CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 04-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
723-0 |
709-4 |
-13-4 |
-1.9% |
686-4 |
High |
727-0 |
717-4 |
-9-4 |
-1.3% |
703-0 |
Low |
720-0 |
705-0 |
-15-0 |
-2.1% |
679-0 |
Close |
725-4 |
714-2 |
-11-2 |
-1.6% |
681-4 |
Range |
7-0 |
12-4 |
5-4 |
78.6% |
24-0 |
ATR |
16-7 |
17-1 |
0-2 |
1.6% |
0-0 |
Volume |
35,568 |
20,619 |
-14,949 |
-42.0% |
65,748 |
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
749-6 |
744-4 |
721-1 |
|
R3 |
737-2 |
732-0 |
717-6 |
|
R2 |
724-6 |
724-6 |
716-4 |
|
R1 |
719-4 |
719-4 |
715-3 |
722-1 |
PP |
712-2 |
712-2 |
712-2 |
713-4 |
S1 |
707-0 |
707-0 |
713-1 |
709-5 |
S2 |
699-6 |
699-6 |
712-0 |
|
S3 |
687-2 |
694-4 |
710-6 |
|
S4 |
674-6 |
682-0 |
707-3 |
|
|
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 |
728-4 |
679-0 |
49-4 |
6.9% |
13-6 |
1.9% |
71% |
False |
False |
20,419 |
10 |
728-4 |
679-0 |
49-4 |
6.9% |
11-7 |
1.7% |
71% |
False |
False |
16,953 |
20 |
728-4 |
630-6 |
97-6 |
13.7% |
12-4 |
1.8% |
85% |
False |
False |
16,714 |
40 |
732-2 |
594-0 |
138-2 |
19.4% |
13-2 |
1.9% |
87% |
False |
False |
15,271 |
60 |
732-2 |
594-0 |
138-2 |
19.4% |
12-6 |
1.8% |
87% |
False |
False |
11,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
770-5 |
2.618 |
750-2 |
1.618 |
737-6 |
1.000 |
730-0 |
0.618 |
725-2 |
HIGH |
717-4 |
0.618 |
712-6 |
0.500 |
711-2 |
0.382 |
709-6 |
LOW |
705-0 |
0.618 |
697-2 |
1.000 |
692-4 |
1.618 |
684-6 |
2.618 |
672-2 |
4.250 |
651-7 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
713-2 |
713-7 |
PP |
712-2 |
713-3 |
S1 |
711-2 |
713-0 |
|