CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
782-0 |
786-2 |
4-2 |
0.5% |
752-6 |
High |
794-4 |
792-0 |
-2-4 |
-0.3% |
784-0 |
Low |
782-0 |
786-2 |
4-2 |
0.5% |
747-4 |
Close |
794-0 |
786-4 |
-7-4 |
-0.9% |
784-0 |
Range |
12-4 |
5-6 |
-6-6 |
-54.0% |
36-4 |
ATR |
11-6 |
11-3 |
-0-2 |
-2.4% |
0-0 |
Volume |
8,769 |
10,181 |
1,412 |
16.1% |
43,256 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
805-4 |
801-6 |
789-5 |
|
R3 |
799-6 |
796-0 |
788-1 |
|
R2 |
794-0 |
794-0 |
787-4 |
|
R1 |
790-2 |
790-2 |
787-0 |
792-1 |
PP |
788-2 |
788-2 |
788-2 |
789-2 |
S1 |
784-4 |
784-4 |
786-0 |
786-3 |
S2 |
782-4 |
782-4 |
785-4 |
|
S3 |
776-6 |
778-6 |
784-7 |
|
S4 |
771-0 |
773-0 |
783-3 |
|
|
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 |
816-4 |
2.618 |
807-0 |
1.618 |
801-2 |
1.000 |
797-6 |
0.618 |
795-4 |
HIGH |
792-0 |
0.618 |
789-6 |
0.500 |
789-1 |
0.382 |
788-4 |
LOW |
786-2 |
0.618 |
782-6 |
1.000 |
780-4 |
1.618 |
777-0 |
2.618 |
771-2 |
4.250 |
761-6 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
789-1 |
788-2 |
PP |
788-2 |
787-5 |
S1 |
787-3 |
787-1 |
|