CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
782-4 |
771-0 |
-11-4 |
-1.5% |
748-0 |
High |
786-0 |
774-4 |
-11-4 |
-1.5% |
779-0 |
Low |
778-4 |
750-0 |
-28-4 |
-3.7% |
743-2 |
Close |
779-0 |
750-6 |
-28-2 |
-3.6% |
778-2 |
Range |
7-4 |
24-4 |
17-0 |
226.7% |
35-6 |
ATR |
13-4 |
14-5 |
1-1 |
8.1% |
0-0 |
Volume |
17,990 |
17,663 |
-327 |
-1.8% |
105,000 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
831-7 |
815-7 |
764-2 |
|
R3 |
807-3 |
791-3 |
757-4 |
|
R2 |
782-7 |
782-7 |
755-2 |
|
R1 |
766-7 |
766-7 |
753-0 |
762-5 |
PP |
758-3 |
758-3 |
758-3 |
756-2 |
S1 |
742-3 |
742-3 |
748-4 |
738-1 |
S2 |
733-7 |
733-7 |
746-2 |
|
S3 |
709-3 |
717-7 |
744-0 |
|
S4 |
684-7 |
693-3 |
737-2 |
|
|
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 |
750-0 |
38-0 |
5.1% |
15-5 |
2.1% |
2% |
False |
True |
22,948 |
10 |
788-0 |
732-6 |
55-2 |
7.4% |
11-4 |
1.5% |
33% |
False |
False |
21,380 |
20 |
788-0 |
694-0 |
94-0 |
12.5% |
10-1 |
1.3% |
60% |
False |
False |
24,233 |
40 |
788-0 |
630-6 |
157-2 |
20.9% |
11-2 |
1.5% |
76% |
False |
False |
20,474 |
60 |
788-0 |
594-0 |
194-0 |
25.8% |
12-2 |
1.6% |
81% |
False |
False |
18,258 |
80 |
788-0 |
594-0 |
194-0 |
25.8% |
12-1 |
1.6% |
81% |
False |
False |
14,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
878-5 |
2.618 |
838-5 |
1.618 |
814-1 |
1.000 |
799-0 |
0.618 |
789-5 |
HIGH |
774-4 |
0.618 |
765-1 |
0.500 |
762-2 |
0.382 |
759-3 |
LOW |
750-0 |
0.618 |
734-7 |
1.000 |
725-4 |
1.618 |
710-3 |
2.618 |
685-7 |
4.250 |
645-7 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
762-2 |
769-0 |
PP |
758-3 |
762-7 |
S1 |
754-5 |
756-7 |
|