CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
732-0 |
741-0 |
9-0 |
1.2% |
752-0 |
| High |
748-0 |
742-6 |
-5-2 |
-0.7% |
764-6 |
| Low |
729-0 |
717-0 |
-12-0 |
-1.6% |
730-2 |
| Close |
745-4 |
723-0 |
-22-4 |
-3.0% |
736-4 |
| Range |
19-0 |
25-6 |
6-6 |
35.5% |
34-4 |
| ATR |
16-4 |
17-3 |
0-7 |
5.2% |
0-0 |
| Volume |
190,822 |
228,296 |
37,474 |
19.6% |
649,867 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804-7 |
789-5 |
737-1 |
|
| R3 |
779-1 |
763-7 |
730-1 |
|
| R2 |
753-3 |
753-3 |
727-6 |
|
| R1 |
738-1 |
738-1 |
725-3 |
732-7 |
| PP |
727-5 |
727-5 |
727-5 |
725-0 |
| S1 |
712-3 |
712-3 |
720-5 |
707-1 |
| S2 |
701-7 |
701-7 |
718-2 |
|
| S3 |
676-1 |
686-5 |
715-7 |
|
| S4 |
650-3 |
660-7 |
708-7 |
|
|
| 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 |
717-0 |
47-6 |
6.6% |
18-0 |
2.5% |
13% |
False |
True |
182,987 |
| 10 |
777-0 |
717-0 |
60-0 |
8.3% |
18-0 |
2.5% |
10% |
False |
True |
180,170 |
| 20 |
777-0 |
709-6 |
67-2 |
9.3% |
14-4 |
2.0% |
20% |
False |
False |
161,382 |
| 40 |
777-0 |
663-4 |
113-4 |
15.7% |
14-3 |
2.0% |
52% |
False |
False |
165,640 |
| 60 |
777-0 |
576-0 |
201-0 |
27.8% |
15-1 |
2.1% |
73% |
False |
False |
158,813 |
| 80 |
777-0 |
576-0 |
201-0 |
27.8% |
14-7 |
2.1% |
73% |
False |
False |
138,801 |
| 100 |
777-0 |
576-0 |
201-0 |
27.8% |
14-6 |
2.0% |
73% |
False |
False |
125,308 |
| 120 |
777-0 |
576-0 |
201-0 |
27.8% |
14-2 |
2.0% |
73% |
False |
False |
113,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
852-2 |
|
2.618 |
810-1 |
|
1.618 |
784-3 |
|
1.000 |
768-4 |
|
0.618 |
758-5 |
|
HIGH |
742-6 |
|
0.618 |
732-7 |
|
0.500 |
729-7 |
|
0.382 |
726-7 |
|
LOW |
717-0 |
|
0.618 |
701-1 |
|
1.000 |
691-2 |
|
1.618 |
675-3 |
|
2.618 |
649-5 |
|
4.250 |
607-4 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
729-7 |
732-4 |
| PP |
727-5 |
729-3 |
| S1 |
725-2 |
726-1 |
|