CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
751-6 |
757-4 |
5-6 |
0.8% |
737-0 |
| High |
756-6 |
765-0 |
8-2 |
1.1% |
748-4 |
| Low |
751-6 |
755-4 |
3-6 |
0.5% |
729-0 |
| Close |
758-0 |
757-2 |
-0-6 |
-0.1% |
742-0 |
| Range |
5-0 |
9-4 |
4-4 |
90.0% |
19-4 |
| ATR |
11-2 |
11-1 |
-0-1 |
-1.1% |
0-0 |
| Volume |
5,049 |
8,445 |
3,396 |
67.3% |
18,820 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787-6 |
782-0 |
762-4 |
|
| R3 |
778-2 |
772-4 |
759-7 |
|
| R2 |
768-6 |
768-6 |
759-0 |
|
| R1 |
763-0 |
763-0 |
758-1 |
761-1 |
| PP |
759-2 |
759-2 |
759-2 |
758-2 |
| S1 |
753-4 |
753-4 |
756-3 |
751-5 |
| S2 |
749-6 |
749-6 |
755-4 |
|
| S3 |
740-2 |
744-0 |
754-5 |
|
| S4 |
730-6 |
734-4 |
752-0 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798-3 |
789-5 |
752-6 |
|
| R3 |
778-7 |
770-1 |
747-3 |
|
| R2 |
759-3 |
759-3 |
745-5 |
|
| R1 |
750-5 |
750-5 |
743-6 |
755-0 |
| PP |
739-7 |
739-7 |
739-7 |
742-0 |
| S1 |
731-1 |
731-1 |
740-2 |
735-4 |
| S2 |
720-3 |
720-3 |
738-3 |
|
| S3 |
700-7 |
711-5 |
736-5 |
|
| S4 |
681-3 |
692-1 |
731-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805-3 |
|
2.618 |
789-7 |
|
1.618 |
780-3 |
|
1.000 |
774-4 |
|
0.618 |
770-7 |
|
HIGH |
765-0 |
|
0.618 |
761-3 |
|
0.500 |
760-2 |
|
0.382 |
759-1 |
|
LOW |
755-4 |
|
0.618 |
749-5 |
|
1.000 |
746-0 |
|
1.618 |
740-1 |
|
2.618 |
730-5 |
|
4.250 |
715-1 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
760-2 |
756-5 |
| PP |
759-2 |
756-1 |
| S1 |
758-2 |
755-4 |
|