CME Pit-Traded Corn Future December 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 |
733-0 |
732-0 |
-1-0 |
-0.1% |
752-0 |
| High |
740-0 |
748-0 |
8-0 |
1.1% |
764-6 |
| Low |
730-2 |
729-0 |
-1-2 |
-0.2% |
730-2 |
| Close |
736-4 |
745-4 |
9-0 |
1.2% |
736-4 |
| Range |
9-6 |
19-0 |
9-2 |
94.9% |
34-4 |
| ATR |
16-2 |
16-4 |
0-2 |
1.2% |
0-0 |
| Volume |
154,079 |
190,822 |
36,743 |
23.8% |
649,867 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797-7 |
790-5 |
756-0 |
|
| R3 |
778-7 |
771-5 |
750-6 |
|
| R2 |
759-7 |
759-7 |
749-0 |
|
| R1 |
752-5 |
752-5 |
747-2 |
756-2 |
| PP |
740-7 |
740-7 |
740-7 |
742-5 |
| S1 |
733-5 |
733-5 |
743-6 |
737-2 |
| S2 |
721-7 |
721-7 |
742-0 |
|
| S3 |
702-7 |
714-5 |
740-2 |
|
| S4 |
683-7 |
695-5 |
735-0 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847-3 |
826-3 |
755-4 |
|
| R3 |
812-7 |
791-7 |
746-0 |
|
| R2 |
778-3 |
778-3 |
742-7 |
|
| R1 |
757-3 |
757-3 |
739-5 |
750-5 |
| PP |
743-7 |
743-7 |
743-7 |
740-4 |
| S1 |
722-7 |
722-7 |
733-3 |
716-1 |
| S2 |
709-3 |
709-3 |
730-1 |
|
| S3 |
674-7 |
688-3 |
727-0 |
|
| S4 |
640-3 |
653-7 |
717-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
764-6 |
729-0 |
35-6 |
4.8% |
15-6 |
2.1% |
46% |
False |
True |
168,137 |
| 10 |
777-0 |
729-0 |
48-0 |
6.4% |
16-2 |
2.2% |
34% |
False |
True |
174,945 |
| 20 |
777-0 |
709-6 |
67-2 |
9.0% |
13-5 |
1.8% |
53% |
False |
False |
159,449 |
| 40 |
777-0 |
663-4 |
113-4 |
15.2% |
14-0 |
1.9% |
72% |
False |
False |
164,251 |
| 60 |
777-0 |
576-0 |
201-0 |
27.0% |
15-0 |
2.0% |
84% |
False |
False |
156,958 |
| 80 |
777-0 |
576-0 |
201-0 |
27.0% |
14-6 |
2.0% |
84% |
False |
False |
136,890 |
| 100 |
777-0 |
576-0 |
201-0 |
27.0% |
14-7 |
2.0% |
84% |
False |
False |
123,676 |
| 120 |
777-0 |
576-0 |
201-0 |
27.0% |
14-1 |
1.9% |
84% |
False |
False |
111,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
828-6 |
|
2.618 |
797-6 |
|
1.618 |
778-6 |
|
1.000 |
767-0 |
|
0.618 |
759-6 |
|
HIGH |
748-0 |
|
0.618 |
740-6 |
|
0.500 |
738-4 |
|
0.382 |
736-2 |
|
LOW |
729-0 |
|
0.618 |
717-2 |
|
1.000 |
710-0 |
|
1.618 |
698-2 |
|
2.618 |
679-2 |
|
4.250 |
648-2 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
743-1 |
743-1 |
| PP |
740-7 |
740-7 |
| S1 |
738-4 |
738-4 |
|