CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
780-6 |
787-2 |
6-4 |
0.8% |
750-4 |
High |
792-0 |
789-4 |
-2-4 |
-0.3% |
780-0 |
Low |
780-6 |
785-0 |
4-2 |
0.5% |
746-0 |
Close |
791-0 |
783-6 |
-7-2 |
-0.9% |
782-0 |
Range |
11-2 |
4-4 |
-6-6 |
-60.0% |
34-0 |
ATR |
11-3 |
11-0 |
-0-3 |
-3.4% |
0-0 |
Volume |
5,868 |
7,016 |
1,148 |
19.6% |
26,203 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
799-5 |
796-1 |
786-2 |
|
R3 |
795-1 |
791-5 |
785-0 |
|
R2 |
790-5 |
790-5 |
784-5 |
|
R1 |
787-1 |
787-1 |
784-1 |
786-5 |
PP |
786-1 |
786-1 |
786-1 |
785-6 |
S1 |
782-5 |
782-5 |
783-3 |
782-1 |
S2 |
781-5 |
781-5 |
782-7 |
|
S3 |
777-1 |
778-1 |
782-4 |
|
S4 |
772-5 |
773-5 |
781-2 |
|
|
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 |
808-5 |
2.618 |
801-2 |
1.618 |
796-6 |
1.000 |
794-0 |
0.618 |
792-2 |
HIGH |
789-4 |
0.618 |
787-6 |
0.500 |
787-2 |
0.382 |
786-6 |
LOW |
785-0 |
0.618 |
782-2 |
1.000 |
780-4 |
1.618 |
777-6 |
2.618 |
773-2 |
4.250 |
765-7 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
787-2 |
786-3 |
PP |
786-1 |
785-4 |
S1 |
784-7 |
784-5 |
|