CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
751-0 |
760-4 |
9-4 |
1.3% |
720-0 |
| High |
765-0 |
763-6 |
-1-2 |
-0.2% |
755-4 |
| Low |
749-0 |
757-0 |
8-0 |
1.1% |
716-2 |
| Close |
763-4 |
757-4 |
-6-0 |
-0.8% |
752-4 |
| Range |
16-0 |
6-6 |
-9-2 |
-57.8% |
39-2 |
| ATR |
15-0 |
14-3 |
-0-5 |
-3.9% |
0-0 |
| Volume |
94,560 |
40,423 |
-54,137 |
-57.3% |
331,820 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
779-5 |
775-3 |
761-2 |
|
| R3 |
772-7 |
768-5 |
759-3 |
|
| R2 |
766-1 |
766-1 |
758-6 |
|
| R1 |
761-7 |
761-7 |
758-1 |
760-5 |
| PP |
759-3 |
759-3 |
759-3 |
758-6 |
| S1 |
755-1 |
755-1 |
756-7 |
753-7 |
| S2 |
752-5 |
752-5 |
756-2 |
|
| S3 |
745-7 |
748-3 |
755-5 |
|
| S4 |
739-1 |
741-5 |
753-6 |
|
|
| 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% |
12-7 |
1.7% |
81% |
False |
False |
74,647 |
| 10 |
765-0 |
695-0 |
70-0 |
9.2% |
10-1 |
1.3% |
89% |
False |
False |
63,347 |
| 20 |
765-0 |
670-4 |
94-4 |
12.5% |
10-2 |
1.4% |
92% |
False |
False |
62,780 |
| 40 |
765-0 |
624-6 |
140-2 |
18.5% |
12-7 |
1.7% |
95% |
False |
False |
63,212 |
| 60 |
765-0 |
603-0 |
162-0 |
21.4% |
14-4 |
1.9% |
95% |
False |
False |
73,091 |
| 80 |
765-0 |
603-0 |
162-0 |
21.4% |
14-1 |
1.9% |
95% |
False |
False |
63,819 |
| 100 |
765-0 |
603-0 |
162-0 |
21.4% |
14-2 |
1.9% |
95% |
False |
False |
55,869 |
| 120 |
765-0 |
583-4 |
181-4 |
24.0% |
14-1 |
1.9% |
96% |
False |
False |
49,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792-4 |
|
2.618 |
781-3 |
|
1.618 |
774-5 |
|
1.000 |
770-4 |
|
0.618 |
767-7 |
|
HIGH |
763-6 |
|
0.618 |
761-1 |
|
0.500 |
760-3 |
|
0.382 |
759-5 |
|
LOW |
757-0 |
|
0.618 |
752-7 |
|
1.000 |
750-2 |
|
1.618 |
746-1 |
|
2.618 |
739-3 |
|
4.250 |
728-2 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
760-3 |
757-3 |
| PP |
759-3 |
757-1 |
| S1 |
758-4 |
757-0 |
|