CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
714-4 |
730-0 |
15-4 |
2.2% |
685-0 |
High |
728-0 |
733-0 |
5-0 |
0.7% |
720-6 |
Low |
714-4 |
722-6 |
8-2 |
1.2% |
680-4 |
Close |
727-4 |
725-4 |
-2-0 |
-0.3% |
714-4 |
Range |
13-4 |
10-2 |
-3-2 |
-24.1% |
40-2 |
ATR |
17-5 |
17-0 |
-0-4 |
-3.0% |
0-0 |
Volume |
111,854 |
163,948 |
52,094 |
46.6% |
1,037,616 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
757-7 |
751-7 |
731-1 |
|
R3 |
747-5 |
741-5 |
728-3 |
|
R2 |
737-3 |
737-3 |
727-3 |
|
R1 |
731-3 |
731-3 |
726-4 |
729-2 |
PP |
727-1 |
727-1 |
727-1 |
726-0 |
S1 |
721-1 |
721-1 |
724-4 |
719-0 |
S2 |
716-7 |
716-7 |
723-5 |
|
S3 |
706-5 |
710-7 |
722-5 |
|
S4 |
696-3 |
700-5 |
719-7 |
|
|
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 |
733-0 |
709-6 |
23-2 |
3.2% |
10-2 |
1.4% |
68% |
True |
False |
173,222 |
10 |
733-0 |
680-4 |
52-4 |
7.2% |
12-7 |
1.8% |
86% |
True |
False |
190,148 |
20 |
733-0 |
663-4 |
69-4 |
9.6% |
13-6 |
1.9% |
89% |
True |
False |
168,728 |
40 |
733-0 |
576-0 |
157-0 |
21.6% |
15-5 |
2.1% |
95% |
True |
False |
159,783 |
60 |
733-0 |
576-0 |
157-0 |
21.6% |
14-7 |
2.0% |
95% |
True |
False |
133,968 |
80 |
733-0 |
576-0 |
157-0 |
21.6% |
15-0 |
2.1% |
95% |
True |
False |
118,195 |
100 |
733-0 |
576-0 |
157-0 |
21.6% |
14-2 |
2.0% |
95% |
True |
False |
105,931 |
120 |
733-0 |
548-0 |
185-0 |
25.5% |
13-7 |
1.9% |
96% |
True |
False |
95,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
776-4 |
2.618 |
759-7 |
1.618 |
749-5 |
1.000 |
743-2 |
0.618 |
739-3 |
HIGH |
733-0 |
0.618 |
729-1 |
0.500 |
727-7 |
0.382 |
726-5 |
LOW |
722-6 |
0.618 |
716-3 |
1.000 |
712-4 |
1.618 |
706-1 |
2.618 |
695-7 |
4.250 |
679-2 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
727-7 |
724-7 |
PP |
727-1 |
724-3 |
S1 |
726-2 |
723-6 |
|