CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
788-4 |
780-6 |
-7-6 |
-1.0% |
750-4 |
| High |
789-0 |
792-0 |
3-0 |
0.4% |
780-0 |
| Low |
783-0 |
780-6 |
-2-2 |
-0.3% |
746-0 |
| Close |
785-6 |
791-0 |
5-2 |
0.7% |
782-0 |
| Range |
6-0 |
11-2 |
5-2 |
87.5% |
34-0 |
| ATR |
11-3 |
11-3 |
0-0 |
-0.1% |
0-0 |
| Volume |
7,763 |
5,868 |
-1,895 |
-24.4% |
26,203 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821-5 |
817-5 |
797-2 |
|
| R3 |
810-3 |
806-3 |
794-1 |
|
| R2 |
799-1 |
799-1 |
793-0 |
|
| R1 |
795-1 |
795-1 |
792-0 |
797-1 |
| PP |
787-7 |
787-7 |
787-7 |
789-0 |
| S1 |
783-7 |
783-7 |
790-0 |
785-7 |
| S2 |
776-5 |
776-5 |
789-0 |
|
| S3 |
765-3 |
772-5 |
787-7 |
|
| S4 |
754-1 |
761-3 |
784-6 |
|
|
| 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 |
839-6 |
|
2.618 |
821-4 |
|
1.618 |
810-2 |
|
1.000 |
803-2 |
|
0.618 |
799-0 |
|
HIGH |
792-0 |
|
0.618 |
787-6 |
|
0.500 |
786-3 |
|
0.382 |
785-0 |
|
LOW |
780-6 |
|
0.618 |
773-6 |
|
1.000 |
769-4 |
|
1.618 |
762-4 |
|
2.618 |
751-2 |
|
4.250 |
733-0 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
789-4 |
785-6 |
| PP |
787-7 |
780-3 |
| S1 |
786-3 |
775-1 |
|