CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
791-0 |
782-0 |
-9-0 |
-1.1% |
752-6 |
| High |
791-2 |
794-4 |
3-2 |
0.4% |
784-0 |
| Low |
787-0 |
782-0 |
-5-0 |
-0.6% |
747-4 |
| Close |
787-6 |
794-0 |
6-2 |
0.8% |
784-0 |
| Range |
4-2 |
12-4 |
8-2 |
194.1% |
36-4 |
| ATR |
11-5 |
11-6 |
0-0 |
0.5% |
0-0 |
| Volume |
13,738 |
8,769 |
-4,969 |
-36.2% |
43,256 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
827-5 |
823-3 |
800-7 |
|
| R3 |
815-1 |
810-7 |
797-4 |
|
| R2 |
802-5 |
802-5 |
796-2 |
|
| R1 |
798-3 |
798-3 |
795-1 |
800-4 |
| PP |
790-1 |
790-1 |
790-1 |
791-2 |
| S1 |
785-7 |
785-7 |
792-7 |
788-0 |
| S2 |
777-5 |
777-5 |
791-6 |
|
| S3 |
765-1 |
773-3 |
790-4 |
|
| S4 |
752-5 |
760-7 |
787-1 |
|
|
| 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 |
847-5 |
|
2.618 |
827-2 |
|
1.618 |
814-6 |
|
1.000 |
807-0 |
|
0.618 |
802-2 |
|
HIGH |
794-4 |
|
0.618 |
789-6 |
|
0.500 |
788-2 |
|
0.382 |
786-6 |
|
LOW |
782-0 |
|
0.618 |
774-2 |
|
1.000 |
769-4 |
|
1.618 |
761-6 |
|
2.618 |
749-2 |
|
4.250 |
728-7 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
792-1 |
788-3 |
| PP |
790-1 |
782-6 |
| S1 |
788-2 |
777-1 |
|