CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
747-0 |
753-0 |
6-0 |
0.8% |
748-0 |
| High |
757-0 |
779-0 |
22-0 |
2.9% |
779-0 |
| Low |
747-0 |
753-0 |
6-0 |
0.8% |
743-2 |
| Close |
755-0 |
778-2 |
23-2 |
3.1% |
778-2 |
| Range |
10-0 |
26-0 |
16-0 |
160.0% |
35-6 |
| ATR |
13-5 |
14-4 |
0-7 |
6.5% |
0-0 |
| Volume |
22,680 |
21,950 |
-730 |
-3.2% |
105,000 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848-1 |
839-1 |
792-4 |
|
| R3 |
822-1 |
813-1 |
785-3 |
|
| R2 |
796-1 |
796-1 |
783-0 |
|
| R1 |
787-1 |
787-1 |
780-5 |
791-5 |
| PP |
770-1 |
770-1 |
770-1 |
772-2 |
| S1 |
761-1 |
761-1 |
775-7 |
765-5 |
| S2 |
744-1 |
744-1 |
773-4 |
|
| S3 |
718-1 |
735-1 |
771-1 |
|
| S4 |
692-1 |
709-1 |
764-0 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874-1 |
861-7 |
797-7 |
|
| R3 |
838-3 |
826-1 |
788-1 |
|
| R2 |
802-5 |
802-5 |
784-6 |
|
| R1 |
790-3 |
790-3 |
781-4 |
796-4 |
| PP |
766-7 |
766-7 |
766-7 |
769-7 |
| S1 |
754-5 |
754-5 |
775-0 |
760-6 |
| S2 |
731-1 |
731-1 |
771-6 |
|
| S3 |
695-3 |
718-7 |
768-3 |
|
| S4 |
659-5 |
683-1 |
758-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
779-0 |
743-2 |
35-6 |
4.6% |
11-2 |
1.4% |
98% |
True |
False |
21,000 |
| 10 |
779-0 |
723-2 |
55-6 |
7.2% |
9-2 |
1.2% |
99% |
True |
False |
21,396 |
| 20 |
779-0 |
690-0 |
89-0 |
11.4% |
10-4 |
1.3% |
99% |
True |
False |
23,779 |
| 40 |
779-0 |
594-0 |
185-0 |
23.8% |
11-1 |
1.4% |
100% |
True |
False |
20,086 |
| 60 |
779-0 |
594-0 |
185-0 |
23.8% |
11-7 |
1.5% |
100% |
True |
False |
17,139 |
| 80 |
779-0 |
594-0 |
185-0 |
23.8% |
12-1 |
1.6% |
100% |
True |
False |
14,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
889-4 |
|
2.618 |
847-1 |
|
1.618 |
821-1 |
|
1.000 |
805-0 |
|
0.618 |
795-1 |
|
HIGH |
779-0 |
|
0.618 |
769-1 |
|
0.500 |
766-0 |
|
0.382 |
762-7 |
|
LOW |
753-0 |
|
0.618 |
736-7 |
|
1.000 |
727-0 |
|
1.618 |
710-7 |
|
2.618 |
684-7 |
|
4.250 |
642-4 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
774-1 |
773-1 |
| PP |
770-1 |
768-1 |
| S1 |
766-0 |
763-0 |
|