CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
710-4 |
702-4 |
-8-0 |
-1.1% |
675-0 |
| High |
711-0 |
714-4 |
3-4 |
0.5% |
708-0 |
| Low |
703-0 |
701-4 |
-1-4 |
-0.2% |
670-4 |
| Close |
707-2 |
714-0 |
6-6 |
1.0% |
701-6 |
| Range |
8-0 |
13-0 |
5-0 |
62.5% |
37-4 |
| ATR |
17-4 |
17-1 |
-0-3 |
-1.8% |
0-0 |
| Volume |
53,319 |
62,716 |
9,397 |
17.6% |
450,814 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
749-0 |
744-4 |
721-1 |
|
| R3 |
736-0 |
731-4 |
717-5 |
|
| R2 |
723-0 |
723-0 |
716-3 |
|
| R1 |
718-4 |
718-4 |
715-2 |
720-6 |
| PP |
710-0 |
710-0 |
710-0 |
711-1 |
| S1 |
705-4 |
705-4 |
712-6 |
707-6 |
| S2 |
697-0 |
697-0 |
711-5 |
|
| S3 |
684-0 |
692-4 |
710-3 |
|
| S4 |
671-0 |
679-4 |
706-7 |
|
|
| 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 |
714-4 |
677-0 |
37-4 |
5.3% |
9-1 |
1.3% |
99% |
True |
False |
76,641 |
| 10 |
714-4 |
670-4 |
44-0 |
6.2% |
10-3 |
1.5% |
99% |
True |
False |
65,537 |
| 20 |
714-4 |
662-4 |
52-0 |
7.3% |
13-0 |
1.8% |
99% |
True |
False |
63,163 |
| 40 |
722-4 |
603-0 |
119-4 |
16.7% |
15-1 |
2.1% |
93% |
False |
False |
71,981 |
| 60 |
764-0 |
603-0 |
161-0 |
22.5% |
14-7 |
2.1% |
69% |
False |
False |
68,162 |
| 80 |
764-0 |
603-0 |
161-0 |
22.5% |
15-0 |
2.1% |
69% |
False |
False |
58,491 |
| 100 |
764-0 |
603-0 |
161-0 |
22.5% |
14-5 |
2.0% |
69% |
False |
False |
51,036 |
| 120 |
764-0 |
583-4 |
180-4 |
25.3% |
14-0 |
2.0% |
72% |
False |
False |
44,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
769-6 |
|
2.618 |
748-4 |
|
1.618 |
735-4 |
|
1.000 |
727-4 |
|
0.618 |
722-4 |
|
HIGH |
714-4 |
|
0.618 |
709-4 |
|
0.500 |
708-0 |
|
0.382 |
706-4 |
|
LOW |
701-4 |
|
0.618 |
693-4 |
|
1.000 |
688-4 |
|
1.618 |
680-4 |
|
2.618 |
667-4 |
|
4.250 |
646-2 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
712-0 |
711-3 |
| PP |
710-0 |
708-7 |
| S1 |
708-0 |
706-2 |
|