CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
702-4 |
718-0 |
15-4 |
2.2% |
675-0 |
High |
714-4 |
718-6 |
4-2 |
0.6% |
708-0 |
Low |
701-4 |
710-0 |
8-4 |
1.2% |
670-4 |
Close |
714-0 |
711-4 |
-2-4 |
-0.4% |
701-6 |
Range |
13-0 |
8-6 |
-4-2 |
-32.7% |
37-4 |
ATR |
17-1 |
16-5 |
-0-5 |
-3.5% |
0-0 |
Volume |
62,716 |
55,284 |
-7,432 |
-11.9% |
450,814 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
739-5 |
734-3 |
716-2 |
|
R3 |
730-7 |
725-5 |
713-7 |
|
R2 |
722-1 |
722-1 |
713-1 |
|
R1 |
716-7 |
716-7 |
712-2 |
715-1 |
PP |
713-3 |
713-3 |
713-3 |
712-4 |
S1 |
708-1 |
708-1 |
710-6 |
706-3 |
S2 |
704-5 |
704-5 |
709-7 |
|
S3 |
695-7 |
699-3 |
709-1 |
|
S4 |
687-1 |
690-5 |
706-6 |
|
|
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 |
718-6 |
698-0 |
20-6 |
2.9% |
9-2 |
1.3% |
65% |
True |
False |
71,404 |
10 |
718-6 |
670-4 |
48-2 |
6.8% |
10-4 |
1.5% |
85% |
True |
False |
62,213 |
20 |
718-6 |
662-4 |
56-2 |
7.9% |
12-5 |
1.8% |
87% |
True |
False |
63,173 |
40 |
722-4 |
603-0 |
119-4 |
16.8% |
15-1 |
2.1% |
91% |
False |
False |
70,573 |
60 |
764-0 |
603-0 |
161-0 |
22.6% |
14-7 |
2.1% |
67% |
False |
False |
68,658 |
80 |
764-0 |
603-0 |
161-0 |
22.6% |
15-0 |
2.1% |
67% |
False |
False |
59,017 |
100 |
764-0 |
603-0 |
161-0 |
22.6% |
14-4 |
2.0% |
67% |
False |
False |
51,458 |
120 |
764-0 |
583-4 |
180-4 |
25.4% |
14-0 |
2.0% |
71% |
False |
False |
45,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
756-0 |
2.618 |
741-5 |
1.618 |
732-7 |
1.000 |
727-4 |
0.618 |
724-1 |
HIGH |
718-6 |
0.618 |
715-3 |
0.500 |
714-3 |
0.382 |
713-3 |
LOW |
710-0 |
0.618 |
704-5 |
1.000 |
701-2 |
1.618 |
695-7 |
2.618 |
687-1 |
4.250 |
672-6 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
714-3 |
711-0 |
PP |
713-3 |
710-5 |
S1 |
712-4 |
710-1 |
|