CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 02-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
691-0 |
697-4 |
6-4 |
0.9% |
686-4 |
High |
699-2 |
728-4 |
29-2 |
4.2% |
703-0 |
Low |
690-0 |
697-4 |
7-4 |
1.1% |
679-0 |
Close |
698-4 |
727-2 |
28-6 |
4.1% |
681-4 |
Range |
9-2 |
31-0 |
21-6 |
235.1% |
24-0 |
ATR |
16-4 |
17-5 |
1-0 |
6.2% |
0-0 |
Volume |
17,443 |
10,087 |
-7,356 |
-42.2% |
65,748 |
|
Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
810-6 |
800-0 |
744-2 |
|
R3 |
779-6 |
769-0 |
735-6 |
|
R2 |
748-6 |
748-6 |
732-7 |
|
R1 |
738-0 |
738-0 |
730-1 |
743-3 |
PP |
717-6 |
717-6 |
717-6 |
720-4 |
S1 |
707-0 |
707-0 |
724-3 |
712-3 |
S2 |
686-6 |
686-6 |
721-5 |
|
S3 |
655-6 |
676-0 |
718-6 |
|
S4 |
624-6 |
645-0 |
710-2 |
|
|
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 |
728-4 |
679-0 |
49-4 |
6.8% |
14-2 |
2.0% |
97% |
True |
False |
14,262 |
10 |
728-4 |
678-0 |
50-4 |
6.9% |
12-0 |
1.6% |
98% |
True |
False |
14,878 |
20 |
728-4 |
618-0 |
110-4 |
15.2% |
12-1 |
1.7% |
99% |
True |
False |
15,483 |
40 |
732-2 |
594-0 |
138-2 |
19.0% |
13-2 |
1.8% |
96% |
False |
False |
14,170 |
60 |
732-2 |
594-0 |
138-2 |
19.0% |
12-6 |
1.8% |
96% |
False |
False |
11,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
860-2 |
2.618 |
809-5 |
1.618 |
778-5 |
1.000 |
759-4 |
0.618 |
747-5 |
HIGH |
728-4 |
0.618 |
716-5 |
0.500 |
713-0 |
0.382 |
709-3 |
LOW |
697-4 |
0.618 |
678-3 |
1.000 |
666-4 |
1.618 |
647-3 |
2.618 |
616-3 |
4.250 |
565-6 |
|
|
Fisher Pivots for day following 02-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
722-4 |
719-3 |
PP |
717-6 |
711-5 |
S1 |
713-0 |
703-6 |
|