CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 01-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
675-4 |
677-0 |
1-4 |
0.2% |
674-0 |
High |
676-0 |
687-0 |
11-0 |
1.6% |
692-4 |
Low |
666-0 |
675-4 |
9-4 |
1.4% |
666-0 |
Close |
668-6 |
685-6 |
17-0 |
2.5% |
668-6 |
Range |
10-0 |
11-4 |
1-4 |
15.0% |
26-4 |
ATR |
18-7 |
18-7 |
0-0 |
-0.2% |
0-0 |
Volume |
136,057 |
157,103 |
21,046 |
15.5% |
654,191 |
|
Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
717-2 |
713-0 |
692-1 |
|
R3 |
705-6 |
701-4 |
688-7 |
|
R2 |
694-2 |
694-2 |
687-7 |
|
R1 |
690-0 |
690-0 |
686-6 |
692-1 |
PP |
682-6 |
682-6 |
682-6 |
683-6 |
S1 |
678-4 |
678-4 |
684-6 |
680-5 |
S2 |
671-2 |
671-2 |
683-5 |
|
S3 |
659-6 |
667-0 |
682-5 |
|
S4 |
648-2 |
655-4 |
679-3 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
755-2 |
738-4 |
683-3 |
|
R3 |
728-6 |
712-0 |
676-0 |
|
R2 |
702-2 |
702-2 |
673-5 |
|
R1 |
685-4 |
685-4 |
671-1 |
680-5 |
PP |
675-6 |
675-6 |
675-6 |
673-2 |
S1 |
659-0 |
659-0 |
666-3 |
654-1 |
S2 |
649-2 |
649-2 |
663-7 |
|
S3 |
622-6 |
632-4 |
661-4 |
|
S4 |
596-2 |
606-0 |
654-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
692-4 |
666-0 |
26-4 |
3.9% |
12-4 |
1.8% |
75% |
False |
False |
137,532 |
10 |
703-0 |
663-4 |
39-4 |
5.8% |
13-7 |
2.0% |
56% |
False |
False |
139,529 |
20 |
703-0 |
600-4 |
102-4 |
14.9% |
14-5 |
2.1% |
83% |
False |
False |
147,207 |
40 |
720-4 |
576-0 |
144-4 |
21.1% |
15-3 |
2.2% |
76% |
False |
False |
130,532 |
60 |
720-4 |
576-0 |
144-4 |
21.1% |
15-1 |
2.2% |
76% |
False |
False |
110,574 |
80 |
720-4 |
576-0 |
144-4 |
21.1% |
14-7 |
2.2% |
76% |
False |
False |
98,114 |
100 |
720-4 |
548-0 |
172-4 |
25.2% |
14-2 |
2.1% |
80% |
False |
False |
89,370 |
120 |
720-4 |
548-0 |
172-4 |
25.2% |
13-5 |
2.0% |
80% |
False |
False |
80,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
735-7 |
2.618 |
717-1 |
1.618 |
705-5 |
1.000 |
698-4 |
0.618 |
694-1 |
HIGH |
687-0 |
0.618 |
682-5 |
0.500 |
681-2 |
0.382 |
679-7 |
LOW |
675-4 |
0.618 |
668-3 |
1.000 |
664-0 |
1.618 |
656-7 |
2.618 |
645-3 |
4.250 |
626-5 |
|
|
Fisher Pivots for day following 01-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
684-2 |
683-4 |
PP |
682-6 |
681-2 |
S1 |
681-2 |
679-0 |
|