CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
708-4 |
698-0 |
-10-4 |
-1.5% |
691-0 |
High |
722-0 |
702-0 |
-20-0 |
-2.8% |
728-4 |
Low |
702-4 |
694-0 |
-8-4 |
-1.2% |
690-0 |
Close |
716-0 |
699-4 |
-16-4 |
-2.3% |
716-0 |
Range |
19-4 |
8-0 |
-11-4 |
-59.0% |
38-4 |
ATR |
17-2 |
17-5 |
0-3 |
2.0% |
0-0 |
Volume |
18,117 |
30,400 |
12,283 |
67.8% |
101,834 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
722-4 |
719-0 |
703-7 |
|
R3 |
714-4 |
711-0 |
701-6 |
|
R2 |
706-4 |
706-4 |
701-0 |
|
R1 |
703-0 |
703-0 |
700-2 |
704-6 |
PP |
698-4 |
698-4 |
698-4 |
699-3 |
S1 |
695-0 |
695-0 |
698-6 |
696-6 |
S2 |
690-4 |
690-4 |
698-0 |
|
S3 |
682-4 |
687-0 |
697-2 |
|
S4 |
674-4 |
679-0 |
695-1 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
827-0 |
810-0 |
737-1 |
|
R3 |
788-4 |
771-4 |
726-5 |
|
R2 |
750-0 |
750-0 |
723-0 |
|
R1 |
733-0 |
733-0 |
719-4 |
741-4 |
PP |
711-4 |
711-4 |
711-4 |
715-6 |
S1 |
694-4 |
694-4 |
712-4 |
703-0 |
S2 |
673-0 |
673-0 |
709-0 |
|
S3 |
634-4 |
656-0 |
705-3 |
|
S4 |
596-0 |
617-4 |
694-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
728-4 |
694-0 |
34-4 |
4.9% |
15-5 |
2.2% |
16% |
False |
True |
22,958 |
10 |
728-4 |
679-0 |
49-4 |
7.1% |
12-0 |
1.7% |
41% |
False |
False |
18,625 |
20 |
728-4 |
651-0 |
77-4 |
11.1% |
12-6 |
1.8% |
63% |
False |
False |
17,897 |
40 |
728-4 |
594-0 |
134-4 |
19.2% |
13-0 |
1.9% |
78% |
False |
False |
15,800 |
60 |
732-2 |
594-0 |
138-2 |
19.8% |
12-6 |
1.8% |
76% |
False |
False |
12,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-0 |
2.618 |
723-0 |
1.618 |
715-0 |
1.000 |
710-0 |
0.618 |
707-0 |
HIGH |
702-0 |
0.618 |
699-0 |
0.500 |
698-0 |
0.382 |
697-0 |
LOW |
694-0 |
0.618 |
689-0 |
1.000 |
686-0 |
1.618 |
681-0 |
2.618 |
673-0 |
4.250 |
660-0 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
699-0 |
708-0 |
PP |
698-4 |
705-1 |
S1 |
698-0 |
702-3 |
|