CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
713-4 |
722-0 |
8-4 |
1.2% |
685-0 |
| High |
720-6 |
724-0 |
3-2 |
0.5% |
720-6 |
| Low |
710-4 |
715-6 |
5-2 |
0.7% |
680-4 |
| Close |
714-4 |
720-0 |
5-4 |
0.8% |
714-4 |
| Range |
10-2 |
8-2 |
-2-0 |
-19.5% |
40-2 |
| ATR |
18-4 |
17-7 |
-0-5 |
-3.5% |
0-0 |
| Volume |
215,474 |
189,627 |
-25,847 |
-12.0% |
1,037,616 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744-5 |
740-5 |
724-4 |
|
| R3 |
736-3 |
732-3 |
722-2 |
|
| R2 |
728-1 |
728-1 |
721-4 |
|
| R1 |
724-1 |
724-1 |
720-6 |
722-0 |
| PP |
719-7 |
719-7 |
719-7 |
718-7 |
| S1 |
715-7 |
715-7 |
719-2 |
713-6 |
| S2 |
711-5 |
711-5 |
718-4 |
|
| S3 |
703-3 |
707-5 |
717-6 |
|
| S4 |
695-1 |
699-3 |
715-4 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826-0 |
810-4 |
736-5 |
|
| R3 |
785-6 |
770-2 |
725-5 |
|
| R2 |
745-4 |
745-4 |
721-7 |
|
| R1 |
730-0 |
730-0 |
718-2 |
737-6 |
| PP |
705-2 |
705-2 |
705-2 |
709-1 |
| S1 |
689-6 |
689-6 |
710-6 |
697-4 |
| S2 |
665-0 |
665-0 |
707-1 |
|
| S3 |
624-6 |
649-4 |
703-3 |
|
| S4 |
584-4 |
609-2 |
692-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
724-0 |
686-2 |
37-6 |
5.2% |
9-3 |
1.3% |
89% |
True |
False |
203,070 |
| 10 |
724-0 |
680-4 |
43-4 |
6.0% |
14-5 |
2.0% |
91% |
True |
False |
200,265 |
| 20 |
724-0 |
663-4 |
60-4 |
8.4% |
14-2 |
2.0% |
93% |
True |
False |
169,897 |
| 40 |
724-0 |
576-0 |
148-0 |
20.6% |
15-4 |
2.2% |
97% |
True |
False |
157,529 |
| 60 |
724-0 |
576-0 |
148-0 |
20.6% |
15-0 |
2.1% |
97% |
True |
False |
131,274 |
| 80 |
724-0 |
576-0 |
148-0 |
20.6% |
14-7 |
2.1% |
97% |
True |
False |
116,290 |
| 100 |
724-0 |
576-0 |
148-0 |
20.6% |
14-2 |
2.0% |
97% |
True |
False |
103,972 |
| 120 |
724-0 |
548-0 |
176-0 |
24.4% |
13-7 |
1.9% |
98% |
True |
False |
94,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
759-0 |
|
2.618 |
745-5 |
|
1.618 |
737-3 |
|
1.000 |
732-2 |
|
0.618 |
729-1 |
|
HIGH |
724-0 |
|
0.618 |
720-7 |
|
0.500 |
719-7 |
|
0.382 |
718-7 |
|
LOW |
715-6 |
|
0.618 |
710-5 |
|
1.000 |
707-4 |
|
1.618 |
702-3 |
|
2.618 |
694-1 |
|
4.250 |
680-6 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
720-0 |
719-0 |
| PP |
719-7 |
717-7 |
| S1 |
719-7 |
716-7 |
|