CME Pit-Traded Corn Future September 2011
| 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 |
752-0 |
733-0 |
-19-0 |
-2.5% |
761-0 |
| High |
755-0 |
753-0 |
-2-0 |
-0.3% |
765-0 |
| Low |
728-6 |
730-4 |
1-6 |
0.2% |
728-6 |
| Close |
728-6 |
750-2 |
21-4 |
3.0% |
750-2 |
| Range |
26-2 |
22-4 |
-3-6 |
-14.3% |
36-2 |
| ATR |
15-3 |
16-0 |
0-5 |
4.1% |
0-0 |
| Volume |
22,801 |
10,250 |
-12,551 |
-55.0% |
238,124 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812-1 |
803-5 |
762-5 |
|
| R3 |
789-5 |
781-1 |
756-4 |
|
| R2 |
767-1 |
767-1 |
754-3 |
|
| R1 |
758-5 |
758-5 |
752-2 |
762-7 |
| PP |
744-5 |
744-5 |
744-5 |
746-6 |
| S1 |
736-1 |
736-1 |
748-2 |
740-3 |
| S2 |
722-1 |
722-1 |
746-1 |
|
| S3 |
699-5 |
713-5 |
744-0 |
|
| S4 |
677-1 |
691-1 |
737-7 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856-6 |
839-6 |
770-2 |
|
| R3 |
820-4 |
803-4 |
760-2 |
|
| R2 |
784-2 |
784-2 |
756-7 |
|
| R1 |
767-2 |
767-2 |
753-5 |
757-5 |
| PP |
748-0 |
748-0 |
748-0 |
743-2 |
| S1 |
731-0 |
731-0 |
746-7 |
721-3 |
| S2 |
711-6 |
711-6 |
743-5 |
|
| S3 |
675-4 |
694-6 |
740-2 |
|
| S4 |
639-2 |
658-4 |
730-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
765-0 |
728-6 |
36-2 |
4.8% |
15-6 |
2.1% |
59% |
False |
False |
47,624 |
| 10 |
765-0 |
716-2 |
48-6 |
6.5% |
13-6 |
1.8% |
70% |
False |
False |
56,994 |
| 20 |
765-0 |
670-4 |
94-4 |
12.6% |
11-1 |
1.5% |
84% |
False |
False |
64,432 |
| 40 |
765-0 |
632-0 |
133-0 |
17.7% |
13-4 |
1.8% |
89% |
False |
False |
61,363 |
| 60 |
765-0 |
603-0 |
162-0 |
21.6% |
14-6 |
2.0% |
91% |
False |
False |
70,366 |
| 80 |
765-0 |
603-0 |
162-0 |
21.6% |
14-4 |
1.9% |
91% |
False |
False |
63,291 |
| 100 |
765-0 |
603-0 |
162-0 |
21.6% |
14-4 |
1.9% |
91% |
False |
False |
55,657 |
| 120 |
765-0 |
583-4 |
181-4 |
24.2% |
14-2 |
1.9% |
92% |
False |
False |
49,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
848-5 |
|
2.618 |
811-7 |
|
1.618 |
789-3 |
|
1.000 |
775-4 |
|
0.618 |
766-7 |
|
HIGH |
753-0 |
|
0.618 |
744-3 |
|
0.500 |
741-6 |
|
0.382 |
739-1 |
|
LOW |
730-4 |
|
0.618 |
716-5 |
|
1.000 |
708-0 |
|
1.618 |
694-1 |
|
2.618 |
671-5 |
|
4.250 |
634-7 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
747-3 |
748-7 |
| PP |
744-5 |
747-5 |
| S1 |
741-6 |
746-2 |
|