CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
737-0 |
742-2 |
5-2 |
0.7% |
722-0 |
High |
744-0 |
748-4 |
4-4 |
0.6% |
733-0 |
Low |
734-2 |
739-2 |
5-0 |
0.7% |
709-6 |
Close |
743-4 |
743-0 |
-0-4 |
-0.1% |
725-2 |
Range |
9-6 |
9-2 |
-0-4 |
-5.1% |
23-2 |
ATR |
15-7 |
15-4 |
-0-4 |
-3.0% |
0-0 |
Volume |
123,198 |
156,993 |
33,795 |
27.4% |
736,399 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
771-3 |
766-3 |
748-1 |
|
R3 |
762-1 |
757-1 |
745-4 |
|
R2 |
752-7 |
752-7 |
744-6 |
|
R1 |
747-7 |
747-7 |
743-7 |
750-3 |
PP |
743-5 |
743-5 |
743-5 |
744-6 |
S1 |
738-5 |
738-5 |
742-1 |
741-1 |
S2 |
734-3 |
734-3 |
741-2 |
|
S3 |
725-1 |
729-3 |
740-4 |
|
S4 |
715-7 |
720-1 |
737-7 |
|
|
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 |
748-4 |
709-6 |
38-6 |
5.2% |
8-2 |
1.1% |
86% |
True |
False |
135,815 |
10 |
748-4 |
709-6 |
38-6 |
5.2% |
9-2 |
1.2% |
86% |
True |
False |
154,519 |
20 |
748-4 |
666-0 |
82-4 |
11.1% |
12-0 |
1.6% |
93% |
True |
False |
169,610 |
40 |
748-4 |
576-0 |
172-4 |
23.2% |
13-7 |
1.9% |
97% |
True |
False |
157,626 |
60 |
748-4 |
576-0 |
172-4 |
23.2% |
14-3 |
1.9% |
97% |
True |
False |
139,774 |
80 |
748-4 |
576-0 |
172-4 |
23.2% |
14-4 |
1.9% |
97% |
True |
False |
122,260 |
100 |
748-4 |
576-0 |
172-4 |
23.2% |
14-1 |
1.9% |
97% |
True |
False |
110,288 |
120 |
748-4 |
548-0 |
200-4 |
27.0% |
13-7 |
1.9% |
97% |
True |
False |
100,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
787-6 |
2.618 |
772-6 |
1.618 |
763-4 |
1.000 |
757-6 |
0.618 |
754-2 |
HIGH |
748-4 |
0.618 |
745-0 |
0.500 |
743-7 |
0.382 |
742-6 |
LOW |
739-2 |
0.618 |
733-4 |
1.000 |
730-0 |
1.618 |
724-2 |
2.618 |
715-0 |
4.250 |
700-0 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
743-7 |
741-5 |
PP |
743-5 |
740-3 |
S1 |
743-2 |
739-0 |
|