CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
774-6 |
759-0 |
-15-6 |
-2.0% |
788-4 |
| High |
774-6 |
780-4 |
5-6 |
0.7% |
792-0 |
| Low |
756-0 |
759-0 |
3-0 |
0.4% |
756-0 |
| Close |
756-4 |
778-4 |
22-0 |
2.9% |
778-4 |
| Range |
18-6 |
21-4 |
2-6 |
14.7% |
36-0 |
| ATR |
12-2 |
13-0 |
0-7 |
6.9% |
0-0 |
| Volume |
5,870 |
10,198 |
4,328 |
73.7% |
36,715 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837-1 |
829-3 |
790-3 |
|
| R3 |
815-5 |
807-7 |
784-3 |
|
| R2 |
794-1 |
794-1 |
782-4 |
|
| R1 |
786-3 |
786-3 |
780-4 |
790-2 |
| PP |
772-5 |
772-5 |
772-5 |
774-5 |
| S1 |
764-7 |
764-7 |
776-4 |
768-6 |
| S2 |
751-1 |
751-1 |
774-4 |
|
| S3 |
729-5 |
743-3 |
772-5 |
|
| S4 |
708-1 |
721-7 |
766-5 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883-4 |
867-0 |
798-2 |
|
| R3 |
847-4 |
831-0 |
788-3 |
|
| R2 |
811-4 |
811-4 |
785-1 |
|
| R1 |
795-0 |
795-0 |
781-6 |
785-2 |
| PP |
775-4 |
775-4 |
775-4 |
770-5 |
| S1 |
759-0 |
759-0 |
775-2 |
749-2 |
| S2 |
739-4 |
739-4 |
771-7 |
|
| S3 |
703-4 |
723-0 |
768-5 |
|
| S4 |
667-4 |
687-0 |
758-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871-7 |
|
2.618 |
836-6 |
|
1.618 |
815-2 |
|
1.000 |
802-0 |
|
0.618 |
793-6 |
|
HIGH |
780-4 |
|
0.618 |
772-2 |
|
0.500 |
769-6 |
|
0.382 |
767-2 |
|
LOW |
759-0 |
|
0.618 |
745-6 |
|
1.000 |
737-4 |
|
1.618 |
724-2 |
|
2.618 |
702-6 |
|
4.250 |
667-5 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
775-5 |
776-5 |
| PP |
772-5 |
774-5 |
| S1 |
769-6 |
772-6 |
|