CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 03-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
697-4 |
723-0 |
25-4 |
3.7% |
686-4 |
High |
728-4 |
727-0 |
-1-4 |
-0.2% |
703-0 |
Low |
697-4 |
720-0 |
22-4 |
3.2% |
679-0 |
Close |
727-2 |
725-4 |
-1-6 |
-0.2% |
681-4 |
Range |
31-0 |
7-0 |
-24-0 |
-77.4% |
24-0 |
ATR |
17-5 |
16-7 |
-0-6 |
-4.2% |
0-0 |
Volume |
10,087 |
35,568 |
25,481 |
252.6% |
65,748 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
745-1 |
742-3 |
729-3 |
|
R3 |
738-1 |
735-3 |
727-3 |
|
R2 |
731-1 |
731-1 |
726-6 |
|
R1 |
728-3 |
728-3 |
726-1 |
729-6 |
PP |
724-1 |
724-1 |
724-1 |
724-7 |
S1 |
721-3 |
721-3 |
724-7 |
722-6 |
S2 |
717-1 |
717-1 |
724-2 |
|
S3 |
710-1 |
714-3 |
723-5 |
|
S4 |
703-1 |
707-3 |
721-5 |
|
|
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% |
12-4 |
1.7% |
94% |
False |
False |
19,574 |
10 |
728-4 |
678-0 |
50-4 |
7.0% |
11-5 |
1.6% |
94% |
False |
False |
16,430 |
20 |
728-4 |
628-6 |
99-6 |
13.7% |
12-0 |
1.7% |
97% |
False |
False |
16,614 |
40 |
732-2 |
594-0 |
138-2 |
19.1% |
13-2 |
1.8% |
95% |
False |
False |
14,898 |
60 |
732-2 |
594-0 |
138-2 |
19.1% |
12-6 |
1.8% |
95% |
False |
False |
11,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
756-6 |
2.618 |
745-3 |
1.618 |
738-3 |
1.000 |
734-0 |
0.618 |
731-3 |
HIGH |
727-0 |
0.618 |
724-3 |
0.500 |
723-4 |
0.382 |
722-5 |
LOW |
720-0 |
0.618 |
715-5 |
1.000 |
713-0 |
1.618 |
708-5 |
2.618 |
701-5 |
4.250 |
690-2 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
724-7 |
720-1 |
PP |
724-1 |
714-5 |
S1 |
723-4 |
709-2 |
|