CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
753-0 |
784-4 |
31-4 |
4.2% |
748-0 |
High |
779-0 |
785-0 |
6-0 |
0.8% |
779-0 |
Low |
753-0 |
778-4 |
25-4 |
3.4% |
743-2 |
Close |
778-2 |
781-6 |
3-4 |
0.4% |
778-2 |
Range |
26-0 |
6-4 |
-19-4 |
-75.0% |
35-6 |
ATR |
14-4 |
13-7 |
-0-4 |
-3.8% |
0-0 |
Volume |
21,950 |
32,903 |
10,953 |
49.9% |
105,000 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
801-2 |
798-0 |
785-3 |
|
R3 |
794-6 |
791-4 |
783-4 |
|
R2 |
788-2 |
788-2 |
783-0 |
|
R1 |
785-0 |
785-0 |
782-3 |
783-3 |
PP |
781-6 |
781-6 |
781-6 |
781-0 |
S1 |
778-4 |
778-4 |
781-1 |
776-7 |
S2 |
775-2 |
775-2 |
780-4 |
|
S3 |
768-6 |
772-0 |
780-0 |
|
S4 |
762-2 |
765-4 |
778-1 |
|
|
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 |
785-0 |
747-0 |
38-0 |
4.9% |
11-4 |
1.5% |
91% |
True |
False |
24,786 |
10 |
785-0 |
723-2 |
61-6 |
7.9% |
9-3 |
1.2% |
95% |
True |
False |
21,458 |
20 |
785-0 |
694-0 |
91-0 |
11.6% |
10-3 |
1.3% |
96% |
True |
False |
24,552 |
40 |
785-0 |
615-0 |
170-0 |
21.7% |
10-6 |
1.4% |
98% |
True |
False |
20,626 |
60 |
785-0 |
594-0 |
191-0 |
24.4% |
11-7 |
1.5% |
98% |
True |
False |
17,569 |
80 |
785-0 |
594-0 |
191-0 |
24.4% |
12-1 |
1.6% |
98% |
True |
False |
14,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
812-5 |
2.618 |
802-0 |
1.618 |
795-4 |
1.000 |
791-4 |
0.618 |
789-0 |
HIGH |
785-0 |
0.618 |
782-4 |
0.500 |
781-6 |
0.382 |
781-0 |
LOW |
778-4 |
0.618 |
774-4 |
1.000 |
772-0 |
1.618 |
768-0 |
2.618 |
761-4 |
4.250 |
750-7 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
781-6 |
776-4 |
PP |
781-6 |
771-2 |
S1 |
781-6 |
766-0 |
|