CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
748-0 |
753-4 |
5-4 |
0.7% |
735-0 |
High |
755-2 |
759-0 |
3-6 |
0.5% |
745-0 |
Low |
748-0 |
751-0 |
3-0 |
0.4% |
723-2 |
Close |
755-0 |
754-0 |
-1-0 |
-0.1% |
738-0 |
Range |
7-2 |
8-0 |
0-6 |
10.3% |
21-6 |
ATR |
14-3 |
13-7 |
-0-4 |
-3.2% |
0-0 |
Volume |
14,984 |
31,415 |
16,431 |
109.7% |
108,965 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
778-5 |
774-3 |
758-3 |
|
R3 |
770-5 |
766-3 |
756-2 |
|
R2 |
762-5 |
762-5 |
755-4 |
|
R1 |
758-3 |
758-3 |
754-6 |
760-4 |
PP |
754-5 |
754-5 |
754-5 |
755-6 |
S1 |
750-3 |
750-3 |
753-2 |
752-4 |
S2 |
746-5 |
746-5 |
752-4 |
|
S3 |
738-5 |
742-3 |
751-6 |
|
S4 |
730-5 |
734-3 |
749-5 |
|
|
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 |
759-0 |
723-2 |
35-6 |
4.7% |
6-0 |
0.8% |
86% |
True |
False |
18,748 |
10 |
759-0 |
723-2 |
35-6 |
4.7% |
7-1 |
0.9% |
86% |
True |
False |
23,708 |
20 |
759-0 |
679-0 |
80-0 |
10.6% |
9-3 |
1.3% |
94% |
True |
False |
23,286 |
40 |
759-0 |
594-0 |
165-0 |
21.9% |
10-5 |
1.4% |
97% |
True |
False |
19,843 |
60 |
759-0 |
594-0 |
165-0 |
21.9% |
11-5 |
1.5% |
97% |
True |
False |
16,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
793-0 |
2.618 |
780-0 |
1.618 |
772-0 |
1.000 |
767-0 |
0.618 |
764-0 |
HIGH |
759-0 |
0.618 |
756-0 |
0.500 |
755-0 |
0.382 |
754-0 |
LOW |
751-0 |
0.618 |
746-0 |
1.000 |
743-0 |
1.618 |
738-0 |
2.618 |
730-0 |
4.250 |
717-0 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
755-0 |
753-0 |
PP |
754-5 |
752-1 |
S1 |
754-3 |
751-1 |
|