CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
730-0 |
736-0 |
6-0 |
0.8% |
710-4 |
High |
736-4 |
736-0 |
-0-4 |
-0.1% |
718-6 |
Low |
729-0 |
725-4 |
-3-4 |
-0.5% |
695-0 |
Close |
731-6 |
732-2 |
0-4 |
0.1% |
711-0 |
Range |
7-4 |
10-4 |
3-0 |
40.0% |
23-6 |
ATR |
15-0 |
14-6 |
-0-3 |
-2.1% |
0-0 |
Volume |
52,826 |
65,215 |
12,389 |
23.5% |
267,900 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
762-6 |
758-0 |
738-0 |
|
R3 |
752-2 |
747-4 |
735-1 |
|
R2 |
741-6 |
741-6 |
734-1 |
|
R1 |
737-0 |
737-0 |
733-2 |
734-1 |
PP |
731-2 |
731-2 |
731-2 |
729-6 |
S1 |
726-4 |
726-4 |
731-2 |
723-5 |
S2 |
720-6 |
720-6 |
730-3 |
|
S3 |
710-2 |
716-0 |
729-3 |
|
S4 |
699-6 |
705-4 |
726-4 |
|
|
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 |
705-4 |
31-0 |
4.2% |
8-2 |
1.1% |
86% |
False |
False |
54,015 |
10 |
736-4 |
695-0 |
41-4 |
5.7% |
8-4 |
1.2% |
90% |
False |
False |
58,350 |
20 |
736-4 |
662-4 |
74-0 |
10.1% |
10-5 |
1.5% |
94% |
False |
False |
64,159 |
40 |
736-4 |
603-0 |
133-4 |
18.2% |
12-5 |
1.7% |
97% |
False |
False |
64,020 |
60 |
764-0 |
603-0 |
161-0 |
22.0% |
14-2 |
1.9% |
80% |
False |
False |
70,628 |
80 |
764-0 |
603-0 |
161-0 |
22.0% |
14-3 |
2.0% |
80% |
False |
False |
61,399 |
100 |
764-0 |
603-0 |
161-0 |
22.0% |
14-1 |
1.9% |
80% |
False |
False |
53,797 |
120 |
764-0 |
583-4 |
180-4 |
24.7% |
14-0 |
1.9% |
82% |
False |
False |
47,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
780-5 |
2.618 |
763-4 |
1.618 |
753-0 |
1.000 |
746-4 |
0.618 |
742-4 |
HIGH |
736-0 |
0.618 |
732-0 |
0.500 |
730-6 |
0.382 |
729-4 |
LOW |
725-4 |
0.618 |
719-0 |
1.000 |
715-0 |
1.618 |
708-4 |
2.618 |
698-0 |
4.250 |
680-7 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
731-6 |
730-7 |
PP |
731-2 |
729-5 |
S1 |
730-6 |
728-2 |
|