CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
704-0 |
684-0 |
-20-0 |
-2.8% |
732-0 |
| High |
705-4 |
694-4 |
-11-0 |
-1.6% |
748-0 |
| Low |
691-6 |
677-0 |
-14-6 |
-2.1% |
691-6 |
| Close |
692-0 |
692-2 |
0-2 |
0.0% |
692-0 |
| Range |
13-6 |
17-4 |
3-6 |
27.3% |
56-2 |
| ATR |
17-0 |
17-1 |
0-0 |
0.2% |
0-0 |
| Volume |
173,881 |
195,636 |
21,755 |
12.5% |
938,928 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740-3 |
733-7 |
701-7 |
|
| R3 |
722-7 |
716-3 |
697-0 |
|
| R2 |
705-3 |
705-3 |
695-4 |
|
| R1 |
698-7 |
698-7 |
693-7 |
702-1 |
| PP |
687-7 |
687-7 |
687-7 |
689-4 |
| S1 |
681-3 |
681-3 |
690-5 |
684-5 |
| S2 |
670-3 |
670-3 |
689-0 |
|
| S3 |
652-7 |
663-7 |
687-4 |
|
| S4 |
635-3 |
646-3 |
682-5 |
|
|
| 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 |
742-6 |
677-0 |
65-6 |
9.5% |
17-4 |
2.5% |
23% |
False |
True |
188,748 |
| 10 |
764-6 |
677-0 |
87-6 |
12.7% |
16-5 |
2.4% |
17% |
False |
True |
178,443 |
| 20 |
777-0 |
677-0 |
100-0 |
14.4% |
15-5 |
2.3% |
15% |
False |
True |
169,816 |
| 40 |
777-0 |
666-0 |
111-0 |
16.0% |
14-2 |
2.1% |
24% |
False |
False |
168,926 |
| 60 |
777-0 |
576-0 |
201-0 |
29.0% |
15-0 |
2.2% |
58% |
False |
False |
162,579 |
| 80 |
777-0 |
576-0 |
201-0 |
29.0% |
14-7 |
2.1% |
58% |
False |
False |
144,446 |
| 100 |
777-0 |
576-0 |
201-0 |
29.0% |
15-1 |
2.2% |
58% |
False |
False |
130,010 |
| 120 |
777-0 |
576-0 |
201-0 |
29.0% |
14-3 |
2.1% |
58% |
False |
False |
118,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
768-7 |
|
2.618 |
740-3 |
|
1.618 |
722-7 |
|
1.000 |
712-0 |
|
0.618 |
705-3 |
|
HIGH |
694-4 |
|
0.618 |
687-7 |
|
0.500 |
685-6 |
|
0.382 |
683-5 |
|
LOW |
677-0 |
|
0.618 |
666-1 |
|
1.000 |
659-4 |
|
1.618 |
648-5 |
|
2.618 |
631-1 |
|
4.250 |
602-5 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
690-1 |
698-6 |
| PP |
687-7 |
696-5 |
| S1 |
685-6 |
694-3 |
|