CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
683-0 |
708-0 |
25-0 |
3.7% |
674-0 |
| High |
685-0 |
708-0 |
23-0 |
3.4% |
711-2 |
| Low |
677-0 |
699-4 |
22-4 |
3.3% |
672-0 |
| Close |
678-0 |
702-4 |
24-4 |
3.6% |
693-0 |
| Range |
8-0 |
8-4 |
0-4 |
6.3% |
39-2 |
| ATR |
18-0 |
18-7 |
0-7 |
4.7% |
0-0 |
| Volume |
81,471 |
98,966 |
17,495 |
21.5% |
258,971 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
728-7 |
724-1 |
707-1 |
|
| R3 |
720-3 |
715-5 |
704-7 |
|
| R2 |
711-7 |
711-7 |
704-0 |
|
| R1 |
707-1 |
707-1 |
703-2 |
705-2 |
| PP |
703-3 |
703-3 |
703-3 |
702-3 |
| S1 |
698-5 |
698-5 |
701-6 |
696-6 |
| S2 |
694-7 |
694-7 |
701-0 |
|
| S3 |
686-3 |
690-1 |
700-1 |
|
| S4 |
677-7 |
681-5 |
697-7 |
|
|
| 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 |
708-0 |
670-4 |
37-4 |
5.3% |
10-2 |
1.5% |
85% |
True |
False |
72,815 |
| 10 |
711-2 |
662-4 |
48-6 |
6.9% |
12-6 |
1.8% |
82% |
False |
False |
69,969 |
| 20 |
722-4 |
662-4 |
60-0 |
8.5% |
14-2 |
2.0% |
67% |
False |
False |
62,993 |
| 40 |
722-4 |
603-0 |
119-4 |
17.0% |
15-5 |
2.2% |
83% |
False |
False |
73,935 |
| 60 |
764-0 |
603-0 |
161-0 |
22.9% |
15-2 |
2.2% |
62% |
False |
False |
66,623 |
| 80 |
764-0 |
603-0 |
161-0 |
22.9% |
15-1 |
2.2% |
62% |
False |
False |
56,763 |
| 100 |
764-0 |
603-0 |
161-0 |
22.9% |
14-5 |
2.1% |
62% |
False |
False |
49,271 |
| 120 |
764-0 |
583-4 |
180-4 |
25.7% |
14-1 |
2.0% |
66% |
False |
False |
43,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
744-1 |
|
2.618 |
730-2 |
|
1.618 |
721-6 |
|
1.000 |
716-4 |
|
0.618 |
713-2 |
|
HIGH |
708-0 |
|
0.618 |
704-6 |
|
0.500 |
703-6 |
|
0.382 |
702-6 |
|
LOW |
699-4 |
|
0.618 |
694-2 |
|
1.000 |
691-0 |
|
1.618 |
685-6 |
|
2.618 |
677-2 |
|
4.250 |
663-3 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
703-6 |
699-1 |
| PP |
703-3 |
695-7 |
| S1 |
702-7 |
692-4 |
|