CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
693-2 |
717-4 |
24-2 |
3.5% |
677-0 |
High |
696-0 |
718-4 |
22-4 |
3.2% |
715-6 |
Low |
686-2 |
709-6 |
23-4 |
3.4% |
675-4 |
Close |
688-4 |
714-0 |
25-4 |
3.7% |
703-0 |
Range |
9-6 |
8-6 |
-1-0 |
-10.3% |
40-2 |
ATR |
18-3 |
19-1 |
0-7 |
4.6% |
0-0 |
Volume |
225,023 |
185,211 |
-39,812 |
-17.7% |
932,515 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740-3 |
735-7 |
718-6 |
|
R3 |
731-5 |
727-1 |
716-3 |
|
R2 |
722-7 |
722-7 |
715-5 |
|
R1 |
718-3 |
718-3 |
714-6 |
716-2 |
PP |
714-1 |
714-1 |
714-1 |
713-0 |
S1 |
709-5 |
709-5 |
713-2 |
707-4 |
S2 |
705-3 |
705-3 |
712-3 |
|
S3 |
696-5 |
700-7 |
711-5 |
|
S4 |
687-7 |
692-1 |
709-2 |
|
|
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 |
718-4 |
680-4 |
38-0 |
5.3% |
13-7 |
1.9% |
88% |
True |
False |
207,659 |
10 |
718-4 |
666-0 |
52-4 |
7.4% |
14-7 |
2.1% |
91% |
True |
False |
189,071 |
20 |
718-4 |
663-4 |
55-0 |
7.7% |
14-6 |
2.1% |
92% |
True |
False |
165,541 |
40 |
718-4 |
576-0 |
142-4 |
20.0% |
15-7 |
2.2% |
97% |
True |
False |
153,816 |
60 |
720-4 |
576-0 |
144-4 |
20.2% |
15-2 |
2.1% |
96% |
False |
False |
126,878 |
80 |
720-4 |
576-0 |
144-4 |
20.2% |
15-1 |
2.1% |
96% |
False |
False |
112,784 |
100 |
720-4 |
576-0 |
144-4 |
20.2% |
14-2 |
2.0% |
96% |
False |
False |
100,566 |
120 |
720-4 |
548-0 |
172-4 |
24.2% |
14-0 |
2.0% |
96% |
False |
False |
91,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
755-6 |
2.618 |
741-3 |
1.618 |
732-5 |
1.000 |
727-2 |
0.618 |
723-7 |
HIGH |
718-4 |
0.618 |
715-1 |
0.500 |
714-1 |
0.382 |
713-1 |
LOW |
709-6 |
0.618 |
704-3 |
1.000 |
701-0 |
1.618 |
695-5 |
2.618 |
686-7 |
4.250 |
672-4 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
714-1 |
710-1 |
PP |
714-1 |
706-2 |
S1 |
714-0 |
702-3 |
|