CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
720-0 |
734-2 |
14-2 |
2.0% |
722-0 |
| High |
728-4 |
736-0 |
7-4 |
1.0% |
733-0 |
| Low |
719-6 |
729-4 |
9-6 |
1.4% |
709-6 |
| Close |
725-2 |
734-4 |
9-2 |
1.3% |
725-2 |
| Range |
8-6 |
6-4 |
-2-2 |
-25.7% |
23-2 |
| ATR |
16-7 |
16-3 |
-0-3 |
-2.6% |
0-0 |
| Volume |
137,944 |
127,915 |
-10,029 |
-7.3% |
736,399 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752-7 |
750-1 |
738-1 |
|
| R3 |
746-3 |
743-5 |
736-2 |
|
| R2 |
739-7 |
739-7 |
735-6 |
|
| R1 |
737-1 |
737-1 |
735-1 |
738-4 |
| PP |
733-3 |
733-3 |
733-3 |
734-0 |
| S1 |
730-5 |
730-5 |
733-7 |
732-0 |
| S2 |
726-7 |
726-7 |
733-2 |
|
| S3 |
720-3 |
724-1 |
732-6 |
|
| S4 |
713-7 |
717-5 |
730-7 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-3 |
782-1 |
738-0 |
|
| R3 |
769-1 |
758-7 |
731-5 |
|
| R2 |
745-7 |
745-7 |
729-4 |
|
| R1 |
735-5 |
735-5 |
727-3 |
740-6 |
| PP |
722-5 |
722-5 |
722-5 |
725-2 |
| S1 |
712-3 |
712-3 |
723-1 |
717-4 |
| S2 |
699-3 |
699-3 |
721-0 |
|
| S3 |
676-1 |
689-1 |
718-7 |
|
| S4 |
652-7 |
665-7 |
712-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
736-0 |
709-6 |
26-2 |
3.6% |
9-1 |
1.2% |
94% |
True |
False |
134,937 |
| 10 |
736-0 |
686-2 |
49-6 |
6.8% |
9-2 |
1.3% |
97% |
True |
False |
169,003 |
| 20 |
736-0 |
666-0 |
70-0 |
9.5% |
12-6 |
1.7% |
98% |
True |
False |
168,250 |
| 40 |
736-0 |
576-0 |
160-0 |
21.8% |
14-2 |
1.9% |
99% |
True |
False |
156,786 |
| 60 |
736-0 |
576-0 |
160-0 |
21.8% |
14-4 |
2.0% |
99% |
True |
False |
137,207 |
| 80 |
736-0 |
576-0 |
160-0 |
21.8% |
14-6 |
2.0% |
99% |
True |
False |
120,692 |
| 100 |
736-0 |
576-0 |
160-0 |
21.8% |
14-1 |
1.9% |
99% |
True |
False |
108,615 |
| 120 |
736-0 |
548-0 |
188-0 |
25.6% |
13-7 |
1.9% |
99% |
True |
False |
98,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
763-5 |
|
2.618 |
753-0 |
|
1.618 |
746-4 |
|
1.000 |
742-4 |
|
0.618 |
740-0 |
|
HIGH |
736-0 |
|
0.618 |
733-4 |
|
0.500 |
732-6 |
|
0.382 |
732-0 |
|
LOW |
729-4 |
|
0.618 |
725-4 |
|
1.000 |
723-0 |
|
1.618 |
719-0 |
|
2.618 |
712-4 |
|
4.250 |
701-7 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
733-7 |
730-5 |
| PP |
733-3 |
726-6 |
| S1 |
732-6 |
722-7 |
|