CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
761-0 |
751-0 |
-10-0 |
-1.3% |
720-0 |
High |
761-0 |
765-0 |
4-0 |
0.5% |
755-4 |
Low |
754-0 |
749-0 |
-5-0 |
-0.7% |
716-2 |
Close |
756-2 |
763-4 |
7-2 |
1.0% |
752-4 |
Range |
7-0 |
16-0 |
9-0 |
128.6% |
39-2 |
ATR |
14-7 |
15-0 |
0-1 |
0.5% |
0-0 |
Volume |
70,090 |
94,560 |
24,470 |
34.9% |
331,820 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
807-1 |
801-3 |
772-2 |
|
R3 |
791-1 |
785-3 |
767-7 |
|
R2 |
775-1 |
775-1 |
766-3 |
|
R1 |
769-3 |
769-3 |
765-0 |
772-2 |
PP |
759-1 |
759-1 |
759-1 |
760-5 |
S1 |
753-3 |
753-3 |
762-0 |
756-2 |
S2 |
743-1 |
743-1 |
760-5 |
|
S3 |
727-1 |
737-3 |
759-1 |
|
S4 |
711-1 |
721-3 |
754-6 |
|
|
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 |
765-0 |
725-4 |
39-4 |
5.2% |
13-0 |
1.7% |
96% |
True |
False |
77,128 |
10 |
765-0 |
695-0 |
70-0 |
9.2% |
10-3 |
1.4% |
98% |
True |
False |
64,833 |
20 |
765-0 |
670-4 |
94-4 |
12.4% |
10-3 |
1.4% |
98% |
True |
False |
65,185 |
40 |
765-0 |
618-2 |
146-6 |
19.2% |
13-0 |
1.7% |
99% |
True |
False |
63,716 |
60 |
765-0 |
603-0 |
162-0 |
21.2% |
14-4 |
1.9% |
99% |
True |
False |
73,127 |
80 |
765-0 |
603-0 |
162-0 |
21.2% |
14-2 |
1.9% |
99% |
True |
False |
63,809 |
100 |
765-0 |
603-0 |
162-0 |
21.2% |
14-3 |
1.9% |
99% |
True |
False |
55,799 |
120 |
765-0 |
583-4 |
181-4 |
23.8% |
14-1 |
1.9% |
99% |
True |
False |
49,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
833-0 |
2.618 |
806-7 |
1.618 |
790-7 |
1.000 |
781-0 |
0.618 |
774-7 |
HIGH |
765-0 |
0.618 |
758-7 |
0.500 |
757-0 |
0.382 |
755-1 |
LOW |
749-0 |
0.618 |
739-1 |
1.000 |
733-0 |
1.618 |
723-1 |
2.618 |
707-1 |
4.250 |
681-0 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
761-3 |
758-3 |
PP |
759-1 |
753-3 |
S1 |
757-0 |
748-2 |
|