CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
723-4 |
723-4 |
0-0 |
0.0% |
742-4 |
| High |
727-0 |
734-2 |
7-2 |
1.0% |
756-0 |
| Low |
719-6 |
719-4 |
-0-2 |
0.0% |
719-6 |
| Close |
726-0 |
734-2 |
8-2 |
1.1% |
726-0 |
| Range |
7-2 |
14-6 |
7-4 |
103.4% |
36-2 |
| ATR |
15-5 |
15-4 |
0-0 |
-0.4% |
0-0 |
| Volume |
2,753 |
1,555 |
-1,198 |
-43.5% |
21,828 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773-5 |
768-5 |
742-3 |
|
| R3 |
758-7 |
753-7 |
738-2 |
|
| R2 |
744-1 |
744-1 |
737-0 |
|
| R1 |
739-1 |
739-1 |
735-5 |
741-5 |
| PP |
729-3 |
729-3 |
729-3 |
730-4 |
| S1 |
724-3 |
724-3 |
732-7 |
726-7 |
| S2 |
714-5 |
714-5 |
731-4 |
|
| S3 |
699-7 |
709-5 |
730-2 |
|
| S4 |
685-1 |
694-7 |
726-1 |
|
|
| 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 |
719-4 |
36-4 |
5.0% |
14-3 |
2.0% |
40% |
False |
True |
4,676 |
| 10 |
765-0 |
719-4 |
45-4 |
6.2% |
15-0 |
2.0% |
32% |
False |
True |
26,150 |
| 20 |
765-0 |
695-0 |
70-0 |
9.5% |
12-5 |
1.7% |
56% |
False |
False |
43,061 |
| 40 |
765-0 |
662-4 |
102-4 |
14.0% |
13-2 |
1.8% |
70% |
False |
False |
53,429 |
| 60 |
765-0 |
603-0 |
162-0 |
22.1% |
14-3 |
2.0% |
81% |
False |
False |
63,120 |
| 80 |
765-0 |
603-0 |
162-0 |
22.1% |
14-4 |
2.0% |
81% |
False |
False |
61,333 |
| 100 |
765-0 |
603-0 |
162-0 |
22.1% |
14-5 |
2.0% |
81% |
False |
False |
54,710 |
| 120 |
765-0 |
603-0 |
162-0 |
22.1% |
14-2 |
1.9% |
81% |
False |
False |
48,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
797-0 |
|
2.618 |
772-7 |
|
1.618 |
758-1 |
|
1.000 |
749-0 |
|
0.618 |
743-3 |
|
HIGH |
734-2 |
|
0.618 |
728-5 |
|
0.500 |
726-7 |
|
0.382 |
725-1 |
|
LOW |
719-4 |
|
0.618 |
710-3 |
|
1.000 |
704-6 |
|
1.618 |
695-5 |
|
2.618 |
680-7 |
|
4.250 |
656-6 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
731-6 |
732-1 |
| PP |
729-3 |
729-7 |
| S1 |
726-7 |
727-6 |
|