CME Pit-Traded Corn Future December 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 |
741-0 |
752-0 |
11-0 |
1.5% |
774-4 |
| High |
764-2 |
758-0 |
-6-2 |
-0.8% |
777-0 |
| Low |
739-6 |
744-0 |
4-2 |
0.6% |
737-6 |
| Close |
760-0 |
755-6 |
-4-2 |
-0.6% |
760-0 |
| Range |
24-4 |
14-0 |
-10-4 |
-42.9% |
39-2 |
| ATR |
16-5 |
16-5 |
0-0 |
-0.3% |
0-0 |
| Volume |
170,111 |
154,050 |
-16,061 |
-9.4% |
908,764 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794-5 |
789-1 |
763-4 |
|
| R3 |
780-5 |
775-1 |
759-5 |
|
| R2 |
766-5 |
766-5 |
758-3 |
|
| R1 |
761-1 |
761-1 |
757-0 |
763-7 |
| PP |
752-5 |
752-5 |
752-5 |
754-0 |
| S1 |
747-1 |
747-1 |
754-4 |
749-7 |
| S2 |
738-5 |
738-5 |
753-1 |
|
| S3 |
724-5 |
733-1 |
751-7 |
|
| S4 |
710-5 |
719-1 |
748-0 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876-0 |
857-2 |
781-5 |
|
| R3 |
836-6 |
818-0 |
770-6 |
|
| R2 |
797-4 |
797-4 |
767-2 |
|
| R1 |
778-6 |
778-6 |
763-5 |
768-4 |
| PP |
758-2 |
758-2 |
758-2 |
753-1 |
| S1 |
739-4 |
739-4 |
756-3 |
729-2 |
| S2 |
719-0 |
719-0 |
752-6 |
|
| S3 |
679-6 |
700-2 |
749-2 |
|
| S4 |
640-4 |
661-0 |
738-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
777-0 |
737-6 |
39-2 |
5.2% |
18-0 |
2.4% |
46% |
False |
False |
177,353 |
| 10 |
777-0 |
734-2 |
42-6 |
5.7% |
15-3 |
2.0% |
50% |
False |
False |
163,803 |
| 20 |
777-0 |
686-2 |
90-6 |
12.0% |
12-3 |
1.6% |
77% |
False |
False |
166,403 |
| 40 |
777-0 |
636-2 |
140-6 |
18.6% |
14-3 |
1.9% |
85% |
False |
False |
163,319 |
| 60 |
777-0 |
576-0 |
201-0 |
26.6% |
15-1 |
2.0% |
89% |
False |
False |
152,184 |
| 80 |
777-0 |
576-0 |
201-0 |
26.6% |
14-5 |
1.9% |
89% |
False |
False |
131,843 |
| 100 |
777-0 |
576-0 |
201-0 |
26.6% |
14-5 |
1.9% |
89% |
False |
False |
119,133 |
| 120 |
777-0 |
572-0 |
205-0 |
27.1% |
14-0 |
1.9% |
90% |
False |
False |
108,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
817-4 |
|
2.618 |
794-5 |
|
1.618 |
780-5 |
|
1.000 |
772-0 |
|
0.618 |
766-5 |
|
HIGH |
758-0 |
|
0.618 |
752-5 |
|
0.500 |
751-0 |
|
0.382 |
749-3 |
|
LOW |
744-0 |
|
0.618 |
735-3 |
|
1.000 |
730-0 |
|
1.618 |
721-3 |
|
2.618 |
707-3 |
|
4.250 |
684-4 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
754-1 |
754-4 |
| PP |
752-5 |
753-1 |
| S1 |
751-0 |
751-7 |
|