CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 03-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
679-0 |
707-2 |
28-2 |
4.2% |
680-4 |
High |
711-2 |
710-0 |
-1-2 |
-0.2% |
693-0 |
Low |
679-0 |
702-0 |
23-0 |
3.4% |
662-4 |
Close |
711-2 |
706-0 |
-5-2 |
-0.7% |
665-4 |
Range |
32-2 |
8-0 |
-24-2 |
-75.2% |
30-4 |
ATR |
19-7 |
19-1 |
-0-6 |
-3.8% |
0-0 |
Volume |
100,333 |
88,522 |
-11,811 |
-11.8% |
321,767 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
730-0 |
726-0 |
710-3 |
|
R3 |
722-0 |
718-0 |
708-2 |
|
R2 |
714-0 |
714-0 |
707-4 |
|
R1 |
710-0 |
710-0 |
706-6 |
708-0 |
PP |
706-0 |
706-0 |
706-0 |
705-0 |
S1 |
702-0 |
702-0 |
705-2 |
700-0 |
S2 |
698-0 |
698-0 |
704-4 |
|
S3 |
690-0 |
694-0 |
703-6 |
|
S4 |
682-0 |
686-0 |
701-5 |
|
|
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% |
14-0 |
2.0% |
89% |
False |
False |
83,234 |
10 |
711-2 |
662-4 |
48-6 |
6.9% |
14-6 |
2.1% |
89% |
False |
False |
64,132 |
20 |
722-4 |
624-6 |
97-6 |
13.8% |
15-4 |
2.2% |
83% |
False |
False |
63,644 |
40 |
764-0 |
603-0 |
161-0 |
22.8% |
16-4 |
2.3% |
64% |
False |
False |
78,246 |
60 |
764-0 |
603-0 |
161-0 |
22.8% |
15-4 |
2.2% |
64% |
False |
False |
64,165 |
80 |
764-0 |
603-0 |
161-0 |
22.8% |
15-2 |
2.2% |
64% |
False |
False |
54,141 |
100 |
764-0 |
583-4 |
180-4 |
25.6% |
14-7 |
2.1% |
68% |
False |
False |
46,884 |
120 |
764-0 |
583-4 |
180-4 |
25.6% |
13-7 |
2.0% |
68% |
False |
False |
40,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
744-0 |
2.618 |
731-0 |
1.618 |
723-0 |
1.000 |
718-0 |
0.618 |
715-0 |
HIGH |
710-0 |
0.618 |
707-0 |
0.500 |
706-0 |
0.382 |
705-0 |
LOW |
702-0 |
0.618 |
697-0 |
1.000 |
694-0 |
1.618 |
689-0 |
2.618 |
681-0 |
4.250 |
668-0 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
706-0 |
701-2 |
PP |
706-0 |
696-3 |
S1 |
706-0 |
691-5 |
|