CME Pit-Traded Corn Future July 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 |
773-2 |
763-4 |
-9-6 |
-1.3% |
791-0 |
| High |
773-2 |
784-0 |
10-6 |
1.4% |
794-4 |
| Low |
759-6 |
763-4 |
3-6 |
0.5% |
759-6 |
| Close |
760-0 |
782-0 |
22-0 |
2.9% |
782-0 |
| Range |
13-4 |
20-4 |
7-0 |
51.9% |
34-6 |
| ATR |
12-4 |
13-3 |
0-7 |
6.6% |
0-0 |
| Volume |
8,161 |
17,574 |
9,413 |
115.3% |
58,423 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
838-0 |
830-4 |
793-2 |
|
| R3 |
817-4 |
810-0 |
787-5 |
|
| R2 |
797-0 |
797-0 |
785-6 |
|
| R1 |
789-4 |
789-4 |
783-7 |
793-2 |
| PP |
776-4 |
776-4 |
776-4 |
778-3 |
| S1 |
769-0 |
769-0 |
780-1 |
772-6 |
| S2 |
756-0 |
756-0 |
778-2 |
|
| S3 |
735-4 |
748-4 |
776-3 |
|
| S4 |
715-0 |
728-0 |
770-6 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883-0 |
867-2 |
801-1 |
|
| R3 |
848-2 |
832-4 |
791-4 |
|
| R2 |
813-4 |
813-4 |
788-3 |
|
| R1 |
797-6 |
797-6 |
785-1 |
788-2 |
| PP |
778-6 |
778-6 |
778-6 |
774-0 |
| S1 |
763-0 |
763-0 |
778-7 |
753-4 |
| S2 |
744-0 |
744-0 |
775-5 |
|
| S3 |
709-2 |
728-2 |
772-4 |
|
| S4 |
674-4 |
693-4 |
762-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871-1 |
|
2.618 |
837-5 |
|
1.618 |
817-1 |
|
1.000 |
804-4 |
|
0.618 |
796-5 |
|
HIGH |
784-0 |
|
0.618 |
776-1 |
|
0.500 |
773-6 |
|
0.382 |
771-3 |
|
LOW |
763-4 |
|
0.618 |
750-7 |
|
1.000 |
743-0 |
|
1.618 |
730-3 |
|
2.618 |
709-7 |
|
4.250 |
676-3 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
779-2 |
780-0 |
| PP |
776-4 |
777-7 |
| S1 |
773-6 |
775-7 |
|