CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
726-0 |
735-0 |
9-0 |
1.2% |
698-0 |
High |
732-0 |
736-0 |
4-0 |
0.5% |
732-0 |
Low |
724-0 |
731-0 |
7-0 |
1.0% |
694-0 |
Close |
727-4 |
733-0 |
5-4 |
0.8% |
727-4 |
Range |
8-0 |
5-0 |
-3-0 |
-37.5% |
38-0 |
ATR |
16-5 |
16-0 |
-0-5 |
-3.5% |
0-0 |
Volume |
34,997 |
32,283 |
-2,714 |
-7.8% |
159,792 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
748-3 |
745-5 |
735-6 |
|
R3 |
743-3 |
740-5 |
734-3 |
|
R2 |
738-3 |
738-3 |
733-7 |
|
R1 |
735-5 |
735-5 |
733-4 |
734-4 |
PP |
733-3 |
733-3 |
733-3 |
732-6 |
S1 |
730-5 |
730-5 |
732-4 |
729-4 |
S2 |
728-3 |
728-3 |
732-1 |
|
S3 |
723-3 |
725-5 |
731-5 |
|
S4 |
718-3 |
720-5 |
730-2 |
|
|
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 |
736-0 |
700-0 |
36-0 |
4.9% |
7-0 |
1.0% |
92% |
True |
False |
32,335 |
10 |
736-0 |
694-0 |
42-0 |
5.7% |
11-2 |
1.5% |
93% |
True |
False |
27,646 |
20 |
736-0 |
678-0 |
58-0 |
7.9% |
10-6 |
1.5% |
95% |
True |
False |
21,395 |
40 |
736-0 |
594-0 |
142-0 |
19.4% |
12-0 |
1.6% |
98% |
True |
False |
18,578 |
60 |
736-0 |
594-0 |
142-0 |
19.4% |
12-2 |
1.7% |
98% |
True |
False |
14,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
757-2 |
2.618 |
749-1 |
1.618 |
744-1 |
1.000 |
741-0 |
0.618 |
739-1 |
HIGH |
736-0 |
0.618 |
734-1 |
0.500 |
733-4 |
0.382 |
732-7 |
LOW |
731-0 |
0.618 |
727-7 |
1.000 |
726-0 |
1.618 |
722-7 |
2.618 |
717-7 |
4.250 |
709-6 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
733-4 |
732-0 |
PP |
733-3 |
731-0 |
S1 |
733-1 |
730-0 |
|