CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
741-0 |
719-0 |
-22-0 |
-3.0% |
752-0 |
| High |
742-6 |
728-2 |
-14-4 |
-2.0% |
764-6 |
| Low |
717-0 |
718-2 |
1-2 |
0.2% |
730-2 |
| Close |
723-0 |
724-2 |
1-2 |
0.2% |
736-4 |
| Range |
25-6 |
10-0 |
-15-6 |
-61.2% |
34-4 |
| ATR |
17-3 |
16-6 |
-0-4 |
-3.0% |
0-0 |
| Volume |
228,296 |
147,655 |
-80,641 |
-35.3% |
649,867 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753-5 |
748-7 |
729-6 |
|
| R3 |
743-5 |
738-7 |
727-0 |
|
| R2 |
733-5 |
733-5 |
726-1 |
|
| R1 |
728-7 |
728-7 |
725-1 |
731-2 |
| PP |
723-5 |
723-5 |
723-5 |
724-6 |
| S1 |
718-7 |
718-7 |
723-3 |
721-2 |
| S2 |
713-5 |
713-5 |
722-3 |
|
| S3 |
703-5 |
708-7 |
721-4 |
|
| S4 |
693-5 |
698-7 |
718-6 |
|
|
| 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 |
748-0 |
717-0 |
31-0 |
4.3% |
15-7 |
2.2% |
23% |
False |
False |
182,840 |
| 10 |
775-4 |
717-0 |
58-4 |
8.1% |
17-4 |
2.4% |
12% |
False |
False |
174,244 |
| 20 |
777-0 |
709-6 |
67-2 |
9.3% |
14-3 |
2.0% |
22% |
False |
False |
163,172 |
| 40 |
777-0 |
663-4 |
113-4 |
15.7% |
14-1 |
2.0% |
54% |
False |
False |
166,189 |
| 60 |
777-0 |
576-0 |
201-0 |
27.8% |
15-1 |
2.1% |
74% |
False |
False |
159,503 |
| 80 |
777-0 |
576-0 |
201-0 |
27.8% |
14-6 |
2.0% |
74% |
False |
False |
139,866 |
| 100 |
777-0 |
576-0 |
201-0 |
27.8% |
14-6 |
2.0% |
74% |
False |
False |
125,982 |
| 120 |
777-0 |
576-0 |
201-0 |
27.8% |
14-2 |
2.0% |
74% |
False |
False |
114,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
770-6 |
|
2.618 |
754-3 |
|
1.618 |
744-3 |
|
1.000 |
738-2 |
|
0.618 |
734-3 |
|
HIGH |
728-2 |
|
0.618 |
724-3 |
|
0.500 |
723-2 |
|
0.382 |
722-1 |
|
LOW |
718-2 |
|
0.618 |
712-1 |
|
1.000 |
708-2 |
|
1.618 |
702-1 |
|
2.618 |
692-1 |
|
4.250 |
675-6 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
723-7 |
732-4 |
| PP |
723-5 |
729-6 |
| S1 |
723-2 |
727-0 |
|