CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
707-2 |
692-0 |
-15-2 |
-2.2% |
680-4 |
| High |
710-0 |
699-2 |
-10-6 |
-1.5% |
693-0 |
| Low |
702-0 |
683-0 |
-19-0 |
-2.7% |
662-4 |
| Close |
706-0 |
693-6 |
-12-2 |
-1.7% |
665-4 |
| Range |
8-0 |
16-2 |
8-2 |
103.1% |
30-4 |
| ATR |
19-1 |
19-3 |
0-2 |
1.4% |
0-0 |
| Volume |
88,522 |
0 |
-88,522 |
-100.0% |
321,767 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740-6 |
733-4 |
702-6 |
|
| R3 |
724-4 |
717-2 |
698-2 |
|
| R2 |
708-2 |
708-2 |
696-6 |
|
| R1 |
701-0 |
701-0 |
695-2 |
704-5 |
| PP |
692-0 |
692-0 |
692-0 |
693-6 |
| S1 |
684-6 |
684-6 |
692-2 |
688-3 |
| S2 |
675-6 |
675-6 |
690-6 |
|
| S3 |
659-4 |
668-4 |
689-2 |
|
| S4 |
643-2 |
652-2 |
684-6 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765-1 |
745-7 |
682-2 |
|
| R3 |
734-5 |
715-3 |
673-7 |
|
| R2 |
704-1 |
704-1 |
671-1 |
|
| R1 |
684-7 |
684-7 |
668-2 |
679-2 |
| PP |
673-5 |
673-5 |
673-5 |
670-7 |
| S1 |
654-3 |
654-3 |
662-6 |
648-6 |
| S2 |
643-1 |
643-1 |
659-7 |
|
| S3 |
612-5 |
623-7 |
657-1 |
|
| S4 |
582-1 |
593-3 |
648-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
711-2 |
662-4 |
48-6 |
7.0% |
15-3 |
2.2% |
64% |
False |
False |
67,122 |
| 10 |
711-2 |
662-4 |
48-6 |
7.0% |
14-7 |
2.1% |
64% |
False |
False |
58,073 |
| 20 |
722-4 |
628-4 |
94-0 |
13.5% |
16-0 |
2.3% |
69% |
False |
False |
61,129 |
| 40 |
764-0 |
603-0 |
161-0 |
23.2% |
16-4 |
2.4% |
56% |
False |
False |
76,032 |
| 60 |
764-0 |
603-0 |
161-0 |
23.2% |
15-4 |
2.2% |
56% |
False |
False |
63,526 |
| 80 |
764-0 |
603-0 |
161-0 |
23.2% |
15-3 |
2.2% |
56% |
False |
False |
53,752 |
| 100 |
764-0 |
583-4 |
180-4 |
26.0% |
14-7 |
2.1% |
61% |
False |
False |
46,689 |
| 120 |
764-0 |
583-4 |
180-4 |
26.0% |
14-0 |
2.0% |
61% |
False |
False |
40,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
768-2 |
|
2.618 |
741-6 |
|
1.618 |
725-4 |
|
1.000 |
715-4 |
|
0.618 |
709-2 |
|
HIGH |
699-2 |
|
0.618 |
693-0 |
|
0.500 |
691-1 |
|
0.382 |
689-2 |
|
LOW |
683-0 |
|
0.618 |
673-0 |
|
1.000 |
666-6 |
|
1.618 |
656-6 |
|
2.618 |
640-4 |
|
4.250 |
614-0 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
692-7 |
695-1 |
| PP |
692-0 |
694-5 |
| S1 |
691-1 |
694-2 |
|