CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
697-4 |
696-0 |
-1-4 |
-0.2% |
677-0 |
| High |
707-0 |
708-4 |
1-4 |
0.2% |
715-6 |
| Low |
689-6 |
688-0 |
-1-6 |
-0.3% |
675-4 |
| Close |
701-4 |
703-0 |
1-4 |
0.2% |
703-0 |
| Range |
17-2 |
20-4 |
3-2 |
18.8% |
40-2 |
| ATR |
19-2 |
19-3 |
0-1 |
0.5% |
0-0 |
| Volume |
182,281 |
216,157 |
33,876 |
18.6% |
932,515 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
761-3 |
752-5 |
714-2 |
|
| R3 |
740-7 |
732-1 |
708-5 |
|
| R2 |
720-3 |
720-3 |
706-6 |
|
| R1 |
711-5 |
711-5 |
704-7 |
716-0 |
| PP |
699-7 |
699-7 |
699-7 |
702-0 |
| S1 |
691-1 |
691-1 |
701-1 |
695-4 |
| S2 |
679-3 |
679-3 |
699-2 |
|
| S3 |
658-7 |
670-5 |
697-3 |
|
| S4 |
638-3 |
650-1 |
691-6 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818-7 |
801-1 |
725-1 |
|
| R3 |
778-5 |
760-7 |
714-1 |
|
| R2 |
738-3 |
738-3 |
710-3 |
|
| R1 |
720-5 |
720-5 |
706-6 |
729-4 |
| PP |
698-1 |
698-1 |
698-1 |
702-4 |
| S1 |
680-3 |
680-3 |
699-2 |
689-2 |
| S2 |
657-7 |
657-7 |
695-5 |
|
| S3 |
617-5 |
640-1 |
691-7 |
|
| S4 |
577-3 |
599-7 |
680-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
715-6 |
675-4 |
40-2 |
5.7% |
18-0 |
2.6% |
68% |
False |
False |
186,503 |
| 10 |
715-6 |
666-0 |
49-6 |
7.1% |
15-1 |
2.2% |
74% |
False |
False |
158,670 |
| 20 |
715-6 |
625-0 |
90-6 |
12.9% |
15-6 |
2.2% |
86% |
False |
False |
156,729 |
| 40 |
715-6 |
576-0 |
139-6 |
19.9% |
16-2 |
2.3% |
91% |
False |
False |
142,720 |
| 60 |
720-4 |
576-0 |
144-4 |
20.6% |
15-2 |
2.2% |
88% |
False |
False |
118,619 |
| 80 |
720-4 |
576-0 |
144-4 |
20.6% |
15-2 |
2.2% |
88% |
False |
False |
105,414 |
| 100 |
720-4 |
548-0 |
172-4 |
24.5% |
14-3 |
2.1% |
90% |
False |
False |
95,202 |
| 120 |
720-4 |
548-0 |
172-4 |
24.5% |
14-0 |
2.0% |
90% |
False |
False |
85,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
795-5 |
|
2.618 |
762-1 |
|
1.618 |
741-5 |
|
1.000 |
729-0 |
|
0.618 |
721-1 |
|
HIGH |
708-4 |
|
0.618 |
700-5 |
|
0.500 |
698-2 |
|
0.382 |
695-7 |
|
LOW |
688-0 |
|
0.618 |
675-3 |
|
1.000 |
667-4 |
|
1.618 |
654-7 |
|
2.618 |
634-3 |
|
4.250 |
600-7 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
701-3 |
702-5 |
| PP |
699-7 |
702-2 |
| S1 |
698-2 |
701-7 |
|