CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
707-0 |
730-0 |
23-0 |
3.3% |
691-0 |
High |
707-0 |
731-4 |
24-4 |
3.5% |
728-4 |
Low |
700-0 |
724-4 |
24-4 |
3.5% |
690-0 |
Close |
701-4 |
726-6 |
25-2 |
3.6% |
716-0 |
Range |
7-0 |
7-0 |
0-0 |
0.0% |
38-4 |
ATR |
16-3 |
17-2 |
1-0 |
6.0% |
0-0 |
Volume |
31,922 |
32,749 |
827 |
2.6% |
101,834 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
748-5 |
744-5 |
730-5 |
|
R3 |
741-5 |
737-5 |
728-5 |
|
R2 |
734-5 |
734-5 |
728-0 |
|
R1 |
730-5 |
730-5 |
727-3 |
729-1 |
PP |
727-5 |
727-5 |
727-5 |
726-6 |
S1 |
723-5 |
723-5 |
726-1 |
722-1 |
S2 |
720-5 |
720-5 |
725-4 |
|
S3 |
713-5 |
716-5 |
724-7 |
|
S4 |
706-5 |
709-5 |
722-7 |
|
|
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 |
731-4 |
694-0 |
37-4 |
5.2% |
9-7 |
1.4% |
87% |
True |
False |
28,582 |
10 |
731-4 |
679-0 |
52-4 |
7.2% |
11-7 |
1.6% |
91% |
True |
False |
24,500 |
20 |
731-4 |
678-0 |
53-4 |
7.4% |
11-3 |
1.6% |
91% |
True |
False |
19,512 |
40 |
731-4 |
594-0 |
137-4 |
18.9% |
12-3 |
1.7% |
97% |
True |
False |
17,438 |
60 |
732-2 |
594-0 |
138-2 |
19.0% |
12-4 |
1.7% |
96% |
False |
False |
13,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
761-2 |
2.618 |
749-7 |
1.618 |
742-7 |
1.000 |
738-4 |
0.618 |
735-7 |
HIGH |
731-4 |
0.618 |
728-7 |
0.500 |
728-0 |
0.382 |
727-1 |
LOW |
724-4 |
0.618 |
720-1 |
1.000 |
717-4 |
1.618 |
713-1 |
2.618 |
706-1 |
4.250 |
694-6 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
728-0 |
723-1 |
PP |
727-5 |
719-3 |
S1 |
727-1 |
715-6 |
|