CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
718-0 |
697-0 |
-21-0 |
-2.9% |
675-0 |
| High |
718-6 |
701-0 |
-17-6 |
-2.5% |
708-0 |
| Low |
710-0 |
695-0 |
-15-0 |
-2.1% |
670-4 |
| Close |
711-4 |
699-0 |
-12-4 |
-1.8% |
701-6 |
| Range |
8-6 |
6-0 |
-2-6 |
-31.4% |
37-4 |
| ATR |
16-5 |
16-5 |
0-0 |
0.0% |
0-0 |
| Volume |
55,284 |
55,373 |
89 |
0.2% |
450,814 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-3 |
713-5 |
702-2 |
|
| R3 |
710-3 |
707-5 |
700-5 |
|
| R2 |
704-3 |
704-3 |
700-1 |
|
| R1 |
701-5 |
701-5 |
699-4 |
703-0 |
| PP |
698-3 |
698-3 |
698-3 |
699-0 |
| S1 |
695-5 |
695-5 |
698-4 |
697-0 |
| S2 |
692-3 |
692-3 |
697-7 |
|
| S3 |
686-3 |
689-5 |
697-3 |
|
| S4 |
680-3 |
683-5 |
695-6 |
|
|
| 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 |
718-6 |
695-0 |
23-6 |
3.4% |
8-6 |
1.3% |
17% |
False |
True |
62,685 |
| 10 |
718-6 |
670-4 |
48-2 |
6.9% |
9-4 |
1.4% |
59% |
False |
False |
67,750 |
| 20 |
718-6 |
662-4 |
56-2 |
8.0% |
12-1 |
1.7% |
65% |
False |
False |
62,912 |
| 40 |
722-4 |
603-0 |
119-4 |
17.1% |
14-5 |
2.1% |
80% |
False |
False |
69,524 |
| 60 |
764-0 |
603-0 |
161-0 |
23.0% |
14-5 |
2.1% |
60% |
False |
False |
69,136 |
| 80 |
764-0 |
603-0 |
161-0 |
23.0% |
14-7 |
2.1% |
60% |
False |
False |
59,513 |
| 100 |
764-0 |
603-0 |
161-0 |
23.0% |
14-3 |
2.1% |
60% |
False |
False |
51,832 |
| 120 |
764-0 |
583-4 |
180-4 |
25.8% |
14-0 |
2.0% |
64% |
False |
False |
45,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
726-4 |
|
2.618 |
716-6 |
|
1.618 |
710-6 |
|
1.000 |
707-0 |
|
0.618 |
704-6 |
|
HIGH |
701-0 |
|
0.618 |
698-6 |
|
0.500 |
698-0 |
|
0.382 |
697-2 |
|
LOW |
695-0 |
|
0.618 |
691-2 |
|
1.000 |
689-0 |
|
1.618 |
685-2 |
|
2.618 |
679-2 |
|
4.250 |
669-4 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
698-5 |
706-7 |
| PP |
698-3 |
704-2 |
| S1 |
698-0 |
701-5 |
|