CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
787-2 |
774-6 |
-12-4 |
-1.6% |
750-4 |
| High |
789-4 |
774-6 |
-14-6 |
-1.9% |
780-0 |
| Low |
785-0 |
756-0 |
-29-0 |
-3.7% |
746-0 |
| Close |
783-6 |
756-4 |
-27-2 |
-3.5% |
782-0 |
| Range |
4-4 |
18-6 |
14-2 |
316.7% |
34-0 |
| ATR |
11-0 |
12-2 |
1-2 |
10.9% |
0-0 |
| Volume |
7,016 |
5,870 |
-1,146 |
-16.3% |
26,203 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818-5 |
806-3 |
766-6 |
|
| R3 |
799-7 |
787-5 |
761-5 |
|
| R2 |
781-1 |
781-1 |
760-0 |
|
| R1 |
768-7 |
768-7 |
758-2 |
765-5 |
| PP |
762-3 |
762-3 |
762-3 |
760-6 |
| S1 |
750-1 |
750-1 |
754-6 |
746-7 |
| S2 |
743-5 |
743-5 |
753-0 |
|
| S3 |
724-7 |
731-3 |
751-3 |
|
| S4 |
706-1 |
712-5 |
746-2 |
|
|
| 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 |
854-4 |
|
2.618 |
823-7 |
|
1.618 |
805-1 |
|
1.000 |
793-4 |
|
0.618 |
786-3 |
|
HIGH |
774-6 |
|
0.618 |
767-5 |
|
0.500 |
765-3 |
|
0.382 |
763-1 |
|
LOW |
756-0 |
|
0.618 |
744-3 |
|
1.000 |
737-2 |
|
1.618 |
725-5 |
|
2.618 |
706-7 |
|
4.250 |
676-2 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
765-3 |
774-0 |
| PP |
762-3 |
768-1 |
| S1 |
759-4 |
762-3 |
|