CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
771-4 |
760-0 |
-11-4 |
-1.5% |
734-2 |
| High |
775-4 |
766-0 |
-9-4 |
-1.2% |
768-4 |
| Low |
767-0 |
737-6 |
-29-2 |
-3.8% |
729-4 |
| Close |
767-4 |
738-4 |
-29-0 |
-3.8% |
767-0 |
| Range |
8-4 |
28-2 |
19-6 |
232.4% |
39-0 |
| ATR |
14-7 |
15-7 |
1-1 |
7.2% |
0-0 |
| Volume |
157,220 |
198,474 |
41,254 |
26.2% |
703,137 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
832-1 |
813-5 |
754-0 |
|
| R3 |
803-7 |
785-3 |
746-2 |
|
| R2 |
775-5 |
775-5 |
743-5 |
|
| R1 |
757-1 |
757-1 |
741-1 |
752-2 |
| PP |
747-3 |
747-3 |
747-3 |
745-0 |
| S1 |
728-7 |
728-7 |
735-7 |
724-0 |
| S2 |
719-1 |
719-1 |
733-3 |
|
| S3 |
690-7 |
700-5 |
730-6 |
|
| S4 |
662-5 |
672-3 |
723-0 |
|
|
| 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 |
737-6 |
39-2 |
5.3% |
17-2 |
2.3% |
2% |
False |
True |
177,911 |
| 10 |
777-0 |
719-6 |
57-2 |
7.8% |
13-1 |
1.8% |
33% |
False |
False |
157,973 |
| 20 |
777-0 |
680-4 |
96-4 |
13.1% |
12-4 |
1.7% |
60% |
False |
False |
171,598 |
| 40 |
777-0 |
617-0 |
160-0 |
21.7% |
14-1 |
1.9% |
76% |
False |
False |
161,399 |
| 60 |
777-0 |
576-0 |
201-0 |
27.2% |
14-7 |
2.0% |
81% |
False |
False |
150,157 |
| 80 |
777-0 |
576-0 |
201-0 |
27.2% |
14-4 |
2.0% |
81% |
False |
False |
130,063 |
| 100 |
777-0 |
576-0 |
201-0 |
27.2% |
14-5 |
2.0% |
81% |
False |
False |
116,855 |
| 120 |
777-0 |
548-0 |
229-0 |
31.0% |
14-1 |
1.9% |
83% |
False |
False |
106,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886-0 |
|
2.618 |
840-0 |
|
1.618 |
811-6 |
|
1.000 |
794-2 |
|
0.618 |
783-4 |
|
HIGH |
766-0 |
|
0.618 |
755-2 |
|
0.500 |
751-7 |
|
0.382 |
748-4 |
|
LOW |
737-6 |
|
0.618 |
720-2 |
|
1.000 |
709-4 |
|
1.618 |
692-0 |
|
2.618 |
663-6 |
|
4.250 |
617-6 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
751-7 |
757-3 |
| PP |
747-3 |
751-1 |
| S1 |
743-0 |
744-6 |
|