CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 01-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
687-4 |
691-0 |
3-4 |
0.5% |
686-4 |
High |
688-0 |
699-2 |
11-2 |
1.6% |
703-0 |
Low |
679-0 |
690-0 |
11-0 |
1.6% |
679-0 |
Close |
681-4 |
698-4 |
17-0 |
2.5% |
681-4 |
Range |
9-0 |
9-2 |
0-2 |
2.8% |
24-0 |
ATR |
16-4 |
16-4 |
0-1 |
0.6% |
0-0 |
Volume |
18,380 |
17,443 |
-937 |
-5.1% |
65,748 |
|
Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
723-5 |
720-3 |
703-5 |
|
R3 |
714-3 |
711-1 |
701-0 |
|
R2 |
705-1 |
705-1 |
700-2 |
|
R1 |
701-7 |
701-7 |
699-3 |
703-4 |
PP |
695-7 |
695-7 |
695-7 |
696-6 |
S1 |
692-5 |
692-5 |
697-5 |
694-2 |
S2 |
686-5 |
686-5 |
696-6 |
|
S3 |
677-3 |
683-3 |
696-0 |
|
S4 |
668-1 |
674-1 |
693-3 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
759-7 |
744-5 |
694-6 |
|
R3 |
735-7 |
720-5 |
688-1 |
|
R2 |
711-7 |
711-7 |
685-7 |
|
R1 |
696-5 |
696-5 |
683-6 |
692-2 |
PP |
687-7 |
687-7 |
687-7 |
685-5 |
S1 |
672-5 |
672-5 |
679-2 |
668-2 |
S2 |
663-7 |
663-7 |
677-1 |
|
S3 |
639-7 |
648-5 |
674-7 |
|
S4 |
615-7 |
624-5 |
668-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
703-0 |
679-0 |
24-0 |
3.4% |
8-4 |
1.2% |
81% |
False |
False |
14,292 |
10 |
711-6 |
678-0 |
33-6 |
4.8% |
10-2 |
1.5% |
61% |
False |
False |
15,143 |
20 |
711-6 |
615-0 |
96-6 |
13.9% |
11-2 |
1.6% |
86% |
False |
False |
16,701 |
40 |
732-2 |
594-0 |
138-2 |
19.8% |
12-4 |
1.8% |
76% |
False |
False |
14,077 |
60 |
732-2 |
594-0 |
138-2 |
19.8% |
12-6 |
1.8% |
76% |
False |
False |
11,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
738-4 |
2.618 |
723-4 |
1.618 |
714-2 |
1.000 |
708-4 |
0.618 |
705-0 |
HIGH |
699-2 |
0.618 |
695-6 |
0.500 |
694-5 |
0.382 |
693-4 |
LOW |
690-0 |
0.618 |
684-2 |
1.000 |
680-6 |
1.618 |
675-0 |
2.618 |
665-6 |
4.250 |
650-6 |
|
|
Fisher Pivots for day following 01-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
697-2 |
695-7 |
PP |
695-7 |
693-1 |
S1 |
694-5 |
690-4 |
|