CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
733-0 |
742-4 |
9-4 |
1.3% |
761-0 |
| High |
753-0 |
749-4 |
-3-4 |
-0.5% |
765-0 |
| Low |
730-4 |
735-4 |
5-0 |
0.7% |
728-6 |
| Close |
750-2 |
746-6 |
-3-4 |
-0.5% |
750-2 |
| Range |
22-4 |
14-0 |
-8-4 |
-37.8% |
36-2 |
| ATR |
16-0 |
15-7 |
-0-1 |
-0.6% |
0-0 |
| Volume |
10,250 |
6,328 |
-3,922 |
-38.3% |
238,124 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
785-7 |
780-3 |
754-4 |
|
| R3 |
771-7 |
766-3 |
750-5 |
|
| R2 |
757-7 |
757-7 |
749-3 |
|
| R1 |
752-3 |
752-3 |
748-0 |
755-1 |
| PP |
743-7 |
743-7 |
743-7 |
745-2 |
| S1 |
738-3 |
738-3 |
745-4 |
741-1 |
| S2 |
729-7 |
729-7 |
744-1 |
|
| S3 |
715-7 |
724-3 |
742-7 |
|
| S4 |
701-7 |
710-3 |
739-0 |
|
|
| 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 |
4.9% |
17-1 |
2.3% |
50% |
False |
False |
34,872 |
| 10 |
765-0 |
720-0 |
45-0 |
6.0% |
14-4 |
1.9% |
59% |
False |
False |
52,185 |
| 20 |
765-0 |
677-0 |
88-0 |
11.8% |
11-2 |
1.5% |
79% |
False |
False |
60,484 |
| 40 |
765-0 |
645-0 |
120-0 |
16.1% |
13-5 |
1.8% |
85% |
False |
False |
60,245 |
| 60 |
765-0 |
603-0 |
162-0 |
21.7% |
14-6 |
2.0% |
89% |
False |
False |
68,906 |
| 80 |
765-0 |
603-0 |
162-0 |
21.7% |
14-3 |
1.9% |
89% |
False |
False |
62,926 |
| 100 |
765-0 |
603-0 |
162-0 |
21.7% |
14-4 |
1.9% |
89% |
False |
False |
55,449 |
| 120 |
765-0 |
603-0 |
162-0 |
21.7% |
14-1 |
1.9% |
89% |
False |
False |
49,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
809-0 |
|
2.618 |
786-1 |
|
1.618 |
772-1 |
|
1.000 |
763-4 |
|
0.618 |
758-1 |
|
HIGH |
749-4 |
|
0.618 |
744-1 |
|
0.500 |
742-4 |
|
0.382 |
740-7 |
|
LOW |
735-4 |
|
0.618 |
726-7 |
|
1.000 |
721-4 |
|
1.618 |
712-7 |
|
2.618 |
698-7 |
|
4.250 |
676-0 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
745-3 |
745-1 |
| PP |
743-7 |
743-4 |
| S1 |
742-4 |
741-7 |
|