CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
696-0 |
685-0 |
-11-0 |
-1.6% |
677-0 |
High |
708-4 |
701-0 |
-7-4 |
-1.1% |
715-6 |
Low |
688-0 |
680-4 |
-7-4 |
-1.1% |
675-4 |
Close |
703-0 |
686-0 |
-17-0 |
-2.4% |
703-0 |
Range |
20-4 |
20-4 |
0-0 |
0.0% |
40-2 |
ATR |
19-3 |
19-5 |
0-2 |
1.2% |
0-0 |
Volume |
216,157 |
211,891 |
-4,266 |
-2.0% |
932,515 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
750-5 |
738-7 |
697-2 |
|
R3 |
730-1 |
718-3 |
691-5 |
|
R2 |
709-5 |
709-5 |
689-6 |
|
R1 |
697-7 |
697-7 |
687-7 |
703-6 |
PP |
689-1 |
689-1 |
689-1 |
692-1 |
S1 |
677-3 |
677-3 |
684-1 |
683-2 |
S2 |
668-5 |
668-5 |
682-2 |
|
S3 |
648-1 |
656-7 |
680-3 |
|
S4 |
627-5 |
636-3 |
674-6 |
|
|
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 |
680-4 |
35-2 |
5.1% |
19-6 |
2.9% |
16% |
False |
True |
197,460 |
10 |
715-6 |
666-0 |
49-6 |
7.3% |
16-1 |
2.4% |
40% |
False |
False |
167,496 |
20 |
715-6 |
636-2 |
79-4 |
11.6% |
16-3 |
2.4% |
63% |
False |
False |
160,235 |
40 |
715-6 |
576-0 |
139-6 |
20.4% |
16-4 |
2.4% |
79% |
False |
False |
145,075 |
60 |
720-4 |
576-0 |
144-4 |
21.1% |
15-3 |
2.2% |
76% |
False |
False |
120,322 |
80 |
720-4 |
576-0 |
144-4 |
21.1% |
15-2 |
2.2% |
76% |
False |
False |
107,316 |
100 |
720-4 |
572-0 |
148-4 |
21.6% |
14-3 |
2.1% |
77% |
False |
False |
96,686 |
120 |
720-4 |
548-0 |
172-4 |
25.1% |
14-0 |
2.0% |
80% |
False |
False |
86,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
788-1 |
2.618 |
754-5 |
1.618 |
734-1 |
1.000 |
721-4 |
0.618 |
713-5 |
HIGH |
701-0 |
0.618 |
693-1 |
0.500 |
690-6 |
0.382 |
688-3 |
LOW |
680-4 |
0.618 |
667-7 |
1.000 |
660-0 |
1.618 |
647-3 |
2.618 |
626-7 |
4.250 |
593-3 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
690-6 |
694-4 |
PP |
689-1 |
691-5 |
S1 |
687-5 |
688-7 |
|