CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
720-0 |
724-0 |
4-0 |
0.6% |
710-4 |
High |
722-0 |
730-6 |
8-6 |
1.2% |
718-6 |
Low |
716-2 |
720-0 |
3-6 |
0.5% |
695-0 |
Close |
720-4 |
730-2 |
9-6 |
1.4% |
711-0 |
Range |
5-6 |
10-6 |
5-0 |
87.0% |
23-6 |
ATR |
16-0 |
15-5 |
-0-3 |
-2.3% |
0-0 |
Volume |
54,418 |
56,411 |
1,993 |
3.7% |
267,900 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
759-2 |
755-4 |
736-1 |
|
R3 |
748-4 |
744-6 |
733-2 |
|
R2 |
737-6 |
737-6 |
732-2 |
|
R1 |
734-0 |
734-0 |
731-2 |
735-7 |
PP |
727-0 |
727-0 |
727-0 |
728-0 |
S1 |
723-2 |
723-2 |
729-2 |
725-1 |
S2 |
716-2 |
716-2 |
728-2 |
|
S3 |
705-4 |
712-4 |
727-2 |
|
S4 |
694-6 |
701-6 |
724-3 |
|
|
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 |
730-6 |
695-0 |
35-6 |
4.9% |
7-5 |
1.0% |
99% |
True |
False |
52,538 |
10 |
730-6 |
677-0 |
53-6 |
7.4% |
8-3 |
1.1% |
99% |
True |
False |
64,590 |
20 |
730-6 |
662-4 |
68-2 |
9.3% |
11-0 |
1.5% |
99% |
True |
False |
65,729 |
40 |
730-6 |
603-0 |
127-6 |
17.5% |
13-3 |
1.8% |
100% |
True |
False |
68,059 |
60 |
764-0 |
603-0 |
161-0 |
22.0% |
14-3 |
2.0% |
79% |
False |
False |
69,760 |
80 |
764-0 |
603-0 |
161-0 |
22.0% |
14-4 |
2.0% |
79% |
False |
False |
60,569 |
100 |
764-0 |
603-0 |
161-0 |
22.0% |
14-1 |
1.9% |
79% |
False |
False |
53,078 |
120 |
764-0 |
583-4 |
180-4 |
24.7% |
14-0 |
1.9% |
81% |
False |
False |
46,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
776-4 |
2.618 |
758-7 |
1.618 |
748-1 |
1.000 |
741-4 |
0.618 |
737-3 |
HIGH |
730-6 |
0.618 |
726-5 |
0.500 |
725-3 |
0.382 |
724-1 |
LOW |
720-0 |
0.618 |
713-3 |
1.000 |
709-2 |
1.618 |
702-5 |
2.618 |
691-7 |
4.250 |
674-2 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
728-5 |
726-2 |
PP |
727-0 |
722-1 |
S1 |
725-3 |
718-1 |
|