CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
760-0 |
741-0 |
-19-0 |
-2.5% |
774-4 |
| High |
766-0 |
764-2 |
-1-6 |
-0.2% |
777-0 |
| Low |
737-6 |
739-6 |
2-0 |
0.3% |
737-6 |
| Close |
738-4 |
760-0 |
21-4 |
2.9% |
760-0 |
| Range |
28-2 |
24-4 |
-3-6 |
-13.3% |
39-2 |
| ATR |
15-7 |
16-5 |
0-6 |
4.4% |
0-0 |
| Volume |
198,474 |
170,111 |
-28,363 |
-14.3% |
908,764 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828-1 |
818-5 |
773-4 |
|
| R3 |
803-5 |
794-1 |
766-6 |
|
| R2 |
779-1 |
779-1 |
764-4 |
|
| R1 |
769-5 |
769-5 |
762-2 |
774-3 |
| PP |
754-5 |
754-5 |
754-5 |
757-0 |
| S1 |
745-1 |
745-1 |
757-6 |
749-7 |
| S2 |
730-1 |
730-1 |
755-4 |
|
| S3 |
705-5 |
720-5 |
753-2 |
|
| S4 |
681-1 |
696-1 |
746-4 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876-0 |
857-2 |
781-5 |
|
| R3 |
836-6 |
818-0 |
770-6 |
|
| R2 |
797-4 |
797-4 |
767-2 |
|
| R1 |
778-6 |
778-6 |
763-5 |
768-4 |
| PP |
758-2 |
758-2 |
758-2 |
753-1 |
| S1 |
739-4 |
739-4 |
756-3 |
729-2 |
| S2 |
719-0 |
719-0 |
752-6 |
|
| S3 |
679-6 |
700-2 |
749-2 |
|
| S4 |
640-4 |
661-0 |
738-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
777-0 |
737-6 |
39-2 |
5.2% |
16-7 |
2.2% |
57% |
False |
False |
181,752 |
| 10 |
777-0 |
729-4 |
47-4 |
6.3% |
14-5 |
1.9% |
64% |
False |
False |
161,190 |
| 20 |
777-0 |
680-4 |
96-4 |
12.7% |
12-5 |
1.7% |
82% |
False |
False |
169,295 |
| 40 |
777-0 |
625-0 |
152-0 |
20.0% |
14-2 |
1.9% |
89% |
False |
False |
163,012 |
| 60 |
777-0 |
576-0 |
201-0 |
26.4% |
15-1 |
2.0% |
92% |
False |
False |
151,579 |
| 80 |
777-0 |
576-0 |
201-0 |
26.4% |
14-5 |
1.9% |
92% |
False |
False |
131,288 |
| 100 |
777-0 |
576-0 |
201-0 |
26.4% |
14-6 |
1.9% |
92% |
False |
False |
118,190 |
| 120 |
777-0 |
548-0 |
229-0 |
30.1% |
14-1 |
1.9% |
93% |
False |
False |
107,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
868-3 |
|
2.618 |
828-3 |
|
1.618 |
803-7 |
|
1.000 |
788-6 |
|
0.618 |
779-3 |
|
HIGH |
764-2 |
|
0.618 |
754-7 |
|
0.500 |
752-0 |
|
0.382 |
749-1 |
|
LOW |
739-6 |
|
0.618 |
724-5 |
|
1.000 |
715-2 |
|
1.618 |
700-1 |
|
2.618 |
675-5 |
|
4.250 |
635-5 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
757-3 |
758-7 |
| PP |
754-5 |
757-6 |
| S1 |
752-0 |
756-5 |
|