CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
763-0 |
771-4 |
8-4 |
1.1% |
734-2 |
| High |
777-0 |
775-4 |
-1-4 |
-0.2% |
768-4 |
| Low |
762-2 |
767-0 |
4-6 |
0.6% |
729-4 |
| Close |
775-2 |
767-4 |
-7-6 |
-1.0% |
767-0 |
| Range |
14-6 |
8-4 |
-6-2 |
-42.4% |
39-0 |
| ATR |
15-3 |
14-7 |
-0-4 |
-3.2% |
0-0 |
| Volume |
206,914 |
157,220 |
-49,694 |
-24.0% |
703,137 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
795-4 |
790-0 |
772-1 |
|
| R3 |
787-0 |
781-4 |
769-7 |
|
| R2 |
778-4 |
778-4 |
769-0 |
|
| R1 |
773-0 |
773-0 |
768-2 |
771-4 |
| PP |
770-0 |
770-0 |
770-0 |
769-2 |
| S1 |
764-4 |
764-4 |
766-6 |
763-0 |
| S2 |
761-4 |
761-4 |
766-0 |
|
| S3 |
753-0 |
756-0 |
765-1 |
|
| S4 |
744-4 |
747-4 |
762-7 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
872-0 |
858-4 |
788-4 |
|
| R3 |
833-0 |
819-4 |
777-6 |
|
| R2 |
794-0 |
794-0 |
774-1 |
|
| R1 |
780-4 |
780-4 |
770-5 |
787-2 |
| PP |
755-0 |
755-0 |
755-0 |
758-3 |
| S1 |
741-4 |
741-4 |
763-3 |
748-2 |
| S2 |
716-0 |
716-0 |
759-7 |
|
| S3 |
677-0 |
702-4 |
756-2 |
|
| S4 |
638-0 |
663-4 |
745-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
777-0 |
735-4 |
41-4 |
5.4% |
13-6 |
1.8% |
77% |
False |
False |
167,042 |
| 10 |
777-0 |
709-6 |
67-2 |
8.8% |
11-0 |
1.4% |
86% |
False |
False |
151,428 |
| 20 |
777-0 |
680-4 |
96-4 |
12.6% |
11-7 |
1.6% |
90% |
False |
False |
170,788 |
| 40 |
777-0 |
613-2 |
163-6 |
21.3% |
13-5 |
1.8% |
94% |
False |
False |
159,455 |
| 60 |
777-0 |
576-0 |
201-0 |
26.2% |
14-5 |
1.9% |
95% |
False |
False |
148,057 |
| 80 |
777-0 |
576-0 |
201-0 |
26.2% |
14-2 |
1.9% |
95% |
False |
False |
128,335 |
| 100 |
777-0 |
576-0 |
201-0 |
26.2% |
14-4 |
1.9% |
95% |
False |
False |
115,456 |
| 120 |
777-0 |
548-0 |
229-0 |
29.8% |
14-0 |
1.8% |
96% |
False |
False |
105,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811-5 |
|
2.618 |
797-6 |
|
1.618 |
789-2 |
|
1.000 |
784-0 |
|
0.618 |
780-6 |
|
HIGH |
775-4 |
|
0.618 |
772-2 |
|
0.500 |
771-2 |
|
0.382 |
770-2 |
|
LOW |
767-0 |
|
0.618 |
761-6 |
|
1.000 |
758-4 |
|
1.618 |
753-2 |
|
2.618 |
744-6 |
|
4.250 |
730-7 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
771-2 |
769-5 |
| PP |
770-0 |
768-7 |
| S1 |
768-6 |
768-2 |
|