CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
774-4 |
763-0 |
-11-4 |
-1.5% |
734-2 |
High |
775-4 |
777-0 |
1-4 |
0.2% |
768-4 |
Low |
767-0 |
762-2 |
-4-6 |
-0.6% |
729-4 |
Close |
770-0 |
775-2 |
5-2 |
0.7% |
767-0 |
Range |
8-4 |
14-6 |
6-2 |
73.5% |
39-0 |
ATR |
15-3 |
15-3 |
0-0 |
-0.3% |
0-0 |
Volume |
176,045 |
206,914 |
30,869 |
17.5% |
703,137 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
815-6 |
810-2 |
783-3 |
|
R3 |
801-0 |
795-4 |
779-2 |
|
R2 |
786-2 |
786-2 |
778-0 |
|
R1 |
780-6 |
780-6 |
776-5 |
783-4 |
PP |
771-4 |
771-4 |
771-4 |
772-7 |
S1 |
766-0 |
766-0 |
773-7 |
768-6 |
S2 |
756-6 |
756-6 |
772-4 |
|
S3 |
742-0 |
751-2 |
771-2 |
|
S4 |
727-2 |
736-4 |
767-1 |
|
|
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 |
777-0 |
735-4 |
41-4 |
5.4% |
13-7 |
1.8% |
96% |
True |
False |
166,996 |
10 |
777-0 |
709-6 |
67-2 |
8.7% |
11-1 |
1.4% |
97% |
True |
False |
152,101 |
20 |
777-0 |
680-4 |
96-4 |
12.4% |
12-0 |
1.5% |
98% |
True |
False |
174,470 |
40 |
777-0 |
604-0 |
173-0 |
22.3% |
13-6 |
1.8% |
99% |
True |
False |
158,719 |
60 |
777-0 |
576-0 |
201-0 |
25.9% |
14-5 |
1.9% |
99% |
True |
False |
146,637 |
80 |
777-0 |
576-0 |
201-0 |
25.9% |
14-3 |
1.9% |
99% |
True |
False |
127,463 |
100 |
777-0 |
576-0 |
201-0 |
25.9% |
14-4 |
1.9% |
99% |
True |
False |
114,406 |
120 |
777-0 |
548-0 |
229-0 |
29.5% |
14-0 |
1.8% |
99% |
True |
False |
104,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
839-6 |
2.618 |
815-5 |
1.618 |
800-7 |
1.000 |
791-6 |
0.618 |
786-1 |
HIGH |
777-0 |
0.618 |
771-3 |
0.500 |
769-5 |
0.382 |
767-7 |
LOW |
762-2 |
0.618 |
753-1 |
1.000 |
747-4 |
1.618 |
738-3 |
2.618 |
723-5 |
4.250 |
699-4 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
773-3 |
770-1 |
PP |
771-4 |
764-7 |
S1 |
769-5 |
759-6 |
|