CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
751-2 |
758-2 |
7-0 |
0.9% |
750-4 |
| High |
760-4 |
780-0 |
19-4 |
2.6% |
780-0 |
| Low |
751-2 |
758-2 |
7-0 |
0.9% |
746-0 |
| Close |
758-6 |
782-0 |
23-2 |
3.1% |
782-0 |
| Range |
9-2 |
21-6 |
12-4 |
135.1% |
34-0 |
| ATR |
11-0 |
11-6 |
0-6 |
7.0% |
0-0 |
| Volume |
4,614 |
5,790 |
1,176 |
25.5% |
26,203 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
838-5 |
832-1 |
794-0 |
|
| R3 |
816-7 |
810-3 |
788-0 |
|
| R2 |
795-1 |
795-1 |
786-0 |
|
| R1 |
788-5 |
788-5 |
784-0 |
791-7 |
| PP |
773-3 |
773-3 |
773-3 |
775-0 |
| S1 |
766-7 |
766-7 |
780-0 |
770-1 |
| S2 |
751-5 |
751-5 |
778-0 |
|
| S3 |
729-7 |
745-1 |
776-0 |
|
| S4 |
708-1 |
723-3 |
770-0 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871-3 |
860-5 |
800-6 |
|
| R3 |
837-3 |
826-5 |
791-3 |
|
| R2 |
803-3 |
803-3 |
788-2 |
|
| R1 |
792-5 |
792-5 |
785-1 |
798-0 |
| PP |
769-3 |
769-3 |
769-3 |
772-0 |
| S1 |
758-5 |
758-5 |
778-7 |
764-0 |
| S2 |
735-3 |
735-3 |
775-6 |
|
| S3 |
701-3 |
724-5 |
772-5 |
|
| S4 |
667-3 |
690-5 |
763-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
872-4 |
|
2.618 |
837-0 |
|
1.618 |
815-2 |
|
1.000 |
801-6 |
|
0.618 |
793-4 |
|
HIGH |
780-0 |
|
0.618 |
771-6 |
|
0.500 |
769-1 |
|
0.382 |
766-4 |
|
LOW |
758-2 |
|
0.618 |
744-6 |
|
1.000 |
736-4 |
|
1.618 |
723-0 |
|
2.618 |
701-2 |
|
4.250 |
665-6 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
777-6 |
776-4 |
| PP |
773-3 |
771-1 |
| S1 |
769-1 |
765-5 |
|