CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
752-6 |
757-2 |
4-4 |
0.6% |
740-2 |
High |
753-0 |
759-2 |
6-2 |
0.8% |
749-6 |
Low |
747-4 |
757-2 |
9-6 |
1.3% |
731-0 |
Close |
751-6 |
759-2 |
7-4 |
1.0% |
744-0 |
Range |
5-4 |
2-0 |
-3-4 |
-63.6% |
18-6 |
ATR |
11-7 |
11-4 |
-0-2 |
-2.6% |
0-0 |
Volume |
4,388 |
7,272 |
2,884 |
65.7% |
29,449 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
764-5 |
763-7 |
760-3 |
|
R3 |
762-5 |
761-7 |
759-6 |
|
R2 |
760-5 |
760-5 |
759-5 |
|
R1 |
759-7 |
759-7 |
759-3 |
760-2 |
PP |
758-5 |
758-5 |
758-5 |
758-6 |
S1 |
757-7 |
757-7 |
759-1 |
758-2 |
S2 |
756-5 |
756-5 |
758-7 |
|
S3 |
754-5 |
755-7 |
758-6 |
|
S4 |
752-5 |
753-7 |
758-1 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
797-7 |
789-5 |
754-2 |
|
R3 |
779-1 |
770-7 |
749-1 |
|
R2 |
760-3 |
760-3 |
747-4 |
|
R1 |
752-1 |
752-1 |
745-6 |
756-2 |
PP |
741-5 |
741-5 |
741-5 |
743-5 |
S1 |
733-3 |
733-3 |
742-2 |
737-4 |
S2 |
722-7 |
722-7 |
740-4 |
|
S3 |
704-1 |
714-5 |
738-7 |
|
S4 |
685-3 |
695-7 |
733-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
767-6 |
2.618 |
764-4 |
1.618 |
762-4 |
1.000 |
761-2 |
0.618 |
760-4 |
HIGH |
759-2 |
0.618 |
758-4 |
0.500 |
758-2 |
0.382 |
758-0 |
LOW |
757-2 |
0.618 |
756-0 |
1.000 |
755-2 |
1.618 |
754-0 |
2.618 |
752-0 |
4.250 |
748-6 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
758-7 |
756-5 |
PP |
758-5 |
754-0 |
S1 |
758-2 |
751-3 |
|