CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
706-0 |
720-0 |
14-0 |
2.0% |
710-4 |
| High |
712-4 |
722-0 |
9-4 |
1.3% |
718-6 |
| Low |
705-4 |
716-2 |
10-6 |
1.5% |
695-0 |
| Close |
711-0 |
720-4 |
9-4 |
1.3% |
711-0 |
| Range |
7-0 |
5-6 |
-1-2 |
-17.9% |
23-6 |
| ATR |
16-3 |
16-0 |
-0-3 |
-2.3% |
0-0 |
| Volume |
41,208 |
54,418 |
13,210 |
32.1% |
267,900 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736-7 |
734-3 |
723-5 |
|
| R3 |
731-1 |
728-5 |
722-1 |
|
| R2 |
725-3 |
725-3 |
721-4 |
|
| R1 |
722-7 |
722-7 |
721-0 |
724-1 |
| PP |
719-5 |
719-5 |
719-5 |
720-2 |
| S1 |
717-1 |
717-1 |
720-0 |
718-3 |
| S2 |
713-7 |
713-7 |
719-4 |
|
| S3 |
708-1 |
711-3 |
718-7 |
|
| S4 |
702-3 |
705-5 |
717-3 |
|
|
| 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 |
722-0 |
695-0 |
27-0 |
3.7% |
8-1 |
1.1% |
94% |
True |
False |
53,799 |
| 10 |
722-0 |
677-0 |
45-0 |
6.2% |
8-1 |
1.1% |
97% |
True |
False |
68,783 |
| 20 |
722-0 |
662-4 |
59-4 |
8.3% |
11-1 |
1.5% |
97% |
True |
False |
65,551 |
| 40 |
722-4 |
603-0 |
119-4 |
16.6% |
13-4 |
1.9% |
98% |
False |
False |
69,278 |
| 60 |
764-0 |
603-0 |
161-0 |
22.3% |
14-4 |
2.0% |
73% |
False |
False |
69,462 |
| 80 |
764-0 |
603-0 |
161-0 |
22.3% |
14-5 |
2.0% |
73% |
False |
False |
60,138 |
| 100 |
764-0 |
603-0 |
161-0 |
22.3% |
14-3 |
2.0% |
73% |
False |
False |
52,631 |
| 120 |
764-0 |
583-4 |
180-4 |
25.1% |
14-0 |
1.9% |
76% |
False |
False |
46,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
746-4 |
|
2.618 |
737-0 |
|
1.618 |
731-2 |
|
1.000 |
727-6 |
|
0.618 |
725-4 |
|
HIGH |
722-0 |
|
0.618 |
719-6 |
|
0.500 |
719-1 |
|
0.382 |
718-4 |
|
LOW |
716-2 |
|
0.618 |
712-6 |
|
1.000 |
710-4 |
|
1.618 |
707-0 |
|
2.618 |
701-2 |
|
4.250 |
691-6 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
720-0 |
716-4 |
| PP |
719-5 |
712-4 |
| S1 |
719-1 |
708-4 |
|