CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
759-6 |
791-0 |
31-2 |
4.1% |
752-6 |
High |
784-0 |
791-2 |
7-2 |
0.9% |
784-0 |
Low |
759-6 |
787-0 |
27-2 |
3.6% |
747-4 |
Close |
784-0 |
787-6 |
3-6 |
0.5% |
784-0 |
Range |
24-2 |
4-2 |
-20-0 |
-82.5% |
36-4 |
ATR |
12-0 |
11-5 |
-0-3 |
-2.8% |
0-0 |
Volume |
9,797 |
13,738 |
3,941 |
40.2% |
43,256 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
801-3 |
798-7 |
790-1 |
|
R3 |
797-1 |
794-5 |
788-7 |
|
R2 |
792-7 |
792-7 |
788-4 |
|
R1 |
790-3 |
790-3 |
788-1 |
789-4 |
PP |
788-5 |
788-5 |
788-5 |
788-2 |
S1 |
786-1 |
786-1 |
787-3 |
785-2 |
S2 |
784-3 |
784-3 |
787-0 |
|
S3 |
780-1 |
781-7 |
786-5 |
|
S4 |
775-7 |
777-5 |
785-3 |
|
|
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 |
809-2 |
2.618 |
802-3 |
1.618 |
798-1 |
1.000 |
795-4 |
0.618 |
793-7 |
HIGH |
791-2 |
0.618 |
789-5 |
0.500 |
789-1 |
0.382 |
788-5 |
LOW |
787-0 |
0.618 |
784-3 |
1.000 |
782-6 |
1.618 |
780-1 |
2.618 |
775-7 |
4.250 |
769-0 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
789-1 |
782-4 |
PP |
788-5 |
777-3 |
S1 |
788-2 |
772-1 |
|