CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
742-4 |
774-4 |
32-0 |
4.3% |
734-2 |
High |
768-4 |
775-4 |
7-0 |
0.9% |
768-4 |
Low |
742-4 |
767-0 |
24-4 |
3.3% |
729-4 |
Close |
767-0 |
770-0 |
3-0 |
0.4% |
767-0 |
Range |
26-0 |
8-4 |
-17-4 |
-67.3% |
39-0 |
ATR |
15-7 |
15-3 |
-0-4 |
-3.3% |
0-0 |
Volume |
150,906 |
176,045 |
25,139 |
16.7% |
703,137 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
796-3 |
791-5 |
774-5 |
|
R3 |
787-7 |
783-1 |
772-3 |
|
R2 |
779-3 |
779-3 |
771-4 |
|
R1 |
774-5 |
774-5 |
770-6 |
772-6 |
PP |
770-7 |
770-7 |
770-7 |
769-7 |
S1 |
766-1 |
766-1 |
769-2 |
764-2 |
S2 |
762-3 |
762-3 |
768-4 |
|
S3 |
753-7 |
757-5 |
767-5 |
|
S4 |
745-3 |
749-1 |
765-3 |
|
|
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 |
775-4 |
734-2 |
41-2 |
5.4% |
12-7 |
1.7% |
87% |
True |
False |
150,253 |
10 |
775-4 |
709-6 |
65-6 |
8.5% |
11-0 |
1.4% |
92% |
True |
False |
142,595 |
20 |
775-4 |
680-4 |
95-0 |
12.3% |
12-6 |
1.7% |
94% |
True |
False |
171,430 |
40 |
775-4 |
600-4 |
175-0 |
22.7% |
13-6 |
1.8% |
97% |
True |
False |
159,318 |
60 |
775-4 |
576-0 |
199-4 |
25.9% |
14-4 |
1.9% |
97% |
True |
False |
144,165 |
80 |
775-4 |
576-0 |
199-4 |
25.9% |
14-4 |
1.9% |
97% |
True |
False |
125,788 |
100 |
775-4 |
576-0 |
199-4 |
25.9% |
14-3 |
1.9% |
97% |
True |
False |
112,777 |
120 |
775-4 |
548-0 |
227-4 |
29.5% |
14-0 |
1.8% |
98% |
True |
False |
103,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
811-5 |
2.618 |
797-6 |
1.618 |
789-2 |
1.000 |
784-0 |
0.618 |
780-6 |
HIGH |
775-4 |
0.618 |
772-2 |
0.500 |
771-2 |
0.382 |
770-2 |
LOW |
767-0 |
0.618 |
761-6 |
1.000 |
758-4 |
1.618 |
753-2 |
2.618 |
744-6 |
4.250 |
730-7 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
771-2 |
765-1 |
PP |
770-7 |
760-3 |
S1 |
770-3 |
755-4 |
|