CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
771-0 |
752-4 |
-18-4 |
-2.4% |
784-4 |
| High |
774-4 |
774-0 |
-0-4 |
-0.1% |
788-0 |
| Low |
750-0 |
752-4 |
2-4 |
0.3% |
750-0 |
| Close |
750-6 |
772-2 |
21-4 |
2.9% |
772-2 |
| Range |
24-4 |
21-4 |
-3-0 |
-12.2% |
38-0 |
| ATR |
14-5 |
15-2 |
0-5 |
4.2% |
0-0 |
| Volume |
17,663 |
31,202 |
13,539 |
76.7% |
123,996 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830-6 |
823-0 |
784-1 |
|
| R3 |
809-2 |
801-4 |
778-1 |
|
| R2 |
787-6 |
787-6 |
776-2 |
|
| R1 |
780-0 |
780-0 |
774-2 |
783-7 |
| PP |
766-2 |
766-2 |
766-2 |
768-2 |
| S1 |
758-4 |
758-4 |
770-2 |
762-3 |
| S2 |
744-6 |
744-6 |
768-2 |
|
| S3 |
723-2 |
737-0 |
766-3 |
|
| S4 |
701-6 |
715-4 |
760-3 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884-1 |
866-1 |
793-1 |
|
| R3 |
846-1 |
828-1 |
782-6 |
|
| R2 |
808-1 |
808-1 |
779-2 |
|
| R1 |
790-1 |
790-1 |
775-6 |
780-1 |
| PP |
770-1 |
770-1 |
770-1 |
765-0 |
| S1 |
752-1 |
752-1 |
768-6 |
742-1 |
| S2 |
732-1 |
732-1 |
765-2 |
|
| S3 |
694-1 |
714-1 |
761-6 |
|
| S4 |
656-1 |
676-1 |
751-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
788-0 |
750-0 |
38-0 |
4.9% |
14-6 |
1.9% |
59% |
False |
False |
24,799 |
| 10 |
788-0 |
743-2 |
44-6 |
5.8% |
13-0 |
1.7% |
65% |
False |
False |
22,899 |
| 20 |
788-0 |
694-0 |
94-0 |
12.2% |
10-2 |
1.3% |
83% |
False |
False |
24,887 |
| 40 |
788-0 |
640-4 |
147-4 |
19.1% |
11-3 |
1.5% |
89% |
False |
False |
20,990 |
| 60 |
788-0 |
594-0 |
194-0 |
25.1% |
12-0 |
1.6% |
92% |
False |
False |
18,624 |
| 80 |
788-0 |
594-0 |
194-0 |
25.1% |
12-2 |
1.6% |
92% |
False |
False |
15,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
865-3 |
|
2.618 |
830-2 |
|
1.618 |
808-6 |
|
1.000 |
795-4 |
|
0.618 |
787-2 |
|
HIGH |
774-0 |
|
0.618 |
765-6 |
|
0.500 |
763-2 |
|
0.382 |
760-6 |
|
LOW |
752-4 |
|
0.618 |
739-2 |
|
1.000 |
731-0 |
|
1.618 |
717-6 |
|
2.618 |
696-2 |
|
4.250 |
661-1 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
769-2 |
770-7 |
| PP |
766-2 |
769-3 |
| S1 |
763-2 |
768-0 |
|