CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
709-4 |
708-4 |
-1-0 |
-0.1% |
691-0 |
High |
717-4 |
722-0 |
4-4 |
0.6% |
728-4 |
Low |
705-0 |
702-4 |
-2-4 |
-0.4% |
690-0 |
Close |
714-2 |
716-0 |
1-6 |
0.2% |
716-0 |
Range |
12-4 |
19-4 |
7-0 |
56.0% |
38-4 |
ATR |
17-1 |
17-2 |
0-1 |
1.0% |
0-0 |
Volume |
20,619 |
18,117 |
-2,502 |
-12.1% |
101,834 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
772-0 |
763-4 |
726-6 |
|
R3 |
752-4 |
744-0 |
721-3 |
|
R2 |
733-0 |
733-0 |
719-5 |
|
R1 |
724-4 |
724-4 |
717-6 |
728-6 |
PP |
713-4 |
713-4 |
713-4 |
715-5 |
S1 |
705-0 |
705-0 |
714-2 |
709-2 |
S2 |
694-0 |
694-0 |
712-3 |
|
S3 |
674-4 |
685-4 |
710-5 |
|
S4 |
655-0 |
666-0 |
705-2 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
827-0 |
810-0 |
737-1 |
|
R3 |
788-4 |
771-4 |
726-5 |
|
R2 |
750-0 |
750-0 |
723-0 |
|
R1 |
733-0 |
733-0 |
719-4 |
741-4 |
PP |
711-4 |
711-4 |
711-4 |
715-6 |
S1 |
694-4 |
694-4 |
712-4 |
703-0 |
S2 |
673-0 |
673-0 |
709-0 |
|
S3 |
634-4 |
656-0 |
705-3 |
|
S4 |
596-0 |
617-4 |
694-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
728-4 |
690-0 |
38-4 |
5.4% |
15-7 |
2.2% |
68% |
False |
False |
20,366 |
10 |
728-4 |
679-0 |
49-4 |
6.9% |
12-1 |
1.7% |
75% |
False |
False |
16,758 |
20 |
728-4 |
640-4 |
88-0 |
12.3% |
12-5 |
1.8% |
86% |
False |
False |
17,092 |
40 |
728-4 |
594-0 |
134-4 |
18.8% |
13-0 |
1.8% |
91% |
False |
False |
15,492 |
60 |
732-2 |
594-0 |
138-2 |
19.3% |
12-7 |
1.8% |
88% |
False |
False |
12,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
804-7 |
2.618 |
773-0 |
1.618 |
753-4 |
1.000 |
741-4 |
0.618 |
734-0 |
HIGH |
722-0 |
0.618 |
714-4 |
0.500 |
712-2 |
0.382 |
710-0 |
LOW |
702-4 |
0.618 |
690-4 |
1.000 |
683-0 |
1.618 |
671-0 |
2.618 |
651-4 |
4.250 |
619-5 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
714-6 |
715-5 |
PP |
713-4 |
715-1 |
S1 |
712-2 |
714-6 |
|