CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
680-4 |
683-0 |
2-4 |
0.4% |
674-0 |
| High |
685-6 |
685-0 |
-0-6 |
-0.1% |
711-2 |
| Low |
678-0 |
677-0 |
-1-0 |
-0.1% |
672-0 |
| Close |
678-2 |
678-0 |
-0-2 |
0.0% |
693-0 |
| Range |
7-6 |
8-0 |
0-2 |
3.2% |
39-2 |
| ATR |
18-7 |
18-0 |
-0-6 |
-4.1% |
0-0 |
| Volume |
98,345 |
81,471 |
-16,874 |
-17.2% |
258,971 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704-0 |
699-0 |
682-3 |
|
| R3 |
696-0 |
691-0 |
680-2 |
|
| R2 |
688-0 |
688-0 |
679-4 |
|
| R1 |
683-0 |
683-0 |
678-6 |
681-4 |
| PP |
680-0 |
680-0 |
680-0 |
679-2 |
| S1 |
675-0 |
675-0 |
677-2 |
673-4 |
| S2 |
672-0 |
672-0 |
676-4 |
|
| S3 |
664-0 |
667-0 |
675-6 |
|
| S4 |
656-0 |
659-0 |
673-5 |
|
|
| 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 |
699-2 |
670-4 |
28-6 |
4.2% |
11-6 |
1.7% |
26% |
False |
False |
53,022 |
| 10 |
711-2 |
662-4 |
48-6 |
7.2% |
12-7 |
1.9% |
32% |
False |
False |
68,128 |
| 20 |
722-4 |
662-4 |
60-0 |
8.8% |
14-6 |
2.2% |
26% |
False |
False |
61,028 |
| 40 |
728-6 |
603-0 |
125-6 |
18.5% |
16-1 |
2.4% |
60% |
False |
False |
73,655 |
| 60 |
764-0 |
603-0 |
161-0 |
23.7% |
15-3 |
2.3% |
47% |
False |
False |
65,515 |
| 80 |
764-0 |
603-0 |
161-0 |
23.7% |
15-2 |
2.2% |
47% |
False |
False |
55,752 |
| 100 |
764-0 |
603-0 |
161-0 |
23.7% |
14-5 |
2.2% |
47% |
False |
False |
48,545 |
| 120 |
764-0 |
583-4 |
180-4 |
26.6% |
14-0 |
2.1% |
52% |
False |
False |
42,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
719-0 |
|
2.618 |
706-0 |
|
1.618 |
698-0 |
|
1.000 |
693-0 |
|
0.618 |
690-0 |
|
HIGH |
685-0 |
|
0.618 |
682-0 |
|
0.500 |
681-0 |
|
0.382 |
680-0 |
|
LOW |
677-0 |
|
0.618 |
672-0 |
|
1.000 |
669-0 |
|
1.618 |
664-0 |
|
2.618 |
656-0 |
|
4.250 |
643-0 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
681-0 |
678-1 |
| PP |
680-0 |
678-1 |
| S1 |
679-0 |
678-0 |
|