CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
708-0 |
702-0 |
-6-0 |
-0.8% |
675-0 |
| High |
708-0 |
706-0 |
-2-0 |
-0.3% |
708-0 |
| Low |
699-4 |
698-0 |
-1-4 |
-0.2% |
670-4 |
| Close |
702-4 |
701-6 |
-0-6 |
-0.1% |
701-6 |
| Range |
8-4 |
8-0 |
-0-4 |
-5.9% |
37-4 |
| ATR |
18-7 |
18-1 |
-0-6 |
-4.1% |
0-0 |
| Volume |
98,966 |
86,736 |
-12,230 |
-12.4% |
450,814 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725-7 |
721-7 |
706-1 |
|
| R3 |
717-7 |
713-7 |
704-0 |
|
| R2 |
709-7 |
709-7 |
703-2 |
|
| R1 |
705-7 |
705-7 |
702-4 |
703-7 |
| PP |
701-7 |
701-7 |
701-7 |
701-0 |
| S1 |
697-7 |
697-7 |
701-0 |
695-7 |
| S2 |
693-7 |
693-7 |
700-2 |
|
| S3 |
685-7 |
689-7 |
699-4 |
|
| S4 |
677-7 |
681-7 |
697-3 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
805-7 |
791-3 |
722-3 |
|
| R3 |
768-3 |
753-7 |
712-0 |
|
| R2 |
730-7 |
730-7 |
708-5 |
|
| R1 |
716-3 |
716-3 |
705-2 |
723-5 |
| PP |
693-3 |
693-3 |
693-3 |
697-0 |
| S1 |
678-7 |
678-7 |
698-2 |
686-1 |
| S2 |
655-7 |
655-7 |
694-7 |
|
| S3 |
618-3 |
641-3 |
691-4 |
|
| S4 |
580-7 |
603-7 |
681-1 |
|
|
| 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% |
8-3 |
1.2% |
83% |
False |
False |
90,162 |
| 10 |
711-2 |
670-4 |
40-6 |
5.8% |
12-5 |
1.8% |
77% |
False |
False |
70,978 |
| 20 |
722-4 |
662-4 |
60-0 |
8.6% |
14-0 |
2.0% |
65% |
False |
False |
63,798 |
| 40 |
722-4 |
603-0 |
119-4 |
17.0% |
15-2 |
2.2% |
83% |
False |
False |
73,149 |
| 60 |
764-0 |
603-0 |
161-0 |
22.9% |
15-1 |
2.1% |
61% |
False |
False |
67,424 |
| 80 |
764-0 |
603-0 |
161-0 |
22.9% |
15-2 |
2.2% |
61% |
False |
False |
57,622 |
| 100 |
764-0 |
603-0 |
161-0 |
22.9% |
14-5 |
2.1% |
61% |
False |
False |
50,050 |
| 120 |
764-0 |
583-4 |
180-4 |
25.7% |
14-0 |
2.0% |
66% |
False |
False |
44,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
740-0 |
|
2.618 |
727-0 |
|
1.618 |
719-0 |
|
1.000 |
714-0 |
|
0.618 |
711-0 |
|
HIGH |
706-0 |
|
0.618 |
703-0 |
|
0.500 |
702-0 |
|
0.382 |
701-0 |
|
LOW |
698-0 |
|
0.618 |
693-0 |
|
1.000 |
690-0 |
|
1.618 |
685-0 |
|
2.618 |
677-0 |
|
4.250 |
664-0 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
702-0 |
698-5 |
| PP |
701-7 |
695-5 |
| S1 |
701-7 |
692-4 |
|