CME Pit-Traded Corn Future December 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 |
757-6 |
745-4 |
-12-2 |
-1.6% |
774-4 |
| High |
764-6 |
747-4 |
-17-2 |
-2.3% |
777-0 |
| Low |
744-0 |
732-4 |
-11-4 |
-1.5% |
737-6 |
| Close |
748-0 |
734-0 |
-14-0 |
-1.9% |
760-0 |
| Range |
20-6 |
15-0 |
-5-6 |
-27.7% |
39-2 |
| ATR |
16-7 |
16-6 |
-0-1 |
-0.6% |
0-0 |
| Volume |
148,389 |
193,349 |
44,960 |
30.3% |
908,764 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
783-0 |
773-4 |
742-2 |
|
| R3 |
768-0 |
758-4 |
738-1 |
|
| R2 |
753-0 |
753-0 |
736-6 |
|
| R1 |
743-4 |
743-4 |
735-3 |
740-6 |
| PP |
738-0 |
738-0 |
738-0 |
736-5 |
| S1 |
728-4 |
728-4 |
732-5 |
725-6 |
| S2 |
723-0 |
723-0 |
731-2 |
|
| S3 |
708-0 |
713-4 |
729-7 |
|
| S4 |
693-0 |
698-4 |
725-6 |
|
|
| 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 |
766-0 |
732-4 |
33-4 |
4.6% |
20-4 |
2.8% |
4% |
False |
True |
172,874 |
| 10 |
777-0 |
732-4 |
44-4 |
6.1% |
17-1 |
2.3% |
3% |
False |
True |
169,958 |
| 20 |
777-0 |
709-6 |
67-2 |
9.2% |
13-1 |
1.8% |
36% |
False |
False |
162,238 |
| 40 |
777-0 |
663-4 |
113-4 |
15.5% |
14-1 |
1.9% |
62% |
False |
False |
164,054 |
| 60 |
777-0 |
576-0 |
201-0 |
27.4% |
15-2 |
2.1% |
79% |
False |
False |
155,230 |
| 80 |
777-0 |
576-0 |
201-0 |
27.4% |
14-6 |
2.0% |
79% |
False |
False |
134,206 |
| 100 |
777-0 |
576-0 |
201-0 |
27.4% |
14-6 |
2.0% |
79% |
False |
False |
121,393 |
| 120 |
777-0 |
576-0 |
201-0 |
27.4% |
14-0 |
1.9% |
79% |
False |
False |
109,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811-2 |
|
2.618 |
786-6 |
|
1.618 |
771-6 |
|
1.000 |
762-4 |
|
0.618 |
756-6 |
|
HIGH |
747-4 |
|
0.618 |
741-6 |
|
0.500 |
740-0 |
|
0.382 |
738-2 |
|
LOW |
732-4 |
|
0.618 |
723-2 |
|
1.000 |
717-4 |
|
1.618 |
708-2 |
|
2.618 |
693-2 |
|
4.250 |
668-6 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
740-0 |
748-5 |
| PP |
738-0 |
743-6 |
| S1 |
736-0 |
738-7 |
|