CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
742-2 |
735-4 |
-6-6 |
-0.9% |
722-0 |
| High |
748-4 |
746-2 |
-2-2 |
-0.3% |
733-0 |
| Low |
739-2 |
735-4 |
-3-6 |
-0.5% |
709-6 |
| Close |
743-0 |
743-4 |
0-4 |
0.1% |
725-2 |
| Range |
9-2 |
10-6 |
1-4 |
16.2% |
23-2 |
| ATR |
15-4 |
15-1 |
-0-3 |
-2.2% |
0-0 |
| Volume |
156,993 |
144,125 |
-12,868 |
-8.2% |
736,399 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774-0 |
769-4 |
749-3 |
|
| R3 |
763-2 |
758-6 |
746-4 |
|
| R2 |
752-4 |
752-4 |
745-4 |
|
| R1 |
748-0 |
748-0 |
744-4 |
750-2 |
| PP |
741-6 |
741-6 |
741-6 |
742-7 |
| S1 |
737-2 |
737-2 |
742-4 |
739-4 |
| S2 |
731-0 |
731-0 |
741-4 |
|
| S3 |
720-2 |
726-4 |
740-4 |
|
| S4 |
709-4 |
715-6 |
737-5 |
|
|
| 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 |
748-4 |
719-6 |
28-6 |
3.9% |
9-0 |
1.2% |
83% |
False |
False |
138,035 |
| 10 |
748-4 |
709-6 |
38-6 |
5.2% |
9-3 |
1.3% |
87% |
False |
False |
150,410 |
| 20 |
748-4 |
666-0 |
82-4 |
11.1% |
12-1 |
1.6% |
94% |
False |
False |
169,740 |
| 40 |
748-4 |
576-0 |
172-4 |
23.2% |
13-4 |
1.8% |
97% |
False |
False |
157,569 |
| 60 |
748-4 |
576-0 |
172-4 |
23.2% |
14-3 |
1.9% |
97% |
False |
False |
141,233 |
| 80 |
748-4 |
576-0 |
172-4 |
23.2% |
14-3 |
1.9% |
97% |
False |
False |
123,227 |
| 100 |
748-4 |
576-0 |
172-4 |
23.2% |
14-2 |
1.9% |
97% |
False |
False |
110,687 |
| 120 |
748-4 |
548-0 |
200-4 |
27.0% |
13-7 |
1.9% |
98% |
False |
False |
100,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792-0 |
|
2.618 |
774-3 |
|
1.618 |
763-5 |
|
1.000 |
757-0 |
|
0.618 |
752-7 |
|
HIGH |
746-2 |
|
0.618 |
742-1 |
|
0.500 |
740-7 |
|
0.382 |
739-5 |
|
LOW |
735-4 |
|
0.618 |
728-7 |
|
1.000 |
724-6 |
|
1.618 |
718-1 |
|
2.618 |
707-3 |
|
4.250 |
689-6 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
742-5 |
742-6 |
| PP |
741-6 |
742-1 |
| S1 |
740-7 |
741-3 |
|