CME Pit-Traded Corn Future December 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 |
730-0 |
709-6 |
-20-2 |
-2.8% |
685-0 |
| High |
733-0 |
716-4 |
-16-4 |
-2.3% |
720-6 |
| Low |
722-6 |
709-6 |
-13-0 |
-1.8% |
680-4 |
| Close |
725-4 |
713-0 |
-12-4 |
-1.7% |
714-4 |
| Range |
10-2 |
6-6 |
-3-4 |
-34.1% |
40-2 |
| ATR |
17-0 |
17-0 |
-0-1 |
-0.5% |
0-0 |
| Volume |
163,948 |
133,026 |
-30,922 |
-18.9% |
1,037,616 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733-3 |
729-7 |
716-6 |
|
| R3 |
726-5 |
723-1 |
714-7 |
|
| R2 |
719-7 |
719-7 |
714-2 |
|
| R1 |
716-3 |
716-3 |
713-5 |
718-1 |
| PP |
713-1 |
713-1 |
713-1 |
714-0 |
| S1 |
709-5 |
709-5 |
712-3 |
711-3 |
| S2 |
706-3 |
706-3 |
711-6 |
|
| S3 |
699-5 |
702-7 |
711-1 |
|
| S4 |
692-7 |
696-1 |
709-2 |
|
|
| 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 |
733-0 |
709-6 |
23-2 |
3.3% |
9-6 |
1.4% |
14% |
False |
True |
162,785 |
| 10 |
733-0 |
680-4 |
52-4 |
7.4% |
11-7 |
1.7% |
62% |
False |
False |
185,222 |
| 20 |
733-0 |
666-0 |
67-0 |
9.4% |
13-3 |
1.9% |
70% |
False |
False |
168,360 |
| 40 |
733-0 |
576-0 |
157-0 |
22.0% |
15-1 |
2.1% |
87% |
False |
False |
160,138 |
| 60 |
733-0 |
576-0 |
157-0 |
22.0% |
14-4 |
2.0% |
87% |
False |
False |
135,063 |
| 80 |
733-0 |
576-0 |
157-0 |
22.0% |
15-0 |
2.1% |
87% |
False |
False |
119,196 |
| 100 |
733-0 |
576-0 |
157-0 |
22.0% |
14-1 |
2.0% |
87% |
False |
False |
106,714 |
| 120 |
733-0 |
548-0 |
185-0 |
25.9% |
13-7 |
1.9% |
89% |
False |
False |
96,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
745-2 |
|
2.618 |
734-1 |
|
1.618 |
727-3 |
|
1.000 |
723-2 |
|
0.618 |
720-5 |
|
HIGH |
716-4 |
|
0.618 |
713-7 |
|
0.500 |
713-1 |
|
0.382 |
712-3 |
|
LOW |
709-6 |
|
0.618 |
705-5 |
|
1.000 |
703-0 |
|
1.618 |
698-7 |
|
2.618 |
692-1 |
|
4.250 |
681-0 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
713-1 |
721-3 |
| PP |
713-1 |
718-5 |
| S1 |
713-0 |
715-6 |
|