CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
746-0 |
736-0 |
-10-0 |
-1.3% |
761-0 |
| High |
756-0 |
736-0 |
-20-0 |
-2.6% |
765-0 |
| Low |
734-0 |
722-0 |
-12-0 |
-1.6% |
728-6 |
| Close |
736-4 |
723-2 |
-13-2 |
-1.8% |
750-2 |
| Range |
22-0 |
14-0 |
-8-0 |
-36.4% |
36-2 |
| ATR |
16-3 |
16-2 |
-0-1 |
-0.8% |
0-0 |
| Volume |
7,741 |
5,006 |
-2,735 |
-35.3% |
238,124 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769-1 |
760-1 |
731-0 |
|
| R3 |
755-1 |
746-1 |
727-1 |
|
| R2 |
741-1 |
741-1 |
725-7 |
|
| R1 |
732-1 |
732-1 |
724-4 |
729-5 |
| PP |
727-1 |
727-1 |
727-1 |
725-6 |
| S1 |
718-1 |
718-1 |
722-0 |
715-5 |
| S2 |
713-1 |
713-1 |
720-5 |
|
| S3 |
699-1 |
704-1 |
719-3 |
|
| S4 |
685-1 |
690-1 |
715-4 |
|
|
| 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 |
756-0 |
722-0 |
34-0 |
4.7% |
19-6 |
2.7% |
4% |
False |
True |
10,425 |
| 10 |
765-0 |
722-0 |
43-0 |
5.9% |
16-2 |
2.3% |
3% |
False |
True |
42,536 |
| 20 |
765-0 |
695-0 |
70-0 |
9.7% |
12-2 |
1.7% |
40% |
False |
False |
52,131 |
| 40 |
765-0 |
662-4 |
102-4 |
14.2% |
13-4 |
1.9% |
59% |
False |
False |
56,579 |
| 60 |
765-0 |
603-0 |
162-0 |
22.4% |
14-7 |
2.1% |
74% |
False |
False |
66,480 |
| 80 |
765-0 |
603-0 |
162-0 |
22.4% |
14-5 |
2.0% |
74% |
False |
False |
62,169 |
| 100 |
765-0 |
603-0 |
162-0 |
22.4% |
14-5 |
2.0% |
74% |
False |
False |
55,028 |
| 120 |
765-0 |
603-0 |
162-0 |
22.4% |
14-2 |
2.0% |
74% |
False |
False |
49,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
795-4 |
|
2.618 |
772-5 |
|
1.618 |
758-5 |
|
1.000 |
750-0 |
|
0.618 |
744-5 |
|
HIGH |
736-0 |
|
0.618 |
730-5 |
|
0.500 |
729-0 |
|
0.382 |
727-3 |
|
LOW |
722-0 |
|
0.618 |
713-3 |
|
1.000 |
708-0 |
|
1.618 |
699-3 |
|
2.618 |
685-3 |
|
4.250 |
662-4 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
729-0 |
739-0 |
| PP |
727-1 |
733-6 |
| S1 |
725-1 |
728-4 |
|