CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
753-0 |
759-6 |
6-6 |
0.9% |
752-6 |
| High |
761-0 |
784-0 |
23-0 |
3.0% |
784-0 |
| Low |
753-0 |
759-6 |
6-6 |
0.9% |
747-4 |
| Close |
760-4 |
784-0 |
23-4 |
3.1% |
784-0 |
| Range |
8-0 |
24-2 |
16-2 |
203.1% |
36-4 |
| ATR |
11-0 |
12-0 |
1-0 |
8.5% |
0-0 |
| Volume |
11,814 |
9,797 |
-2,017 |
-17.1% |
43,256 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848-5 |
840-5 |
797-3 |
|
| R3 |
824-3 |
816-3 |
790-5 |
|
| R2 |
800-1 |
800-1 |
788-4 |
|
| R1 |
792-1 |
792-1 |
786-2 |
796-1 |
| PP |
775-7 |
775-7 |
775-7 |
778-0 |
| S1 |
767-7 |
767-7 |
781-6 |
771-7 |
| S2 |
751-5 |
751-5 |
779-4 |
|
| S3 |
727-3 |
743-5 |
777-3 |
|
| S4 |
703-1 |
719-3 |
770-5 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881-3 |
869-1 |
804-1 |
|
| R3 |
844-7 |
832-5 |
794-0 |
|
| R2 |
808-3 |
808-3 |
790-6 |
|
| R1 |
796-1 |
796-1 |
787-3 |
802-2 |
| PP |
771-7 |
771-7 |
771-7 |
774-7 |
| S1 |
759-5 |
759-5 |
780-5 |
765-6 |
| S2 |
735-3 |
735-3 |
777-2 |
|
| S3 |
698-7 |
723-1 |
774-0 |
|
| S4 |
662-3 |
686-5 |
763-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
887-0 |
|
2.618 |
847-4 |
|
1.618 |
823-2 |
|
1.000 |
808-2 |
|
0.618 |
799-0 |
|
HIGH |
784-0 |
|
0.618 |
774-6 |
|
0.500 |
771-7 |
|
0.382 |
769-0 |
|
LOW |
759-6 |
|
0.618 |
744-6 |
|
1.000 |
735-4 |
|
1.618 |
720-4 |
|
2.618 |
696-2 |
|
4.250 |
656-6 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
780-0 |
778-7 |
| PP |
775-7 |
773-5 |
| S1 |
771-7 |
768-4 |
|