CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
732-0 |
737-0 |
5-0 |
0.7% |
703-0 |
High |
732-2 |
737-0 |
4-6 |
0.6% |
736-0 |
Low |
732-0 |
737-0 |
5-0 |
0.7% |
703-0 |
Close |
732-0 |
737-6 |
5-6 |
0.8% |
732-0 |
Range |
0-2 |
0-0 |
-0-2 |
-100.0% |
33-0 |
ATR |
|
|
|
|
|
Volume |
8,705 |
4,981 |
-3,724 |
-42.8% |
32,873 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
737-2 |
737-4 |
737-6 |
|
R3 |
737-2 |
737-4 |
737-6 |
|
R2 |
737-2 |
737-2 |
737-6 |
|
R1 |
737-4 |
737-4 |
737-6 |
737-3 |
PP |
737-2 |
737-2 |
737-2 |
737-2 |
S1 |
737-4 |
737-4 |
737-6 |
737-3 |
S2 |
737-2 |
737-2 |
737-6 |
|
S3 |
737-2 |
737-4 |
737-6 |
|
S4 |
737-2 |
737-4 |
737-6 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
822-5 |
810-3 |
750-1 |
|
R3 |
789-5 |
777-3 |
741-1 |
|
R2 |
756-5 |
756-5 |
738-0 |
|
R1 |
744-3 |
744-3 |
735-0 |
750-4 |
PP |
723-5 |
723-5 |
723-5 |
726-6 |
S1 |
711-3 |
711-3 |
729-0 |
717-4 |
S2 |
690-5 |
690-5 |
726-0 |
|
S3 |
657-5 |
678-3 |
722-7 |
|
S4 |
624-5 |
645-3 |
713-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
737-0 |
2.618 |
737-0 |
1.618 |
737-0 |
1.000 |
737-0 |
0.618 |
737-0 |
HIGH |
737-0 |
0.618 |
737-0 |
0.500 |
737-0 |
0.382 |
737-0 |
LOW |
737-0 |
0.618 |
737-0 |
1.000 |
737-0 |
1.618 |
737-0 |
2.618 |
737-0 |
4.250 |
737-0 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
737-4 |
736-3 |
PP |
737-2 |
734-7 |
S1 |
737-0 |
733-4 |
|