CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
734-2 |
737-0 |
2-6 |
0.4% |
722-0 |
| High |
736-0 |
744-0 |
8-0 |
1.1% |
733-0 |
| Low |
729-4 |
734-2 |
4-6 |
0.7% |
709-6 |
| Close |
734-4 |
743-4 |
9-0 |
1.2% |
725-2 |
| Range |
6-4 |
9-6 |
3-2 |
50.0% |
23-2 |
| ATR |
16-3 |
15-7 |
-0-4 |
-2.9% |
0-0 |
| Volume |
127,915 |
123,198 |
-4,717 |
-3.7% |
736,399 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769-7 |
766-3 |
748-7 |
|
| R3 |
760-1 |
756-5 |
746-1 |
|
| R2 |
750-3 |
750-3 |
745-2 |
|
| R1 |
746-7 |
746-7 |
744-3 |
748-5 |
| PP |
740-5 |
740-5 |
740-5 |
741-4 |
| S1 |
737-1 |
737-1 |
742-5 |
738-7 |
| S2 |
730-7 |
730-7 |
741-6 |
|
| S3 |
721-1 |
727-3 |
740-7 |
|
| S4 |
711-3 |
717-5 |
738-1 |
|
|
| 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 |
744-0 |
709-6 |
34-2 |
4.6% |
8-3 |
1.1% |
99% |
True |
False |
137,206 |
| 10 |
744-0 |
686-2 |
57-6 |
7.8% |
9-2 |
1.2% |
99% |
True |
False |
161,322 |
| 20 |
744-0 |
666-0 |
78-0 |
10.5% |
12-4 |
1.7% |
99% |
True |
False |
168,211 |
| 40 |
744-0 |
576-0 |
168-0 |
22.6% |
14-1 |
1.9% |
100% |
True |
False |
156,903 |
| 60 |
744-0 |
576-0 |
168-0 |
22.6% |
14-4 |
1.9% |
100% |
True |
False |
138,040 |
| 80 |
744-0 |
576-0 |
168-0 |
22.6% |
14-4 |
1.9% |
100% |
True |
False |
121,070 |
| 100 |
744-0 |
576-0 |
168-0 |
22.6% |
14-2 |
1.9% |
100% |
True |
False |
109,504 |
| 120 |
744-0 |
548-0 |
196-0 |
26.4% |
13-7 |
1.9% |
100% |
True |
False |
98,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
785-4 |
|
2.618 |
769-4 |
|
1.618 |
759-6 |
|
1.000 |
753-6 |
|
0.618 |
750-0 |
|
HIGH |
744-0 |
|
0.618 |
740-2 |
|
0.500 |
739-1 |
|
0.382 |
738-0 |
|
LOW |
734-2 |
|
0.618 |
728-2 |
|
1.000 |
724-4 |
|
1.618 |
718-4 |
|
2.618 |
708-6 |
|
4.250 |
692-6 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
742-0 |
739-5 |
| PP |
740-5 |
735-6 |
| S1 |
739-1 |
731-7 |
|