CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
702-0 |
710-4 |
8-4 |
1.2% |
675-0 |
| High |
706-0 |
711-0 |
5-0 |
0.7% |
708-0 |
| Low |
698-0 |
703-0 |
5-0 |
0.7% |
670-4 |
| Close |
701-6 |
707-2 |
5-4 |
0.8% |
701-6 |
| Range |
8-0 |
8-0 |
0-0 |
0.0% |
37-4 |
| ATR |
18-1 |
17-4 |
-0-5 |
-3.5% |
0-0 |
| Volume |
86,736 |
53,319 |
-33,417 |
-38.5% |
450,814 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
731-1 |
727-1 |
711-5 |
|
| R3 |
723-1 |
719-1 |
709-4 |
|
| R2 |
715-1 |
715-1 |
708-6 |
|
| R1 |
711-1 |
711-1 |
708-0 |
709-1 |
| PP |
707-1 |
707-1 |
707-1 |
706-0 |
| S1 |
703-1 |
703-1 |
706-4 |
701-1 |
| S2 |
699-1 |
699-1 |
705-6 |
|
| S3 |
691-1 |
695-1 |
705-0 |
|
| S4 |
683-1 |
687-1 |
702-7 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
805-7 |
791-3 |
722-3 |
|
| R3 |
768-3 |
753-7 |
712-0 |
|
| R2 |
730-7 |
730-7 |
708-5 |
|
| R1 |
716-3 |
716-3 |
705-2 |
723-5 |
| PP |
693-3 |
693-3 |
693-3 |
697-0 |
| S1 |
678-7 |
678-7 |
698-2 |
686-1 |
| S2 |
655-7 |
655-7 |
694-7 |
|
| S3 |
618-3 |
641-3 |
691-4 |
|
| S4 |
580-7 |
603-7 |
681-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
711-0 |
677-0 |
34-0 |
4.8% |
8-0 |
1.1% |
89% |
True |
False |
83,767 |
| 10 |
711-2 |
670-4 |
40-6 |
5.8% |
12-3 |
1.7% |
90% |
False |
False |
69,298 |
| 20 |
722-4 |
662-4 |
60-0 |
8.5% |
13-5 |
1.9% |
75% |
False |
False |
63,801 |
| 40 |
722-4 |
603-0 |
119-4 |
16.9% |
15-0 |
2.1% |
87% |
False |
False |
71,672 |
| 60 |
764-0 |
603-0 |
161-0 |
22.8% |
15-0 |
2.1% |
65% |
False |
False |
67,594 |
| 80 |
764-0 |
603-0 |
161-0 |
22.8% |
14-7 |
2.1% |
65% |
False |
False |
57,998 |
| 100 |
764-0 |
603-0 |
161-0 |
22.8% |
14-5 |
2.1% |
65% |
False |
False |
50,510 |
| 120 |
764-0 |
583-4 |
180-4 |
25.5% |
13-7 |
2.0% |
69% |
False |
False |
44,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
745-0 |
|
2.618 |
732-0 |
|
1.618 |
724-0 |
|
1.000 |
719-0 |
|
0.618 |
716-0 |
|
HIGH |
711-0 |
|
0.618 |
708-0 |
|
0.500 |
707-0 |
|
0.382 |
706-0 |
|
LOW |
703-0 |
|
0.618 |
698-0 |
|
1.000 |
695-0 |
|
1.618 |
690-0 |
|
2.618 |
682-0 |
|
4.250 |
669-0 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
707-1 |
706-3 |
| PP |
707-1 |
705-3 |
| S1 |
707-0 |
704-4 |
|