CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
720-0 |
704-0 |
-16-0 |
-2.2% |
732-0 |
| High |
720-4 |
705-4 |
-15-0 |
-2.1% |
748-0 |
| Low |
700-2 |
691-6 |
-8-4 |
-1.2% |
691-6 |
| Close |
701-0 |
692-0 |
-9-0 |
-1.3% |
692-0 |
| Range |
20-2 |
13-6 |
-6-4 |
-32.1% |
56-2 |
| ATR |
17-2 |
17-0 |
-0-2 |
-1.5% |
0-0 |
| Volume |
198,274 |
173,881 |
-24,393 |
-12.3% |
938,928 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-5 |
728-5 |
699-4 |
|
| R3 |
723-7 |
714-7 |
695-6 |
|
| R2 |
710-1 |
710-1 |
694-4 |
|
| R1 |
701-1 |
701-1 |
693-2 |
698-6 |
| PP |
696-3 |
696-3 |
696-3 |
695-2 |
| S1 |
687-3 |
687-3 |
690-6 |
685-0 |
| S2 |
682-5 |
682-5 |
689-4 |
|
| S3 |
668-7 |
673-5 |
688-2 |
|
| S4 |
655-1 |
659-7 |
684-4 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-3 |
841-7 |
723-0 |
|
| R3 |
823-1 |
785-5 |
707-4 |
|
| R2 |
766-7 |
766-7 |
702-2 |
|
| R1 |
729-3 |
729-3 |
697-1 |
720-0 |
| PP |
710-5 |
710-5 |
710-5 |
705-7 |
| S1 |
673-1 |
673-1 |
686-7 |
663-6 |
| S2 |
654-3 |
654-3 |
681-6 |
|
| S3 |
598-1 |
616-7 |
676-4 |
|
| S4 |
541-7 |
560-5 |
661-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
748-0 |
691-6 |
56-2 |
8.1% |
17-6 |
2.6% |
0% |
False |
True |
187,785 |
| 10 |
764-6 |
691-6 |
73-0 |
10.5% |
17-2 |
2.5% |
0% |
False |
True |
175,890 |
| 20 |
777-0 |
691-6 |
85-2 |
12.3% |
15-2 |
2.2% |
0% |
False |
True |
166,932 |
| 40 |
777-0 |
666-0 |
111-0 |
16.0% |
14-2 |
2.1% |
23% |
False |
False |
167,646 |
| 60 |
777-0 |
576-0 |
201-0 |
29.0% |
15-1 |
2.2% |
58% |
False |
False |
162,402 |
| 80 |
777-0 |
576-0 |
201-0 |
29.0% |
14-6 |
2.1% |
58% |
False |
False |
143,030 |
| 100 |
777-0 |
576-0 |
201-0 |
29.0% |
15-0 |
2.2% |
58% |
False |
False |
128,743 |
| 120 |
777-0 |
576-0 |
201-0 |
29.0% |
14-3 |
2.1% |
58% |
False |
False |
116,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
764-0 |
|
2.618 |
741-4 |
|
1.618 |
727-6 |
|
1.000 |
719-2 |
|
0.618 |
714-0 |
|
HIGH |
705-4 |
|
0.618 |
700-2 |
|
0.500 |
698-5 |
|
0.382 |
697-0 |
|
LOW |
691-6 |
|
0.618 |
683-2 |
|
1.000 |
678-0 |
|
1.618 |
669-4 |
|
2.618 |
655-6 |
|
4.250 |
633-2 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
698-5 |
710-0 |
| PP |
696-3 |
704-0 |
| S1 |
694-2 |
698-0 |
|