CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
736-0 |
731-4 |
-4-4 |
-0.6% |
720-0 |
High |
736-0 |
755-4 |
19-4 |
2.6% |
755-4 |
Low |
725-4 |
731-4 |
6-0 |
0.8% |
716-2 |
Close |
732-2 |
752-4 |
20-2 |
2.8% |
752-4 |
Range |
10-4 |
24-0 |
13-4 |
128.6% |
39-2 |
ATR |
14-6 |
15-3 |
0-5 |
4.5% |
0-0 |
Volume |
65,215 |
102,950 |
37,735 |
57.9% |
331,820 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
818-4 |
809-4 |
765-6 |
|
R3 |
794-4 |
785-4 |
759-1 |
|
R2 |
770-4 |
770-4 |
756-7 |
|
R1 |
761-4 |
761-4 |
754-6 |
766-0 |
PP |
746-4 |
746-4 |
746-4 |
748-6 |
S1 |
737-4 |
737-4 |
750-2 |
742-0 |
S2 |
722-4 |
722-4 |
748-1 |
|
S3 |
698-4 |
713-4 |
745-7 |
|
S4 |
674-4 |
689-4 |
739-2 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
859-1 |
845-1 |
774-1 |
|
R3 |
819-7 |
805-7 |
763-2 |
|
R2 |
780-5 |
780-5 |
759-6 |
|
R1 |
766-5 |
766-5 |
756-1 |
773-5 |
PP |
741-3 |
741-3 |
741-3 |
745-0 |
S1 |
727-3 |
727-3 |
748-7 |
734-3 |
S2 |
702-1 |
702-1 |
745-2 |
|
S3 |
662-7 |
688-1 |
741-6 |
|
S4 |
623-5 |
648-7 |
730-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
755-4 |
716-2 |
39-2 |
5.2% |
11-6 |
1.6% |
92% |
True |
False |
66,364 |
10 |
755-4 |
695-0 |
60-4 |
8.0% |
10-1 |
1.3% |
95% |
True |
False |
59,972 |
20 |
755-4 |
670-4 |
85-0 |
11.3% |
11-3 |
1.5% |
96% |
True |
False |
65,475 |
40 |
755-4 |
603-0 |
152-4 |
20.3% |
13-2 |
1.8% |
98% |
True |
False |
64,509 |
60 |
764-0 |
603-0 |
161-0 |
21.4% |
14-3 |
1.9% |
93% |
False |
False |
71,684 |
80 |
764-0 |
603-0 |
161-0 |
21.4% |
14-4 |
1.9% |
93% |
False |
False |
62,388 |
100 |
764-0 |
603-0 |
161-0 |
21.4% |
14-2 |
1.9% |
93% |
False |
False |
54,570 |
120 |
764-0 |
583-4 |
180-4 |
24.0% |
14-1 |
1.9% |
94% |
False |
False |
48,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
857-4 |
2.618 |
818-3 |
1.618 |
794-3 |
1.000 |
779-4 |
0.618 |
770-3 |
HIGH |
755-4 |
0.618 |
746-3 |
0.500 |
743-4 |
0.382 |
740-5 |
LOW |
731-4 |
0.618 |
716-5 |
1.000 |
707-4 |
1.618 |
692-5 |
2.618 |
668-5 |
4.250 |
629-4 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
749-4 |
748-4 |
PP |
746-4 |
744-4 |
S1 |
743-4 |
740-4 |
|