CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
758-2 |
788-4 |
30-2 |
4.0% |
750-4 |
High |
780-0 |
789-0 |
9-0 |
1.2% |
780-0 |
Low |
758-2 |
783-0 |
24-6 |
3.3% |
746-0 |
Close |
782-0 |
785-6 |
3-6 |
0.5% |
782-0 |
Range |
21-6 |
6-0 |
-15-6 |
-72.4% |
34-0 |
ATR |
11-6 |
11-3 |
-0-3 |
-2.9% |
0-0 |
Volume |
5,790 |
7,763 |
1,973 |
34.1% |
26,203 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
803-7 |
800-7 |
789-0 |
|
R3 |
797-7 |
794-7 |
787-3 |
|
R2 |
791-7 |
791-7 |
786-7 |
|
R1 |
788-7 |
788-7 |
786-2 |
787-3 |
PP |
785-7 |
785-7 |
785-7 |
785-2 |
S1 |
782-7 |
782-7 |
785-2 |
781-3 |
S2 |
779-7 |
779-7 |
784-5 |
|
S3 |
773-7 |
776-7 |
784-1 |
|
S4 |
767-7 |
770-7 |
782-4 |
|
|
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 |
814-4 |
2.618 |
804-6 |
1.618 |
798-6 |
1.000 |
795-0 |
0.618 |
792-6 |
HIGH |
789-0 |
0.618 |
786-6 |
0.500 |
786-0 |
0.382 |
785-2 |
LOW |
783-0 |
0.618 |
779-2 |
1.000 |
777-0 |
1.618 |
773-2 |
2.618 |
767-2 |
4.250 |
757-4 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
786-0 |
780-4 |
PP |
785-7 |
775-3 |
S1 |
785-7 |
770-1 |
|