CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
711-0 |
697-4 |
-13-4 |
-1.9% |
674-0 |
| High |
715-6 |
707-0 |
-8-6 |
-1.2% |
692-4 |
| Low |
706-0 |
689-6 |
-16-2 |
-2.3% |
666-0 |
| Close |
713-0 |
701-4 |
-11-4 |
-1.6% |
668-6 |
| Range |
9-6 |
17-2 |
7-4 |
76.9% |
26-4 |
| ATR |
19-0 |
19-2 |
0-2 |
1.6% |
0-0 |
| Volume |
230,863 |
182,281 |
-48,582 |
-21.0% |
654,191 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751-1 |
743-5 |
711-0 |
|
| R3 |
733-7 |
726-3 |
706-2 |
|
| R2 |
716-5 |
716-5 |
704-5 |
|
| R1 |
709-1 |
709-1 |
703-1 |
712-7 |
| PP |
699-3 |
699-3 |
699-3 |
701-2 |
| S1 |
691-7 |
691-7 |
699-7 |
695-5 |
| S2 |
682-1 |
682-1 |
698-3 |
|
| S3 |
664-7 |
674-5 |
696-6 |
|
| S4 |
647-5 |
657-3 |
692-0 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755-2 |
738-4 |
683-3 |
|
| R3 |
728-6 |
712-0 |
676-0 |
|
| R2 |
702-2 |
702-2 |
673-5 |
|
| R1 |
685-4 |
685-4 |
671-1 |
680-5 |
| PP |
675-6 |
675-6 |
675-6 |
673-2 |
| S1 |
659-0 |
659-0 |
666-3 |
654-1 |
| S2 |
649-2 |
649-2 |
663-7 |
|
| S3 |
622-6 |
632-4 |
661-4 |
|
| S4 |
596-2 |
606-0 |
654-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
715-6 |
666-0 |
49-6 |
7.1% |
15-7 |
2.3% |
71% |
False |
False |
170,483 |
| 10 |
715-6 |
666-0 |
49-6 |
7.1% |
14-7 |
2.1% |
71% |
False |
False |
151,497 |
| 20 |
715-6 |
617-0 |
98-6 |
14.1% |
15-6 |
2.3% |
86% |
False |
False |
151,201 |
| 40 |
720-4 |
576-0 |
144-4 |
20.6% |
16-0 |
2.3% |
87% |
False |
False |
139,437 |
| 60 |
720-4 |
576-0 |
144-4 |
20.6% |
15-2 |
2.2% |
87% |
False |
False |
116,217 |
| 80 |
720-4 |
576-0 |
144-4 |
20.6% |
15-2 |
2.2% |
87% |
False |
False |
103,170 |
| 100 |
720-4 |
548-0 |
172-4 |
24.6% |
14-3 |
2.1% |
89% |
False |
False |
93,353 |
| 120 |
720-4 |
548-0 |
172-4 |
24.6% |
14-0 |
2.0% |
89% |
False |
False |
84,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
780-2 |
|
2.618 |
752-1 |
|
1.618 |
734-7 |
|
1.000 |
724-2 |
|
0.618 |
717-5 |
|
HIGH |
707-0 |
|
0.618 |
700-3 |
|
0.500 |
698-3 |
|
0.382 |
696-3 |
|
LOW |
689-6 |
|
0.618 |
679-1 |
|
1.000 |
672-4 |
|
1.618 |
661-7 |
|
2.618 |
644-5 |
|
4.250 |
616-4 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
700-4 |
701-1 |
| PP |
699-3 |
700-6 |
| S1 |
698-3 |
700-3 |
|