CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 09-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
685-0 |
691-0 |
6-0 |
0.9% |
677-0 |
High |
701-0 |
697-0 |
-4-0 |
-0.6% |
715-6 |
Low |
680-4 |
687-0 |
6-4 |
1.0% |
675-4 |
Close |
686-0 |
688-4 |
2-4 |
0.4% |
703-0 |
Range |
20-4 |
10-0 |
-10-4 |
-51.2% |
40-2 |
ATR |
19-5 |
19-0 |
-0-5 |
-3.1% |
0-0 |
Volume |
211,891 |
200,017 |
-11,874 |
-5.6% |
932,515 |
|
Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-7 |
714-5 |
694-0 |
|
R3 |
710-7 |
704-5 |
691-2 |
|
R2 |
700-7 |
700-7 |
690-3 |
|
R1 |
694-5 |
694-5 |
689-3 |
692-6 |
PP |
690-7 |
690-7 |
690-7 |
689-7 |
S1 |
684-5 |
684-5 |
687-5 |
682-6 |
S2 |
680-7 |
680-7 |
686-5 |
|
S3 |
670-7 |
674-5 |
685-6 |
|
S4 |
660-7 |
664-5 |
683-0 |
|
|
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% |
15-5 |
2.3% |
23% |
False |
False |
208,241 |
10 |
715-6 |
666-0 |
49-6 |
7.2% |
15-5 |
2.3% |
45% |
False |
False |
175,100 |
20 |
715-6 |
663-4 |
52-2 |
7.6% |
15-5 |
2.3% |
48% |
False |
False |
164,578 |
40 |
715-6 |
576-0 |
139-6 |
20.3% |
16-5 |
2.4% |
81% |
False |
False |
148,003 |
60 |
720-4 |
576-0 |
144-4 |
21.0% |
15-3 |
2.2% |
78% |
False |
False |
122,213 |
80 |
720-4 |
576-0 |
144-4 |
21.0% |
15-1 |
2.2% |
78% |
False |
False |
109,111 |
100 |
720-4 |
576-0 |
144-4 |
21.0% |
14-3 |
2.1% |
78% |
False |
False |
97,855 |
120 |
720-4 |
548-0 |
172-4 |
25.1% |
14-1 |
2.0% |
81% |
False |
False |
88,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
739-4 |
2.618 |
723-1 |
1.618 |
713-1 |
1.000 |
707-0 |
0.618 |
703-1 |
HIGH |
697-0 |
0.618 |
693-1 |
0.500 |
692-0 |
0.382 |
690-7 |
LOW |
687-0 |
0.618 |
680-7 |
1.000 |
677-0 |
1.618 |
670-7 |
2.618 |
660-7 |
4.250 |
644-4 |
|
|
Fisher Pivots for day following 09-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
692-0 |
694-4 |
PP |
690-7 |
692-4 |
S1 |
689-5 |
690-4 |
|