CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
704-4 |
707-0 |
2-4 |
0.4% |
691-0 |
High |
709-0 |
707-0 |
-2-0 |
-0.3% |
728-4 |
Low |
701-0 |
700-0 |
-1-0 |
-0.1% |
690-0 |
Close |
702-0 |
701-4 |
-0-4 |
-0.1% |
716-0 |
Range |
8-0 |
7-0 |
-1-0 |
-12.5% |
38-4 |
ATR |
17-0 |
16-3 |
-0-6 |
-4.2% |
0-0 |
Volume |
29,724 |
31,922 |
2,198 |
7.4% |
101,834 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
723-7 |
719-5 |
705-3 |
|
R3 |
716-7 |
712-5 |
703-3 |
|
R2 |
709-7 |
709-7 |
702-6 |
|
R1 |
705-5 |
705-5 |
702-1 |
704-2 |
PP |
702-7 |
702-7 |
702-7 |
702-1 |
S1 |
698-5 |
698-5 |
700-7 |
697-2 |
S2 |
695-7 |
695-7 |
700-2 |
|
S3 |
688-7 |
691-5 |
699-5 |
|
S4 |
681-7 |
684-5 |
697-5 |
|
|
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 |
722-0 |
694-0 |
28-0 |
4.0% |
11-0 |
1.6% |
27% |
False |
False |
26,156 |
10 |
728-4 |
679-0 |
49-4 |
7.1% |
11-6 |
1.7% |
45% |
False |
False |
22,865 |
20 |
728-4 |
678-0 |
50-4 |
7.2% |
11-5 |
1.7% |
47% |
False |
False |
18,958 |
40 |
728-4 |
594-0 |
134-4 |
19.2% |
12-6 |
1.8% |
80% |
False |
False |
16,975 |
60 |
732-2 |
594-0 |
138-2 |
19.7% |
12-5 |
1.8% |
78% |
False |
False |
13,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-6 |
2.618 |
725-3 |
1.618 |
718-3 |
1.000 |
714-0 |
0.618 |
711-3 |
HIGH |
707-0 |
0.618 |
704-3 |
0.500 |
703-4 |
0.382 |
702-5 |
LOW |
700-0 |
0.618 |
695-5 |
1.000 |
693-0 |
1.618 |
688-5 |
2.618 |
681-5 |
4.250 |
670-2 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
703-4 |
701-4 |
PP |
702-7 |
701-4 |
S1 |
702-1 |
701-4 |
|