CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
732-6 |
748-0 |
15-2 |
2.1% |
735-0 |
High |
739-4 |
748-0 |
8-4 |
1.1% |
745-0 |
Low |
732-6 |
743-2 |
10-4 |
1.4% |
723-2 |
Close |
738-0 |
747-0 |
9-0 |
1.2% |
738-0 |
Range |
6-6 |
4-6 |
-2-0 |
-29.6% |
21-6 |
ATR |
15-1 |
14-6 |
-0-3 |
-2.4% |
0-0 |
Volume |
16,012 |
13,971 |
-2,041 |
-12.7% |
108,965 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760-3 |
758-3 |
749-5 |
|
R3 |
755-5 |
753-5 |
748-2 |
|
R2 |
750-7 |
750-7 |
747-7 |
|
R1 |
748-7 |
748-7 |
747-3 |
747-4 |
PP |
746-1 |
746-1 |
746-1 |
745-3 |
S1 |
744-1 |
744-1 |
746-5 |
742-6 |
S2 |
741-3 |
741-3 |
746-1 |
|
S3 |
736-5 |
739-3 |
745-6 |
|
S4 |
731-7 |
734-5 |
744-3 |
|
|
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 |
748-0 |
723-2 |
24-6 |
3.3% |
7-2 |
1.0% |
96% |
True |
False |
18,130 |
10 |
748-0 |
700-0 |
48-0 |
6.4% |
7-1 |
1.0% |
98% |
True |
False |
25,232 |
20 |
748-0 |
679-0 |
69-0 |
9.2% |
9-4 |
1.3% |
99% |
True |
False |
21,929 |
40 |
748-0 |
594-0 |
154-0 |
20.6% |
10-6 |
1.4% |
99% |
True |
False |
19,387 |
60 |
748-0 |
594-0 |
154-0 |
20.6% |
11-7 |
1.6% |
99% |
True |
False |
15,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
768-2 |
2.618 |
760-3 |
1.618 |
755-5 |
1.000 |
752-6 |
0.618 |
750-7 |
HIGH |
748-0 |
0.618 |
746-1 |
0.500 |
745-5 |
0.382 |
745-1 |
LOW |
743-2 |
0.618 |
740-3 |
1.000 |
738-4 |
1.618 |
735-5 |
2.618 |
730-7 |
4.250 |
723-0 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
746-4 |
743-2 |
PP |
746-1 |
739-3 |
S1 |
745-5 |
735-5 |
|