |
680-2 |
676-7 |
|