CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
784-4 |
775-0 |
-9-4 |
-1.2% |
748-0 |
High |
785-0 |
788-0 |
3-0 |
0.4% |
779-0 |
Low |
778-4 |
774-2 |
-4-2 |
-0.5% |
743-2 |
Close |
781-6 |
787-2 |
5-4 |
0.7% |
778-2 |
Range |
6-4 |
13-6 |
7-2 |
111.5% |
35-6 |
ATR |
13-7 |
13-7 |
0-0 |
-0.1% |
0-0 |
Volume |
32,903 |
24,238 |
-8,665 |
-26.3% |
105,000 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
824-3 |
819-5 |
794-6 |
|
R3 |
810-5 |
805-7 |
791-0 |
|
R2 |
796-7 |
796-7 |
789-6 |
|
R1 |
792-1 |
792-1 |
788-4 |
794-4 |
PP |
783-1 |
783-1 |
783-1 |
784-3 |
S1 |
778-3 |
778-3 |
786-0 |
780-6 |
S2 |
769-3 |
769-3 |
784-6 |
|
S3 |
755-5 |
764-5 |
783-4 |
|
S4 |
741-7 |
750-7 |
779-6 |
|
|
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 |
788-0 |
747-0 |
41-0 |
5.2% |
12-7 |
1.6% |
98% |
True |
False |
26,637 |
10 |
788-0 |
723-2 |
64-6 |
8.2% |
9-3 |
1.2% |
99% |
True |
False |
22,749 |
20 |
788-0 |
694-0 |
94-0 |
11.9% |
9-4 |
1.2% |
99% |
True |
False |
25,260 |
40 |
788-0 |
618-0 |
170-0 |
21.6% |
10-7 |
1.4% |
100% |
True |
False |
20,371 |
60 |
788-0 |
594-0 |
194-0 |
24.6% |
12-0 |
1.5% |
100% |
True |
False |
17,866 |
80 |
788-0 |
594-0 |
194-0 |
24.6% |
12-0 |
1.5% |
100% |
True |
False |
14,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
846-4 |
2.618 |
824-0 |
1.618 |
810-2 |
1.000 |
801-6 |
0.618 |
796-4 |
HIGH |
788-0 |
0.618 |
782-6 |
0.500 |
781-1 |
0.382 |
779-4 |
LOW |
774-2 |
0.618 |
765-6 |
1.000 |
760-4 |
1.618 |
752-0 |
2.618 |
738-2 |
4.250 |
715-6 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
785-2 |
781-5 |
PP |
783-1 |
776-1 |
S1 |
781-1 |
770-4 |
|