CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
786-2 |
773-2 |
-13-0 |
-1.7% |
752-6 |
| High |
792-0 |
773-2 |
-18-6 |
-2.4% |
784-0 |
| Low |
786-2 |
759-6 |
-26-4 |
-3.4% |
747-4 |
| Close |
786-4 |
760-0 |
-26-4 |
-3.4% |
784-0 |
| Range |
5-6 |
13-4 |
7-6 |
134.8% |
36-4 |
| ATR |
11-3 |
12-4 |
1-1 |
9.6% |
0-0 |
| Volume |
10,181 |
8,161 |
-2,020 |
-19.8% |
43,256 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804-7 |
795-7 |
767-3 |
|
| R3 |
791-3 |
782-3 |
763-6 |
|
| R2 |
777-7 |
777-7 |
762-4 |
|
| R1 |
768-7 |
768-7 |
761-2 |
766-5 |
| PP |
764-3 |
764-3 |
764-3 |
763-2 |
| S1 |
755-3 |
755-3 |
758-6 |
753-1 |
| S2 |
750-7 |
750-7 |
757-4 |
|
| S3 |
737-3 |
741-7 |
756-2 |
|
| S4 |
723-7 |
728-3 |
752-5 |
|
|
| 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 |
830-5 |
|
2.618 |
808-5 |
|
1.618 |
795-1 |
|
1.000 |
786-6 |
|
0.618 |
781-5 |
|
HIGH |
773-2 |
|
0.618 |
768-1 |
|
0.500 |
766-4 |
|
0.382 |
764-7 |
|
LOW |
759-6 |
|
0.618 |
751-3 |
|
1.000 |
746-2 |
|
1.618 |
737-7 |
|
2.618 |
724-3 |
|
4.250 |
702-3 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
766-4 |
777-1 |
| PP |
764-3 |
771-3 |
| S1 |
762-1 |
765-6 |
|