CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
717-4 |
713-4 |
-4-0 |
-0.6% |
685-0 |
High |
718-4 |
720-6 |
2-2 |
0.3% |
720-6 |
Low |
709-6 |
710-4 |
0-6 |
0.1% |
680-4 |
Close |
714-0 |
714-4 |
0-4 |
0.1% |
714-4 |
Range |
8-6 |
10-2 |
1-4 |
17.1% |
40-2 |
ATR |
19-1 |
18-4 |
-0-5 |
-3.3% |
0-0 |
Volume |
185,211 |
215,474 |
30,263 |
16.3% |
1,037,616 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
746-0 |
740-4 |
720-1 |
|
R3 |
735-6 |
730-2 |
717-3 |
|
R2 |
725-4 |
725-4 |
716-3 |
|
R1 |
720-0 |
720-0 |
715-4 |
722-6 |
PP |
715-2 |
715-2 |
715-2 |
716-5 |
S1 |
709-6 |
709-6 |
713-4 |
712-4 |
S2 |
705-0 |
705-0 |
712-5 |
|
S3 |
694-6 |
699-4 |
711-5 |
|
S4 |
684-4 |
689-2 |
708-7 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
826-0 |
810-4 |
736-5 |
|
R3 |
785-6 |
770-2 |
725-5 |
|
R2 |
745-4 |
745-4 |
721-7 |
|
R1 |
730-0 |
730-0 |
718-2 |
737-6 |
PP |
705-2 |
705-2 |
705-2 |
709-1 |
S1 |
689-6 |
689-6 |
710-6 |
697-4 |
S2 |
665-0 |
665-0 |
707-1 |
|
S3 |
624-6 |
649-4 |
703-3 |
|
S4 |
584-4 |
609-2 |
692-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
720-6 |
680-4 |
40-2 |
5.6% |
11-7 |
1.7% |
84% |
True |
False |
207,523 |
10 |
720-6 |
675-4 |
45-2 |
6.3% |
14-7 |
2.1% |
86% |
True |
False |
197,013 |
20 |
720-6 |
663-4 |
57-2 |
8.0% |
14-3 |
2.0% |
89% |
True |
False |
169,054 |
40 |
720-6 |
576-0 |
144-6 |
20.3% |
15-5 |
2.2% |
96% |
True |
False |
155,712 |
60 |
720-6 |
576-0 |
144-6 |
20.3% |
15-1 |
2.1% |
96% |
True |
False |
129,370 |
80 |
720-6 |
576-0 |
144-6 |
20.3% |
15-1 |
2.1% |
96% |
True |
False |
114,733 |
100 |
720-6 |
576-0 |
144-6 |
20.3% |
14-2 |
2.0% |
96% |
True |
False |
102,364 |
120 |
720-6 |
548-0 |
172-6 |
24.2% |
14-0 |
2.0% |
96% |
True |
False |
92,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
764-2 |
2.618 |
747-5 |
1.618 |
737-3 |
1.000 |
731-0 |
0.618 |
727-1 |
HIGH |
720-6 |
0.618 |
716-7 |
0.500 |
715-5 |
0.382 |
714-3 |
LOW |
710-4 |
0.618 |
704-1 |
1.000 |
700-2 |
1.618 |
693-7 |
2.618 |
683-5 |
4.250 |
667-0 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
715-5 |
710-7 |
PP |
715-2 |
707-1 |
S1 |
714-7 |
703-4 |
|