CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
753-4 |
747-0 |
-6-4 |
-0.9% |
735-0 |
| High |
759-0 |
757-0 |
-2-0 |
-0.3% |
745-0 |
| Low |
751-0 |
747-0 |
-4-0 |
-0.5% |
723-2 |
| Close |
754-0 |
755-0 |
1-0 |
0.1% |
738-0 |
| Range |
8-0 |
10-0 |
2-0 |
25.0% |
21-6 |
| ATR |
13-7 |
13-5 |
-0-2 |
-2.0% |
0-0 |
| Volume |
31,415 |
22,680 |
-8,735 |
-27.8% |
108,965 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
783-0 |
779-0 |
760-4 |
|
| R3 |
773-0 |
769-0 |
757-6 |
|
| R2 |
763-0 |
763-0 |
756-7 |
|
| R1 |
759-0 |
759-0 |
755-7 |
761-0 |
| PP |
753-0 |
753-0 |
753-0 |
754-0 |
| S1 |
749-0 |
749-0 |
754-1 |
751-0 |
| S2 |
743-0 |
743-0 |
753-1 |
|
| S3 |
733-0 |
739-0 |
752-2 |
|
| S4 |
723-0 |
729-0 |
749-4 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800-5 |
791-1 |
750-0 |
|
| R3 |
778-7 |
769-3 |
744-0 |
|
| R2 |
757-1 |
757-1 |
742-0 |
|
| R1 |
747-5 |
747-5 |
740-0 |
752-3 |
| PP |
735-3 |
735-3 |
735-3 |
737-6 |
| S1 |
725-7 |
725-7 |
736-0 |
730-5 |
| S2 |
713-5 |
713-5 |
734-0 |
|
| S3 |
691-7 |
704-1 |
732-0 |
|
| S4 |
670-1 |
682-3 |
726-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
759-0 |
732-6 |
26-2 |
3.5% |
7-3 |
1.0% |
85% |
False |
False |
19,812 |
| 10 |
759-0 |
723-2 |
35-6 |
4.7% |
7-3 |
1.0% |
89% |
False |
False |
22,701 |
| 20 |
759-0 |
679-0 |
80-0 |
10.6% |
9-5 |
1.3% |
95% |
False |
False |
23,601 |
| 40 |
759-0 |
594-0 |
165-0 |
21.9% |
10-3 |
1.4% |
98% |
False |
False |
20,062 |
| 60 |
759-0 |
594-0 |
165-0 |
21.9% |
11-5 |
1.5% |
98% |
False |
False |
16,848 |
| 80 |
759-0 |
594-0 |
165-0 |
21.9% |
11-7 |
1.6% |
98% |
False |
False |
13,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
799-4 |
|
2.618 |
783-1 |
|
1.618 |
773-1 |
|
1.000 |
767-0 |
|
0.618 |
763-1 |
|
HIGH |
757-0 |
|
0.618 |
753-1 |
|
0.500 |
752-0 |
|
0.382 |
750-7 |
|
LOW |
747-0 |
|
0.618 |
740-7 |
|
1.000 |
737-0 |
|
1.618 |
730-7 |
|
2.618 |
720-7 |
|
4.250 |
704-4 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
754-0 |
754-3 |
| PP |
753-0 |
753-5 |
| S1 |
752-0 |
753-0 |
|