CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
730-0 |
726-0 |
-4-0 |
-0.5% |
698-0 |
High |
731-4 |
732-0 |
0-4 |
0.1% |
732-0 |
Low |
724-4 |
724-0 |
-0-4 |
-0.1% |
694-0 |
Close |
726-6 |
727-4 |
0-6 |
0.1% |
727-4 |
Range |
7-0 |
8-0 |
1-0 |
14.3% |
38-0 |
ATR |
17-2 |
16-5 |
-0-5 |
-3.8% |
0-0 |
Volume |
32,749 |
34,997 |
2,248 |
6.9% |
159,792 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
751-7 |
747-5 |
731-7 |
|
R3 |
743-7 |
739-5 |
729-6 |
|
R2 |
735-7 |
735-7 |
729-0 |
|
R1 |
731-5 |
731-5 |
728-2 |
733-6 |
PP |
727-7 |
727-7 |
727-7 |
728-7 |
S1 |
723-5 |
723-5 |
726-6 |
725-6 |
S2 |
719-7 |
719-7 |
726-0 |
|
S3 |
711-7 |
715-5 |
725-2 |
|
S4 |
703-7 |
707-5 |
723-1 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
831-7 |
817-5 |
748-3 |
|
R3 |
793-7 |
779-5 |
738-0 |
|
R2 |
755-7 |
755-7 |
734-4 |
|
R1 |
741-5 |
741-5 |
731-0 |
748-6 |
PP |
717-7 |
717-7 |
717-7 |
721-3 |
S1 |
703-5 |
703-5 |
724-0 |
710-6 |
S2 |
679-7 |
679-7 |
720-4 |
|
S3 |
641-7 |
665-5 |
717-0 |
|
S4 |
603-7 |
627-5 |
706-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
732-0 |
694-0 |
38-0 |
5.2% |
7-5 |
1.0% |
88% |
True |
False |
31,958 |
10 |
732-0 |
690-0 |
42-0 |
5.8% |
11-6 |
1.6% |
89% |
True |
False |
26,162 |
20 |
732-0 |
678-0 |
54-0 |
7.4% |
11-0 |
1.5% |
92% |
True |
False |
20,586 |
40 |
732-0 |
594-0 |
138-0 |
19.0% |
12-2 |
1.7% |
97% |
True |
False |
17,991 |
60 |
732-2 |
594-0 |
138-2 |
19.0% |
12-3 |
1.7% |
97% |
False |
False |
14,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
766-0 |
2.618 |
753-0 |
1.618 |
745-0 |
1.000 |
740-0 |
0.618 |
737-0 |
HIGH |
732-0 |
0.618 |
729-0 |
0.500 |
728-0 |
0.382 |
727-0 |
LOW |
724-0 |
0.618 |
719-0 |
1.000 |
716-0 |
1.618 |
711-0 |
2.618 |
703-0 |
4.250 |
690-0 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
728-0 |
723-5 |
PP |
727-7 |
719-7 |
S1 |
727-5 |
716-0 |
|