CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
709-6 |
720-0 |
10-2 |
1.4% |
722-0 |
| High |
716-4 |
728-4 |
12-0 |
1.7% |
733-0 |
| Low |
709-6 |
719-6 |
10-0 |
1.4% |
709-6 |
| Close |
713-0 |
725-2 |
12-2 |
1.7% |
725-2 |
| Range |
6-6 |
8-6 |
2-0 |
29.6% |
23-2 |
| ATR |
17-0 |
16-7 |
-0-1 |
-0.6% |
0-0 |
| Volume |
133,026 |
137,944 |
4,918 |
3.7% |
736,399 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750-6 |
746-6 |
730-0 |
|
| R3 |
742-0 |
738-0 |
727-5 |
|
| R2 |
733-2 |
733-2 |
726-7 |
|
| R1 |
729-2 |
729-2 |
726-0 |
731-2 |
| PP |
724-4 |
724-4 |
724-4 |
725-4 |
| S1 |
720-4 |
720-4 |
724-4 |
722-4 |
| S2 |
715-6 |
715-6 |
723-5 |
|
| S3 |
707-0 |
711-6 |
722-7 |
|
| S4 |
698-2 |
703-0 |
720-4 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-3 |
782-1 |
738-0 |
|
| R3 |
769-1 |
758-7 |
731-5 |
|
| R2 |
745-7 |
745-7 |
729-4 |
|
| R1 |
735-5 |
735-5 |
727-3 |
740-6 |
| PP |
722-5 |
722-5 |
722-5 |
725-2 |
| S1 |
712-3 |
712-3 |
723-1 |
717-4 |
| S2 |
699-3 |
699-3 |
721-0 |
|
| S3 |
676-1 |
689-1 |
718-7 |
|
| S4 |
652-7 |
665-7 |
712-4 |
|
|
| 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% |
9-4 |
1.3% |
67% |
False |
False |
147,279 |
| 10 |
733-0 |
680-4 |
52-4 |
7.2% |
10-5 |
1.5% |
85% |
False |
False |
177,401 |
| 20 |
733-0 |
666-0 |
67-0 |
9.2% |
12-7 |
1.8% |
88% |
False |
False |
168,036 |
| 40 |
733-0 |
576-0 |
157-0 |
21.6% |
14-5 |
2.0% |
95% |
False |
False |
158,960 |
| 60 |
733-0 |
576-0 |
157-0 |
21.6% |
14-5 |
2.0% |
95% |
False |
False |
135,989 |
| 80 |
733-0 |
576-0 |
157-0 |
21.6% |
14-7 |
2.1% |
95% |
False |
False |
120,058 |
| 100 |
733-0 |
576-0 |
157-0 |
21.6% |
14-1 |
2.0% |
95% |
False |
False |
107,730 |
| 120 |
733-0 |
548-0 |
185-0 |
25.5% |
13-7 |
1.9% |
96% |
False |
False |
97,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765-6 |
|
2.618 |
751-3 |
|
1.618 |
742-5 |
|
1.000 |
737-2 |
|
0.618 |
733-7 |
|
HIGH |
728-4 |
|
0.618 |
725-1 |
|
0.500 |
724-1 |
|
0.382 |
723-1 |
|
LOW |
719-6 |
|
0.618 |
714-3 |
|
1.000 |
711-0 |
|
1.618 |
705-5 |
|
2.618 |
696-7 |
|
4.250 |
682-4 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
724-7 |
724-0 |
| PP |
724-4 |
722-5 |
| S1 |
724-1 |
721-3 |
|