CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
743-0 |
723-6 |
-19-2 |
-2.6% |
698-0 |
High |
745-0 |
726-4 |
-18-4 |
-2.5% |
732-0 |
Low |
737-0 |
723-2 |
-13-6 |
-1.9% |
694-0 |
Close |
738-4 |
726-0 |
-12-4 |
-1.7% |
727-4 |
Range |
8-0 |
3-2 |
-4-6 |
-59.4% |
38-0 |
ATR |
15-2 |
15-2 |
0-0 |
0.0% |
0-0 |
Volume |
31,981 |
17,362 |
-14,619 |
-45.7% |
159,792 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
735-0 |
733-6 |
727-6 |
|
R3 |
731-6 |
730-4 |
726-7 |
|
R2 |
728-4 |
728-4 |
726-5 |
|
R1 |
727-2 |
727-2 |
726-2 |
727-7 |
PP |
725-2 |
725-2 |
725-2 |
725-4 |
S1 |
724-0 |
724-0 |
725-6 |
724-5 |
S2 |
722-0 |
722-0 |
725-3 |
|
S3 |
718-6 |
720-6 |
725-1 |
|
S4 |
715-4 |
717-4 |
724-2 |
|
|
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 |
745-0 |
723-2 |
21-6 |
3.0% |
7-4 |
1.0% |
13% |
False |
True |
25,590 |
10 |
745-0 |
694-0 |
51-0 |
7.0% |
8-6 |
1.2% |
63% |
False |
False |
27,086 |
20 |
745-0 |
679-0 |
66-0 |
9.1% |
10-2 |
1.4% |
71% |
False |
False |
22,019 |
40 |
745-0 |
594-0 |
151-0 |
20.8% |
11-6 |
1.6% |
87% |
False |
False |
19,484 |
60 |
745-0 |
594-0 |
151-0 |
20.8% |
11-7 |
1.6% |
87% |
False |
False |
15,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
740-2 |
2.618 |
735-0 |
1.618 |
731-6 |
1.000 |
729-6 |
0.618 |
728-4 |
HIGH |
726-4 |
0.618 |
725-2 |
0.500 |
724-7 |
0.382 |
724-4 |
LOW |
723-2 |
0.618 |
721-2 |
1.000 |
720-0 |
1.618 |
718-0 |
2.618 |
714-6 |
4.250 |
709-4 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
725-5 |
734-1 |
PP |
725-2 |
731-3 |
S1 |
724-7 |
728-6 |
|