CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
731-4 |
761-0 |
29-4 |
4.0% |
720-0 |
| High |
755-4 |
761-0 |
5-4 |
0.7% |
755-4 |
| Low |
731-4 |
754-0 |
22-4 |
3.1% |
716-2 |
| Close |
752-4 |
756-2 |
3-6 |
0.5% |
752-4 |
| Range |
24-0 |
7-0 |
-17-0 |
-70.8% |
39-2 |
| ATR |
15-3 |
14-7 |
-0-4 |
-3.2% |
0-0 |
| Volume |
102,950 |
70,090 |
-32,860 |
-31.9% |
331,820 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778-1 |
774-1 |
760-1 |
|
| R3 |
771-1 |
767-1 |
758-1 |
|
| R2 |
764-1 |
764-1 |
757-4 |
|
| R1 |
760-1 |
760-1 |
756-7 |
758-5 |
| PP |
757-1 |
757-1 |
757-1 |
756-2 |
| S1 |
753-1 |
753-1 |
755-5 |
751-5 |
| S2 |
750-1 |
750-1 |
755-0 |
|
| S3 |
743-1 |
746-1 |
754-3 |
|
| S4 |
736-1 |
739-1 |
752-3 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859-1 |
845-1 |
774-1 |
|
| R3 |
819-7 |
805-7 |
763-2 |
|
| R2 |
780-5 |
780-5 |
759-6 |
|
| R1 |
766-5 |
766-5 |
756-1 |
773-5 |
| PP |
741-3 |
741-3 |
741-3 |
745-0 |
| S1 |
727-3 |
727-3 |
748-7 |
734-3 |
| S2 |
702-1 |
702-1 |
745-2 |
|
| S3 |
662-7 |
688-1 |
741-6 |
|
| S4 |
623-5 |
648-7 |
730-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
761-0 |
720-0 |
41-0 |
5.4% |
12-0 |
1.6% |
88% |
True |
False |
69,498 |
| 10 |
761-0 |
695-0 |
66-0 |
8.7% |
10-0 |
1.3% |
93% |
True |
False |
61,649 |
| 20 |
761-0 |
670-4 |
90-4 |
12.0% |
11-2 |
1.5% |
95% |
True |
False |
65,473 |
| 40 |
761-0 |
614-4 |
146-4 |
19.4% |
13-0 |
1.7% |
97% |
True |
False |
63,201 |
| 60 |
764-0 |
603-0 |
161-0 |
21.3% |
14-3 |
1.9% |
95% |
False |
False |
72,077 |
| 80 |
764-0 |
603-0 |
161-0 |
21.3% |
14-3 |
1.9% |
95% |
False |
False |
63,009 |
| 100 |
764-0 |
603-0 |
161-0 |
21.3% |
14-2 |
1.9% |
95% |
False |
False |
55,075 |
| 120 |
764-0 |
583-4 |
180-4 |
23.9% |
14-1 |
1.9% |
96% |
False |
False |
48,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
790-6 |
|
2.618 |
779-3 |
|
1.618 |
772-3 |
|
1.000 |
768-0 |
|
0.618 |
765-3 |
|
HIGH |
761-0 |
|
0.618 |
758-3 |
|
0.500 |
757-4 |
|
0.382 |
756-5 |
|
LOW |
754-0 |
|
0.618 |
749-5 |
|
1.000 |
747-0 |
|
1.618 |
742-5 |
|
2.618 |
735-5 |
|
4.250 |
724-2 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
757-4 |
751-7 |
| PP |
757-1 |
747-5 |
| S1 |
756-5 |
743-2 |
|