CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 03-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
685-0 |
711-0 |
26-0 |
3.8% |
674-0 |
High |
715-6 |
715-6 |
0-0 |
0.0% |
692-4 |
Low |
685-0 |
706-0 |
21-0 |
3.1% |
666-0 |
Close |
715-6 |
713-0 |
-2-6 |
-0.4% |
668-6 |
Range |
30-6 |
9-6 |
-21-0 |
-68.3% |
26-4 |
ATR |
19-6 |
19-0 |
-0-6 |
-3.6% |
0-0 |
Volume |
146,111 |
230,863 |
84,752 |
58.0% |
654,191 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740-7 |
736-5 |
718-3 |
|
R3 |
731-1 |
726-7 |
715-5 |
|
R2 |
721-3 |
721-3 |
714-6 |
|
R1 |
717-1 |
717-1 |
713-7 |
719-2 |
PP |
711-5 |
711-5 |
711-5 |
712-5 |
S1 |
707-3 |
707-3 |
712-1 |
709-4 |
S2 |
701-7 |
701-7 |
711-2 |
|
S3 |
692-1 |
697-5 |
710-3 |
|
S4 |
682-3 |
687-7 |
707-5 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
755-2 |
738-4 |
683-3 |
|
R3 |
728-6 |
712-0 |
676-0 |
|
R2 |
702-2 |
702-2 |
673-5 |
|
R1 |
685-4 |
685-4 |
671-1 |
680-5 |
PP |
675-6 |
675-6 |
675-6 |
673-2 |
S1 |
659-0 |
659-0 |
666-3 |
654-1 |
S2 |
649-2 |
649-2 |
663-7 |
|
S3 |
622-6 |
632-4 |
661-4 |
|
S4 |
596-2 |
606-0 |
654-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
715-6 |
666-0 |
49-6 |
7.0% |
14-2 |
2.0% |
94% |
True |
False |
162,328 |
10 |
715-6 |
663-4 |
52-2 |
7.3% |
14-4 |
2.0% |
95% |
True |
False |
147,307 |
20 |
715-6 |
613-2 |
102-4 |
14.4% |
15-2 |
2.1% |
97% |
True |
False |
148,122 |
40 |
720-4 |
576-0 |
144-4 |
20.3% |
16-0 |
2.2% |
95% |
False |
False |
136,692 |
60 |
720-4 |
576-0 |
144-4 |
20.3% |
15-1 |
2.1% |
95% |
False |
False |
114,184 |
80 |
720-4 |
576-0 |
144-4 |
20.3% |
15-1 |
2.1% |
95% |
False |
False |
101,623 |
100 |
720-4 |
548-0 |
172-4 |
24.2% |
14-3 |
2.0% |
96% |
False |
False |
92,031 |
120 |
720-4 |
548-0 |
172-4 |
24.2% |
13-7 |
1.9% |
96% |
False |
False |
82,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
757-2 |
2.618 |
741-2 |
1.618 |
731-4 |
1.000 |
725-4 |
0.618 |
721-6 |
HIGH |
715-6 |
0.618 |
712-0 |
0.500 |
710-7 |
0.382 |
709-6 |
LOW |
706-0 |
0.618 |
700-0 |
1.000 |
696-2 |
1.618 |
690-2 |
2.618 |
680-4 |
4.250 |
664-4 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
712-2 |
707-2 |
PP |
711-5 |
701-3 |
S1 |
710-7 |
695-5 |
|