CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
691-0 |
693-2 |
2-2 |
0.3% |
677-0 |
| High |
697-0 |
696-0 |
-1-0 |
-0.1% |
715-6 |
| Low |
687-0 |
686-2 |
-0-6 |
-0.1% |
675-4 |
| Close |
688-4 |
688-4 |
0-0 |
0.0% |
703-0 |
| Range |
10-0 |
9-6 |
-0-2 |
-2.5% |
40-2 |
| ATR |
19-0 |
18-3 |
-0-5 |
-3.5% |
0-0 |
| Volume |
200,017 |
225,023 |
25,006 |
12.5% |
932,515 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719-4 |
713-6 |
693-7 |
|
| R3 |
709-6 |
704-0 |
691-1 |
|
| R2 |
700-0 |
700-0 |
690-2 |
|
| R1 |
694-2 |
694-2 |
689-3 |
692-2 |
| PP |
690-2 |
690-2 |
690-2 |
689-2 |
| S1 |
684-4 |
684-4 |
687-5 |
682-4 |
| S2 |
680-4 |
680-4 |
686-6 |
|
| S3 |
670-6 |
674-6 |
685-7 |
|
| S4 |
661-0 |
665-0 |
683-1 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818-7 |
801-1 |
725-1 |
|
| R3 |
778-5 |
760-7 |
714-1 |
|
| R2 |
738-3 |
738-3 |
710-3 |
|
| R1 |
720-5 |
720-5 |
706-6 |
729-4 |
| PP |
698-1 |
698-1 |
698-1 |
702-4 |
| S1 |
680-3 |
680-3 |
699-2 |
689-2 |
| S2 |
657-7 |
657-7 |
695-5 |
|
| S3 |
617-5 |
640-1 |
691-7 |
|
| S4 |
577-3 |
599-7 |
680-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
708-4 |
680-4 |
28-0 |
4.1% |
15-5 |
2.3% |
29% |
False |
False |
207,073 |
| 10 |
715-6 |
666-0 |
49-6 |
7.2% |
14-7 |
2.2% |
45% |
False |
False |
184,701 |
| 20 |
715-6 |
663-4 |
52-2 |
7.6% |
15-2 |
2.2% |
48% |
False |
False |
165,870 |
| 40 |
715-6 |
576-0 |
139-6 |
20.3% |
16-3 |
2.4% |
81% |
False |
False |
151,725 |
| 60 |
720-4 |
576-0 |
144-4 |
21.0% |
15-2 |
2.2% |
78% |
False |
False |
124,862 |
| 80 |
720-4 |
576-0 |
144-4 |
21.0% |
15-1 |
2.2% |
78% |
False |
False |
111,181 |
| 100 |
720-4 |
576-0 |
144-4 |
21.0% |
14-2 |
2.1% |
78% |
False |
False |
99,513 |
| 120 |
720-4 |
548-0 |
172-4 |
25.1% |
14-0 |
2.0% |
81% |
False |
False |
89,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737-4 |
|
2.618 |
721-4 |
|
1.618 |
711-6 |
|
1.000 |
705-6 |
|
0.618 |
702-0 |
|
HIGH |
696-0 |
|
0.618 |
692-2 |
|
0.500 |
691-1 |
|
0.382 |
690-0 |
|
LOW |
686-2 |
|
0.618 |
680-2 |
|
1.000 |
676-4 |
|
1.618 |
670-4 |
|
2.618 |
660-6 |
|
4.250 |
644-6 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
691-1 |
690-6 |
| PP |
690-2 |
690-0 |
| S1 |
689-3 |
689-2 |
|