CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
697-0 |
706-0 |
9-0 |
1.3% |
710-4 |
High |
701-0 |
712-4 |
11-4 |
1.6% |
718-6 |
Low |
695-0 |
705-4 |
10-4 |
1.5% |
695-0 |
Close |
699-0 |
711-0 |
12-0 |
1.7% |
711-0 |
Range |
6-0 |
7-0 |
1-0 |
16.7% |
23-6 |
ATR |
16-5 |
16-3 |
-0-2 |
-1.3% |
0-0 |
Volume |
55,373 |
41,208 |
-14,165 |
-25.6% |
267,900 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
730-5 |
727-7 |
714-7 |
|
R3 |
723-5 |
720-7 |
712-7 |
|
R2 |
716-5 |
716-5 |
712-2 |
|
R1 |
713-7 |
713-7 |
711-5 |
715-2 |
PP |
709-5 |
709-5 |
709-5 |
710-3 |
S1 |
706-7 |
706-7 |
710-3 |
708-2 |
S2 |
702-5 |
702-5 |
709-6 |
|
S3 |
695-5 |
699-7 |
709-1 |
|
S4 |
688-5 |
692-7 |
707-1 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
779-4 |
769-0 |
724-0 |
|
R3 |
755-6 |
745-2 |
717-4 |
|
R2 |
732-0 |
732-0 |
715-3 |
|
R1 |
721-4 |
721-4 |
713-1 |
726-6 |
PP |
708-2 |
708-2 |
708-2 |
710-7 |
S1 |
697-6 |
697-6 |
708-7 |
703-0 |
S2 |
684-4 |
684-4 |
706-5 |
|
S3 |
660-6 |
674-0 |
704-4 |
|
S4 |
637-0 |
650-2 |
698-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
718-6 |
695-0 |
23-6 |
3.3% |
8-4 |
1.2% |
67% |
False |
False |
53,580 |
10 |
718-6 |
670-4 |
48-2 |
6.8% |
8-4 |
1.2% |
84% |
False |
False |
71,871 |
20 |
718-6 |
662-4 |
56-2 |
7.9% |
11-5 |
1.6% |
86% |
False |
False |
64,972 |
40 |
722-4 |
603-0 |
119-4 |
16.8% |
14-0 |
2.0% |
90% |
False |
False |
67,917 |
60 |
764-0 |
603-0 |
161-0 |
22.6% |
14-4 |
2.0% |
67% |
False |
False |
69,079 |
80 |
764-0 |
603-0 |
161-0 |
22.6% |
14-7 |
2.1% |
67% |
False |
False |
59,738 |
100 |
764-0 |
603-0 |
161-0 |
22.6% |
14-3 |
2.0% |
67% |
False |
False |
52,166 |
120 |
764-0 |
583-4 |
180-4 |
25.4% |
14-0 |
2.0% |
71% |
False |
False |
46,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
742-2 |
2.618 |
730-7 |
1.618 |
723-7 |
1.000 |
719-4 |
0.618 |
716-7 |
HIGH |
712-4 |
0.618 |
709-7 |
0.500 |
709-0 |
0.382 |
708-1 |
LOW |
705-4 |
0.618 |
701-1 |
1.000 |
698-4 |
1.618 |
694-1 |
2.618 |
687-1 |
4.250 |
675-6 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
710-3 |
709-5 |
PP |
709-5 |
708-2 |
S1 |
709-0 |
706-7 |
|