CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
691-0 |
693-2 |
2-2 |
0.3% |
677-0 |
High |
697-0 |
696-0 |
-1-0 |
-0.1% |
715-6 |
Low |
687-0 |
686-2 |
-0-6 |
-0.1% |
675-4 |
Close |
688-4 |
688-4 |
0-0 |
0.0% |
703-0 |
Range |
10-0 |
9-6 |
-0-2 |
-2.5% |
40-2 |
ATR |
19-0 |
18-3 |
-0-5 |
-3.5% |
0-0 |
Volume |
200,017 |
225,023 |
25,006 |
12.5% |
932,515 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
719-4 |
713-6 |
693-7 |
|
R3 |
709-6 |
704-0 |
691-1 |
|
R2 |
700-0 |
700-0 |
690-2 |
|
R1 |
694-2 |
694-2 |
689-3 |
692-2 |
PP |
690-2 |
690-2 |
690-2 |
689-2 |
S1 |
684-4 |
684-4 |
687-5 |
682-4 |
S2 |
680-4 |
680-4 |
686-6 |
|
S3 |
670-6 |
674-6 |
685-7 |
|
S4 |
661-0 |
665-0 |
683-1 |
|
|
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 |
708-4 |
680-4 |
28-0 |
4.1% |
15-5 |
2.3% |
29% |
False |
False |
207,073 |
10 |
715-6 |
666-0 |
49-6 |
7.2% |
14-7 |
2.2% |
45% |
False |
False |
184,701 |
20 |
715-6 |
663-4 |
52-2 |
7.6% |
15-2 |
2.2% |
48% |
False |
False |
165,870 |
40 |
715-6 |
576-0 |
139-6 |
20.3% |
16-3 |
2.4% |
81% |
False |
False |
151,725 |
60 |
720-4 |
576-0 |
144-4 |
21.0% |
15-2 |
2.2% |
78% |
False |
False |
124,862 |
80 |
720-4 |
576-0 |
144-4 |
21.0% |
15-1 |
2.2% |
78% |
False |
False |
111,181 |
100 |
720-4 |
576-0 |
144-4 |
21.0% |
14-2 |
2.1% |
78% |
False |
False |
99,513 |
120 |
720-4 |
548-0 |
172-4 |
25.1% |
14-0 |
2.0% |
81% |
False |
False |
89,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
737-4 |
2.618 |
721-4 |
1.618 |
711-6 |
1.000 |
705-6 |
0.618 |
702-0 |
HIGH |
696-0 |
0.618 |
692-2 |
0.500 |
691-1 |
0.382 |
690-0 |
LOW |
686-2 |
0.618 |
680-2 |
1.000 |
676-4 |
1.618 |
670-4 |
2.618 |
660-6 |
4.250 |
644-6 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
691-1 |
690-6 |
PP |
690-2 |
690-0 |
S1 |
689-3 |
689-2 |
|