CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
724-0 |
730-0 |
6-0 |
0.8% |
710-4 |
High |
730-6 |
736-4 |
5-6 |
0.8% |
718-6 |
Low |
720-0 |
729-0 |
9-0 |
1.3% |
695-0 |
Close |
730-2 |
731-6 |
1-4 |
0.2% |
711-0 |
Range |
10-6 |
7-4 |
-3-2 |
-30.2% |
23-6 |
ATR |
15-5 |
15-0 |
-0-5 |
-3.7% |
0-0 |
Volume |
56,411 |
52,826 |
-3,585 |
-6.4% |
267,900 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-7 |
750-7 |
735-7 |
|
R3 |
747-3 |
743-3 |
733-6 |
|
R2 |
739-7 |
739-7 |
733-1 |
|
R1 |
735-7 |
735-7 |
732-4 |
737-7 |
PP |
732-3 |
732-3 |
732-3 |
733-4 |
S1 |
728-3 |
728-3 |
731-0 |
730-3 |
S2 |
724-7 |
724-7 |
730-3 |
|
S3 |
717-3 |
720-7 |
729-6 |
|
S4 |
709-7 |
713-3 |
727-5 |
|
|
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 |
736-4 |
695-0 |
41-4 |
5.7% |
7-3 |
1.0% |
89% |
True |
False |
52,047 |
10 |
736-4 |
695-0 |
41-4 |
5.7% |
8-3 |
1.1% |
89% |
True |
False |
61,725 |
20 |
736-4 |
662-4 |
74-0 |
10.1% |
10-5 |
1.5% |
94% |
True |
False |
64,927 |
40 |
736-4 |
603-0 |
133-4 |
18.2% |
13-1 |
1.8% |
96% |
True |
False |
66,443 |
60 |
764-0 |
603-0 |
161-0 |
22.0% |
14-2 |
2.0% |
80% |
False |
False |
70,136 |
80 |
764-0 |
603-0 |
161-0 |
22.0% |
14-2 |
2.0% |
80% |
False |
False |
60,941 |
100 |
764-0 |
603-0 |
161-0 |
22.0% |
14-1 |
1.9% |
80% |
False |
False |
53,436 |
120 |
764-0 |
583-4 |
180-4 |
24.7% |
14-0 |
1.9% |
82% |
False |
False |
47,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
768-3 |
2.618 |
756-1 |
1.618 |
748-5 |
1.000 |
744-0 |
0.618 |
741-1 |
HIGH |
736-4 |
0.618 |
733-5 |
0.500 |
732-6 |
0.382 |
731-7 |
LOW |
729-0 |
0.618 |
724-3 |
1.000 |
721-4 |
1.618 |
716-7 |
2.618 |
709-3 |
4.250 |
697-1 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
732-6 |
730-0 |
PP |
732-3 |
728-1 |
S1 |
732-1 |
726-3 |
|