CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
692-0 |
690-0 |
-2-0 |
-0.3% |
674-0 |
| High |
699-2 |
697-4 |
-1-6 |
-0.3% |
711-2 |
| Low |
683-0 |
680-4 |
-2-4 |
-0.4% |
672-0 |
| Close |
693-6 |
693-0 |
-0-6 |
-0.1% |
693-0 |
| Range |
16-2 |
17-0 |
0-6 |
4.6% |
39-2 |
| ATR |
19-3 |
19-2 |
-0-1 |
-0.9% |
0-0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741-3 |
734-1 |
702-3 |
|
| R3 |
724-3 |
717-1 |
697-5 |
|
| R2 |
707-3 |
707-3 |
696-1 |
|
| R1 |
700-1 |
700-1 |
694-4 |
703-6 |
| PP |
690-3 |
690-3 |
690-3 |
692-1 |
| S1 |
683-1 |
683-1 |
691-4 |
686-6 |
| S2 |
673-3 |
673-3 |
689-7 |
|
| S3 |
656-3 |
666-1 |
688-3 |
|
| S4 |
639-3 |
649-1 |
683-5 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809-7 |
790-5 |
714-5 |
|
| R3 |
770-5 |
751-3 |
703-6 |
|
| R2 |
731-3 |
731-3 |
700-2 |
|
| R1 |
712-1 |
712-1 |
696-5 |
721-6 |
| PP |
692-1 |
692-1 |
692-1 |
696-7 |
| S1 |
672-7 |
672-7 |
689-3 |
682-4 |
| S2 |
652-7 |
652-7 |
685-6 |
|
| S3 |
613-5 |
633-5 |
682-2 |
|
| S4 |
574-3 |
594-3 |
671-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
711-2 |
672-0 |
39-2 |
5.7% |
16-7 |
2.4% |
54% |
False |
False |
51,794 |
| 10 |
711-2 |
662-4 |
48-6 |
7.0% |
14-6 |
2.1% |
63% |
False |
False |
58,073 |
| 20 |
722-4 |
632-0 |
90-4 |
13.1% |
16-0 |
2.3% |
67% |
False |
False |
58,293 |
| 40 |
759-0 |
603-0 |
156-0 |
22.5% |
16-5 |
2.4% |
58% |
False |
False |
73,333 |
| 60 |
764-0 |
603-0 |
161-0 |
23.2% |
15-5 |
2.2% |
56% |
False |
False |
62,910 |
| 80 |
764-0 |
603-0 |
161-0 |
23.2% |
15-3 |
2.2% |
56% |
False |
False |
53,463 |
| 100 |
764-0 |
583-4 |
180-4 |
26.0% |
14-7 |
2.2% |
61% |
False |
False |
46,588 |
| 120 |
764-0 |
583-4 |
180-4 |
26.0% |
14-1 |
2.0% |
61% |
False |
False |
40,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
769-6 |
|
2.618 |
742-0 |
|
1.618 |
725-0 |
|
1.000 |
714-4 |
|
0.618 |
708-0 |
|
HIGH |
697-4 |
|
0.618 |
691-0 |
|
0.500 |
689-0 |
|
0.382 |
687-0 |
|
LOW |
680-4 |
|
0.618 |
670-0 |
|
1.000 |
663-4 |
|
1.618 |
653-0 |
|
2.618 |
636-0 |
|
4.250 |
608-2 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
691-5 |
695-2 |
| PP |
690-3 |
694-4 |
| S1 |
689-0 |
693-6 |
|