CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
676-0 |
687-4 |
11-4 |
1.7% |
667-4 |
High |
692-4 |
692-0 |
-0-4 |
-0.1% |
703-0 |
Low |
675-0 |
683-0 |
8-0 |
1.2% |
663-4 |
Close |
691-4 |
686-2 |
-5-2 |
-0.8% |
685-4 |
Range |
17-4 |
9-0 |
-8-4 |
-48.6% |
39-4 |
ATR |
19-4 |
18-6 |
-0-6 |
-3.9% |
0-0 |
Volume |
129,014 |
141,507 |
12,493 |
9.7% |
756,760 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
714-1 |
709-1 |
691-2 |
|
R3 |
705-1 |
700-1 |
688-6 |
|
R2 |
696-1 |
696-1 |
687-7 |
|
R1 |
691-1 |
691-1 |
687-1 |
689-1 |
PP |
687-1 |
687-1 |
687-1 |
686-0 |
S1 |
682-1 |
682-1 |
685-3 |
680-1 |
S2 |
678-1 |
678-1 |
684-5 |
|
S3 |
669-1 |
673-1 |
683-6 |
|
S4 |
660-1 |
664-1 |
681-2 |
|
|
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 |
666-2 |
26-2 |
3.8% |
14-0 |
2.0% |
76% |
False |
False |
132,512 |
10 |
703-0 |
663-4 |
39-4 |
5.8% |
14-5 |
2.1% |
58% |
False |
False |
142,011 |
20 |
703-0 |
576-0 |
127-0 |
18.5% |
14-7 |
2.2% |
87% |
False |
False |
145,398 |
40 |
720-4 |
576-0 |
144-4 |
21.1% |
15-4 |
2.3% |
76% |
False |
False |
126,980 |
60 |
720-4 |
576-0 |
144-4 |
21.1% |
15-1 |
2.2% |
76% |
False |
False |
107,722 |
80 |
720-4 |
576-0 |
144-4 |
21.1% |
14-6 |
2.1% |
76% |
False |
False |
95,924 |
100 |
720-4 |
548-0 |
172-4 |
25.1% |
14-2 |
2.1% |
80% |
False |
False |
87,233 |
120 |
720-4 |
548-0 |
172-4 |
25.1% |
13-5 |
2.0% |
80% |
False |
False |
78,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
730-2 |
2.618 |
715-4 |
1.618 |
706-4 |
1.000 |
701-0 |
0.618 |
697-4 |
HIGH |
692-0 |
0.618 |
688-4 |
0.500 |
687-4 |
0.382 |
686-4 |
LOW |
683-0 |
0.618 |
677-4 |
1.000 |
674-0 |
1.618 |
668-4 |
2.618 |
659-4 |
4.250 |
644-6 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
687-4 |
685-1 |
PP |
687-1 |
683-7 |
S1 |
686-5 |
682-6 |
|