CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
674-0 |
679-0 |
5-0 |
0.7% |
680-4 |
| High |
683-0 |
711-2 |
28-2 |
4.1% |
693-0 |
| Low |
672-0 |
679-0 |
7-0 |
1.0% |
662-4 |
| Close |
681-2 |
711-2 |
30-0 |
4.4% |
665-4 |
| Range |
11-0 |
32-2 |
21-2 |
193.2% |
30-4 |
| ATR |
19-0 |
19-7 |
1-0 |
5.0% |
0-0 |
| Volume |
70,116 |
100,333 |
30,217 |
43.1% |
321,767 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797-2 |
786-4 |
729-0 |
|
| R3 |
765-0 |
754-2 |
720-1 |
|
| R2 |
732-6 |
732-6 |
717-1 |
|
| R1 |
722-0 |
722-0 |
714-2 |
727-3 |
| PP |
700-4 |
700-4 |
700-4 |
703-2 |
| S1 |
689-6 |
689-6 |
708-2 |
695-1 |
| S2 |
668-2 |
668-2 |
705-3 |
|
| S3 |
636-0 |
657-4 |
702-3 |
|
| S4 |
603-6 |
625-2 |
693-4 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765-1 |
745-7 |
682-2 |
|
| R3 |
734-5 |
715-3 |
673-7 |
|
| R2 |
704-1 |
704-1 |
671-1 |
|
| R1 |
684-7 |
684-7 |
668-2 |
679-2 |
| PP |
673-5 |
673-5 |
673-5 |
670-7 |
| S1 |
654-3 |
654-3 |
662-6 |
648-6 |
| S2 |
643-1 |
643-1 |
659-7 |
|
| S3 |
612-5 |
623-7 |
657-1 |
|
| S4 |
582-1 |
593-3 |
648-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
711-2 |
662-4 |
48-6 |
6.9% |
15-4 |
2.2% |
100% |
True |
False |
79,304 |
| 10 |
711-2 |
662-4 |
48-6 |
6.9% |
15-5 |
2.2% |
100% |
True |
False |
60,789 |
| 20 |
722-4 |
618-2 |
104-2 |
14.7% |
15-5 |
2.2% |
89% |
False |
False |
62,247 |
| 40 |
764-0 |
603-0 |
161-0 |
22.6% |
16-4 |
2.3% |
67% |
False |
False |
77,097 |
| 60 |
764-0 |
603-0 |
161-0 |
22.6% |
15-4 |
2.2% |
67% |
False |
False |
63,350 |
| 80 |
764-0 |
603-0 |
161-0 |
22.6% |
15-3 |
2.2% |
67% |
False |
False |
53,452 |
| 100 |
764-0 |
583-4 |
180-4 |
25.4% |
14-7 |
2.1% |
71% |
False |
False |
46,199 |
| 120 |
764-0 |
583-4 |
180-4 |
25.4% |
13-7 |
1.9% |
71% |
False |
False |
40,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
848-2 |
|
2.618 |
795-5 |
|
1.618 |
763-3 |
|
1.000 |
743-4 |
|
0.618 |
731-1 |
|
HIGH |
711-2 |
|
0.618 |
698-7 |
|
0.500 |
695-1 |
|
0.382 |
691-3 |
|
LOW |
679-0 |
|
0.618 |
659-1 |
|
1.000 |
646-6 |
|
1.618 |
626-7 |
|
2.618 |
594-5 |
|
4.250 |
542-0 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
705-7 |
703-1 |
| PP |
700-4 |
695-0 |
| S1 |
695-1 |
686-7 |
|