CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 22-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
705-4 |
682-0 |
-23-4 |
-3.3% |
751-0 |
High |
706-0 |
688-0 |
-18-0 |
-2.5% |
766-0 |
Low |
705-4 |
670-4 |
-35-0 |
-5.0% |
713-0 |
Close |
706-2 |
670-6 |
-35-4 |
-5.0% |
713-4 |
Range |
0-4 |
17-4 |
17-0 |
3,400.0% |
53-0 |
ATR |
12-4 |
14-1 |
1-5 |
13.4% |
0-0 |
Volume |
11,978 |
6,712 |
-5,266 |
-44.0% |
56,360 |
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728-7 |
717-3 |
680-3 |
|
R3 |
711-3 |
699-7 |
675-4 |
|
R2 |
693-7 |
693-7 |
674-0 |
|
R1 |
682-3 |
682-3 |
672-3 |
679-3 |
PP |
676-3 |
676-3 |
676-3 |
675-0 |
S1 |
664-7 |
664-7 |
669-1 |
661-7 |
S2 |
658-7 |
658-7 |
667-4 |
|
S3 |
641-3 |
647-3 |
666-0 |
|
S4 |
623-7 |
629-7 |
661-1 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
889-7 |
854-5 |
742-5 |
|
R3 |
836-7 |
801-5 |
728-1 |
|
R2 |
783-7 |
783-7 |
723-2 |
|
R1 |
748-5 |
748-5 |
718-3 |
739-6 |
PP |
730-7 |
730-7 |
730-7 |
726-3 |
S1 |
695-5 |
695-5 |
708-5 |
686-6 |
S2 |
677-7 |
677-7 |
703-6 |
|
S3 |
624-7 |
642-5 |
698-7 |
|
S4 |
571-7 |
589-5 |
684-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
762-3 |
2.618 |
733-7 |
1.618 |
716-3 |
1.000 |
705-4 |
0.618 |
698-7 |
HIGH |
688-0 |
0.618 |
681-3 |
0.500 |
679-2 |
0.382 |
677-1 |
LOW |
670-4 |
0.618 |
659-5 |
1.000 |
653-0 |
1.618 |
642-1 |
2.618 |
624-5 |
4.250 |
596-1 |
|
|
Fisher Pivots for day following 22-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
679-2 |
696-4 |
PP |
676-3 |
687-7 |
S1 |
673-5 |
679-3 |
|