CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
775-0 |
782-4 |
7-4 |
1.0% |
748-0 |
| High |
788-0 |
786-0 |
-2-0 |
-0.3% |
779-0 |
| Low |
774-2 |
778-4 |
4-2 |
0.5% |
743-2 |
| Close |
787-2 |
779-0 |
-8-2 |
-1.0% |
778-2 |
| Range |
13-6 |
7-4 |
-6-2 |
-45.5% |
35-6 |
| ATR |
13-7 |
13-4 |
-0-3 |
-2.7% |
0-0 |
| Volume |
24,238 |
17,990 |
-6,248 |
-25.8% |
105,000 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803-5 |
798-7 |
783-1 |
|
| R3 |
796-1 |
791-3 |
781-0 |
|
| R2 |
788-5 |
788-5 |
780-3 |
|
| R1 |
783-7 |
783-7 |
779-6 |
782-4 |
| PP |
781-1 |
781-1 |
781-1 |
780-4 |
| S1 |
776-3 |
776-3 |
778-2 |
775-0 |
| S2 |
773-5 |
773-5 |
777-5 |
|
| S3 |
766-1 |
768-7 |
777-0 |
|
| S4 |
758-5 |
761-3 |
774-7 |
|
|
| 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 |
5.3% |
12-6 |
1.6% |
78% |
False |
False |
23,952 |
| 10 |
788-0 |
723-2 |
64-6 |
8.3% |
9-3 |
1.2% |
86% |
False |
False |
21,350 |
| 20 |
788-0 |
694-0 |
94-0 |
12.1% |
9-4 |
1.2% |
90% |
False |
False |
24,381 |
| 40 |
788-0 |
628-6 |
159-2 |
20.4% |
10-6 |
1.4% |
94% |
False |
False |
20,497 |
| 60 |
788-0 |
594-0 |
194-0 |
24.9% |
12-0 |
1.5% |
95% |
False |
False |
18,059 |
| 80 |
788-0 |
594-0 |
194-0 |
24.9% |
11-7 |
1.5% |
95% |
False |
False |
14,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
817-7 |
|
2.618 |
805-5 |
|
1.618 |
798-1 |
|
1.000 |
793-4 |
|
0.618 |
790-5 |
|
HIGH |
786-0 |
|
0.618 |
783-1 |
|
0.500 |
782-2 |
|
0.382 |
781-3 |
|
LOW |
778-4 |
|
0.618 |
773-7 |
|
1.000 |
771-0 |
|
1.618 |
766-3 |
|
2.618 |
758-7 |
|
4.250 |
746-5 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
782-2 |
781-1 |
| PP |
781-1 |
780-3 |
| S1 |
780-1 |
779-6 |
|