CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
690-0 |
675-0 |
-15-0 |
-2.2% |
674-0 |
| High |
697-4 |
680-2 |
-17-2 |
-2.5% |
711-2 |
| Low |
680-4 |
670-4 |
-10-0 |
-1.5% |
672-0 |
| Close |
693-0 |
675-2 |
-17-6 |
-2.6% |
693-0 |
| Range |
17-0 |
9-6 |
-7-2 |
-42.6% |
39-2 |
| ATR |
19-2 |
19-4 |
0-2 |
1.2% |
0-0 |
| Volume |
0 |
85,296 |
85,296 |
|
258,971 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704-5 |
699-5 |
680-5 |
|
| R3 |
694-7 |
689-7 |
677-7 |
|
| R2 |
685-1 |
685-1 |
677-0 |
|
| R1 |
680-1 |
680-1 |
676-1 |
682-5 |
| PP |
675-3 |
675-3 |
675-3 |
676-4 |
| S1 |
670-3 |
670-3 |
674-3 |
672-7 |
| S2 |
665-5 |
665-5 |
673-4 |
|
| S3 |
655-7 |
660-5 |
672-5 |
|
| S4 |
646-1 |
650-7 |
669-7 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809-7 |
790-5 |
714-5 |
|
| R3 |
770-5 |
751-3 |
703-6 |
|
| R2 |
731-3 |
731-3 |
700-2 |
|
| R1 |
712-1 |
712-1 |
696-5 |
721-6 |
| PP |
692-1 |
692-1 |
692-1 |
696-7 |
| S1 |
672-7 |
672-7 |
689-3 |
682-4 |
| S2 |
652-7 |
652-7 |
685-6 |
|
| S3 |
613-5 |
633-5 |
682-2 |
|
| S4 |
574-3 |
594-3 |
671-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
711-2 |
670-4 |
40-6 |
6.0% |
16-5 |
2.5% |
12% |
False |
True |
54,830 |
| 10 |
711-2 |
662-4 |
48-6 |
7.2% |
14-2 |
2.1% |
26% |
False |
False |
62,319 |
| 20 |
722-4 |
645-0 |
77-4 |
11.5% |
15-7 |
2.3% |
39% |
False |
False |
60,005 |
| 40 |
754-4 |
603-0 |
151-4 |
22.4% |
16-4 |
2.4% |
48% |
False |
False |
73,117 |
| 60 |
764-0 |
603-0 |
161-0 |
23.8% |
15-4 |
2.3% |
45% |
False |
False |
63,740 |
| 80 |
764-0 |
603-0 |
161-0 |
23.8% |
15-2 |
2.3% |
45% |
False |
False |
54,190 |
| 100 |
764-0 |
603-0 |
161-0 |
23.8% |
14-6 |
2.2% |
45% |
False |
False |
47,244 |
| 120 |
764-0 |
583-4 |
180-4 |
26.7% |
14-0 |
2.1% |
51% |
False |
False |
41,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
721-6 |
|
2.618 |
705-6 |
|
1.618 |
696-0 |
|
1.000 |
690-0 |
|
0.618 |
686-2 |
|
HIGH |
680-2 |
|
0.618 |
676-4 |
|
0.500 |
675-3 |
|
0.382 |
674-2 |
|
LOW |
670-4 |
|
0.618 |
664-4 |
|
1.000 |
660-6 |
|
1.618 |
654-6 |
|
2.618 |
645-0 |
|
4.250 |
629-0 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
675-3 |
684-7 |
| PP |
675-3 |
681-5 |
| S1 |
675-2 |
678-4 |
|