CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
735-0 |
727-4 |
-7-4 |
-1.0% |
698-0 |
High |
736-0 |
740-6 |
4-6 |
0.6% |
732-0 |
Low |
731-0 |
727-4 |
-3-4 |
-0.5% |
694-0 |
Close |
733-0 |
740-2 |
7-2 |
1.0% |
727-4 |
Range |
5-0 |
13-2 |
8-2 |
165.0% |
38-0 |
ATR |
16-0 |
15-7 |
-0-2 |
-1.2% |
0-0 |
Volume |
32,283 |
11,327 |
-20,956 |
-64.9% |
159,792 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
775-7 |
771-3 |
747-4 |
|
R3 |
762-5 |
758-1 |
743-7 |
|
R2 |
749-3 |
749-3 |
742-5 |
|
R1 |
744-7 |
744-7 |
741-4 |
747-1 |
PP |
736-1 |
736-1 |
736-1 |
737-2 |
S1 |
731-5 |
731-5 |
739-0 |
733-7 |
S2 |
722-7 |
722-7 |
737-7 |
|
S3 |
709-5 |
718-3 |
736-5 |
|
S4 |
696-3 |
705-1 |
733-0 |
|
|
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 |
740-6 |
700-0 |
40-6 |
5.5% |
8-0 |
1.1% |
99% |
True |
False |
28,655 |
10 |
740-6 |
694-0 |
46-6 |
6.3% |
9-4 |
1.3% |
99% |
True |
False |
27,770 |
20 |
740-6 |
678-0 |
62-6 |
8.5% |
10-6 |
1.5% |
99% |
True |
False |
21,324 |
40 |
740-6 |
594-0 |
146-6 |
19.8% |
12-2 |
1.6% |
100% |
True |
False |
18,629 |
60 |
740-6 |
594-0 |
146-6 |
19.8% |
12-2 |
1.7% |
100% |
True |
False |
14,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
797-0 |
2.618 |
775-4 |
1.618 |
762-2 |
1.000 |
754-0 |
0.618 |
749-0 |
HIGH |
740-6 |
0.618 |
735-6 |
0.500 |
734-1 |
0.382 |
732-4 |
LOW |
727-4 |
0.618 |
719-2 |
1.000 |
714-2 |
1.618 |
706-0 |
2.618 |
692-6 |
4.250 |
671-2 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
738-2 |
737-5 |
PP |
736-1 |
735-0 |
S1 |
734-1 |
732-3 |
|