CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
736-0 |
723-4 |
-12-4 |
-1.7% |
742-4 |
| High |
736-0 |
727-0 |
-9-0 |
-1.2% |
756-0 |
| Low |
722-0 |
719-6 |
-2-2 |
-0.3% |
719-6 |
| Close |
723-2 |
726-0 |
2-6 |
0.4% |
726-0 |
| Range |
14-0 |
7-2 |
-6-6 |
-48.2% |
36-2 |
| ATR |
16-2 |
15-5 |
-0-5 |
-4.0% |
0-0 |
| Volume |
5,006 |
2,753 |
-2,253 |
-45.0% |
21,828 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
746-0 |
743-2 |
730-0 |
|
| R3 |
738-6 |
736-0 |
728-0 |
|
| R2 |
731-4 |
731-4 |
727-3 |
|
| R1 |
728-6 |
728-6 |
726-5 |
730-1 |
| PP |
724-2 |
724-2 |
724-2 |
725-0 |
| S1 |
721-4 |
721-4 |
725-3 |
722-7 |
| S2 |
717-0 |
717-0 |
724-5 |
|
| S3 |
709-6 |
714-2 |
724-0 |
|
| S4 |
702-4 |
707-0 |
722-0 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842-5 |
820-5 |
746-0 |
|
| R3 |
806-3 |
784-3 |
736-0 |
|
| R2 |
770-1 |
770-1 |
732-5 |
|
| R1 |
748-1 |
748-1 |
729-3 |
741-0 |
| PP |
733-7 |
733-7 |
733-7 |
730-3 |
| S1 |
711-7 |
711-7 |
722-5 |
704-6 |
| S2 |
697-5 |
697-5 |
719-3 |
|
| S3 |
661-3 |
675-5 |
716-0 |
|
| S4 |
625-1 |
639-3 |
706-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
756-0 |
719-6 |
36-2 |
5.0% |
16-0 |
2.2% |
17% |
False |
True |
6,415 |
| 10 |
765-0 |
719-6 |
45-2 |
6.2% |
16-0 |
2.2% |
14% |
False |
True |
36,290 |
| 20 |
765-0 |
695-0 |
70-0 |
9.6% |
12-2 |
1.7% |
44% |
False |
False |
47,320 |
| 40 |
765-0 |
662-4 |
102-4 |
14.1% |
13-2 |
1.8% |
62% |
False |
False |
55,156 |
| 60 |
765-0 |
603-0 |
162-0 |
22.3% |
14-4 |
2.0% |
76% |
False |
False |
65,063 |
| 80 |
765-0 |
603-0 |
162-0 |
22.3% |
14-4 |
2.0% |
76% |
False |
False |
61,797 |
| 100 |
765-0 |
603-0 |
162-0 |
22.3% |
14-4 |
2.0% |
76% |
False |
False |
54,874 |
| 120 |
765-0 |
603-0 |
162-0 |
22.3% |
14-2 |
2.0% |
76% |
False |
False |
48,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757-6 |
|
2.618 |
746-0 |
|
1.618 |
738-6 |
|
1.000 |
734-2 |
|
0.618 |
731-4 |
|
HIGH |
727-0 |
|
0.618 |
724-2 |
|
0.500 |
723-3 |
|
0.382 |
722-4 |
|
LOW |
719-6 |
|
0.618 |
715-2 |
|
1.000 |
712-4 |
|
1.618 |
708-0 |
|
2.618 |
700-6 |
|
4.250 |
689-0 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
725-1 |
737-7 |
| PP |
724-2 |
733-7 |
| S1 |
723-3 |
730-0 |
|