CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
723-6 |
732-6 |
9-0 |
1.2% |
735-0 |
High |
726-4 |
739-4 |
13-0 |
1.8% |
745-0 |
Low |
723-2 |
732-6 |
9-4 |
1.3% |
723-2 |
Close |
726-0 |
738-0 |
12-0 |
1.7% |
738-0 |
Range |
3-2 |
6-6 |
3-4 |
107.7% |
21-6 |
ATR |
15-2 |
15-1 |
-0-1 |
-0.8% |
0-0 |
Volume |
17,362 |
16,012 |
-1,350 |
-7.8% |
108,965 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
757-0 |
754-2 |
741-6 |
|
R3 |
750-2 |
747-4 |
739-7 |
|
R2 |
743-4 |
743-4 |
739-2 |
|
R1 |
740-6 |
740-6 |
738-5 |
742-1 |
PP |
736-6 |
736-6 |
736-6 |
737-4 |
S1 |
734-0 |
734-0 |
737-3 |
735-3 |
S2 |
730-0 |
730-0 |
736-6 |
|
S3 |
723-2 |
727-2 |
736-1 |
|
S4 |
716-4 |
720-4 |
734-2 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
800-5 |
791-1 |
750-0 |
|
R3 |
778-7 |
769-3 |
744-0 |
|
R2 |
757-1 |
757-1 |
742-0 |
|
R1 |
747-5 |
747-5 |
740-0 |
752-3 |
PP |
735-3 |
735-3 |
735-3 |
737-6 |
S1 |
725-7 |
725-7 |
736-0 |
730-5 |
S2 |
713-5 |
713-5 |
734-0 |
|
S3 |
691-7 |
704-1 |
732-0 |
|
S4 |
670-1 |
682-3 |
726-0 |
|
|
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 |
2.9% |
7-2 |
1.0% |
68% |
False |
False |
21,793 |
10 |
745-0 |
694-0 |
51-0 |
6.9% |
7-3 |
1.0% |
86% |
False |
False |
26,875 |
20 |
745-0 |
679-0 |
66-0 |
8.9% |
9-6 |
1.3% |
89% |
False |
False |
21,816 |
40 |
745-0 |
594-0 |
151-0 |
20.5% |
11-2 |
1.5% |
95% |
False |
False |
19,472 |
60 |
745-0 |
594-0 |
151-0 |
20.5% |
11-7 |
1.6% |
95% |
False |
False |
15,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
768-2 |
2.618 |
757-1 |
1.618 |
750-3 |
1.000 |
746-2 |
0.618 |
743-5 |
HIGH |
739-4 |
0.618 |
736-7 |
0.500 |
736-1 |
0.382 |
735-3 |
LOW |
732-6 |
0.618 |
728-5 |
1.000 |
726-0 |
1.618 |
721-7 |
2.618 |
715-1 |
4.250 |
704-0 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
737-3 |
736-6 |
PP |
736-6 |
735-3 |
S1 |
736-1 |
734-1 |
|