CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
722-0 |
714-4 |
-7-4 |
-1.0% |
685-0 |
| High |
724-0 |
728-0 |
4-0 |
0.6% |
720-6 |
| Low |
715-6 |
714-4 |
-1-2 |
-0.2% |
680-4 |
| Close |
720-0 |
727-4 |
7-4 |
1.0% |
714-4 |
| Range |
8-2 |
13-4 |
5-2 |
63.6% |
40-2 |
| ATR |
17-7 |
17-5 |
-0-3 |
-1.7% |
0-0 |
| Volume |
189,627 |
111,854 |
-77,773 |
-41.0% |
1,037,616 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763-7 |
759-1 |
734-7 |
|
| R3 |
750-3 |
745-5 |
731-2 |
|
| R2 |
736-7 |
736-7 |
730-0 |
|
| R1 |
732-1 |
732-1 |
728-6 |
734-4 |
| PP |
723-3 |
723-3 |
723-3 |
724-4 |
| S1 |
718-5 |
718-5 |
726-2 |
721-0 |
| S2 |
709-7 |
709-7 |
725-0 |
|
| S3 |
696-3 |
705-1 |
723-6 |
|
| S4 |
682-7 |
691-5 |
720-1 |
|
|
| 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 |
728-0 |
686-2 |
41-6 |
5.7% |
10-1 |
1.4% |
99% |
True |
False |
185,437 |
| 10 |
728-0 |
680-4 |
47-4 |
6.5% |
12-7 |
1.8% |
99% |
True |
False |
196,839 |
| 20 |
728-0 |
663-4 |
64-4 |
8.9% |
14-0 |
1.9% |
99% |
True |
False |
169,206 |
| 40 |
728-0 |
576-0 |
152-0 |
20.9% |
15-4 |
2.1% |
100% |
True |
False |
157,668 |
| 60 |
728-0 |
576-0 |
152-0 |
20.9% |
14-7 |
2.0% |
100% |
True |
False |
132,097 |
| 80 |
728-0 |
576-0 |
152-0 |
20.9% |
14-7 |
2.0% |
100% |
True |
False |
116,684 |
| 100 |
728-0 |
576-0 |
152-0 |
20.9% |
14-2 |
2.0% |
100% |
True |
False |
104,773 |
| 120 |
728-0 |
548-0 |
180-0 |
24.7% |
14-0 |
1.9% |
100% |
True |
False |
94,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
785-3 |
|
2.618 |
763-3 |
|
1.618 |
749-7 |
|
1.000 |
741-4 |
|
0.618 |
736-3 |
|
HIGH |
728-0 |
|
0.618 |
722-7 |
|
0.500 |
721-2 |
|
0.382 |
719-5 |
|
LOW |
714-4 |
|
0.618 |
706-1 |
|
1.000 |
701-0 |
|
1.618 |
692-5 |
|
2.618 |
679-1 |
|
4.250 |
657-1 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
725-3 |
724-6 |
| PP |
723-3 |
722-0 |
| S1 |
721-2 |
719-2 |
|