CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
735-4 |
742-4 |
7-0 |
1.0% |
734-2 |
High |
746-2 |
768-4 |
22-2 |
3.0% |
768-4 |
Low |
735-4 |
742-4 |
7-0 |
1.0% |
729-4 |
Close |
743-4 |
767-0 |
23-4 |
3.2% |
767-0 |
Range |
10-6 |
26-0 |
15-2 |
141.9% |
39-0 |
ATR |
15-1 |
15-7 |
0-6 |
5.1% |
0-0 |
Volume |
144,125 |
150,906 |
6,781 |
4.7% |
703,137 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
837-3 |
828-1 |
781-2 |
|
R3 |
811-3 |
802-1 |
774-1 |
|
R2 |
785-3 |
785-3 |
771-6 |
|
R1 |
776-1 |
776-1 |
769-3 |
780-6 |
PP |
759-3 |
759-3 |
759-3 |
761-5 |
S1 |
750-1 |
750-1 |
764-5 |
754-6 |
S2 |
733-3 |
733-3 |
762-2 |
|
S3 |
707-3 |
724-1 |
759-7 |
|
S4 |
681-3 |
698-1 |
752-6 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
872-0 |
858-4 |
788-4 |
|
R3 |
833-0 |
819-4 |
777-6 |
|
R2 |
794-0 |
794-0 |
774-1 |
|
R1 |
780-4 |
780-4 |
770-5 |
787-2 |
PP |
755-0 |
755-0 |
755-0 |
758-3 |
S1 |
741-4 |
741-4 |
763-3 |
748-2 |
S2 |
716-0 |
716-0 |
759-7 |
|
S3 |
677-0 |
702-4 |
756-2 |
|
S4 |
638-0 |
663-4 |
745-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
768-4 |
729-4 |
39-0 |
5.1% |
12-4 |
1.6% |
96% |
True |
False |
140,627 |
10 |
768-4 |
709-6 |
58-6 |
7.7% |
11-0 |
1.4% |
97% |
True |
False |
143,953 |
20 |
768-4 |
675-4 |
93-0 |
12.1% |
13-0 |
1.7% |
98% |
True |
False |
170,483 |
40 |
768-4 |
576-0 |
192-4 |
25.1% |
14-1 |
1.8% |
99% |
True |
False |
157,009 |
60 |
768-4 |
576-0 |
192-4 |
25.1% |
14-5 |
1.9% |
99% |
True |
False |
142,572 |
80 |
768-4 |
576-0 |
192-4 |
25.1% |
14-4 |
1.9% |
99% |
True |
False |
124,196 |
100 |
768-4 |
576-0 |
192-4 |
25.1% |
14-3 |
1.9% |
99% |
True |
False |
111,538 |
120 |
768-4 |
548-0 |
220-4 |
28.7% |
14-0 |
1.8% |
99% |
True |
False |
101,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
879-0 |
2.618 |
836-5 |
1.618 |
810-5 |
1.000 |
794-4 |
0.618 |
784-5 |
HIGH |
768-4 |
0.618 |
758-5 |
0.500 |
755-4 |
0.382 |
752-3 |
LOW |
742-4 |
0.618 |
726-3 |
1.000 |
716-4 |
1.618 |
700-3 |
2.618 |
674-3 |
4.250 |
632-0 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
763-1 |
762-0 |
PP |
759-3 |
757-0 |
S1 |
755-4 |
752-0 |
|