CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
702-0 |
692-0 |
-10-0 |
-1.4% |
732-0 |
| High |
703-0 |
697-0 |
-6-0 |
-0.9% |
748-0 |
| Low |
690-2 |
685-0 |
-5-2 |
-0.8% |
691-6 |
| Close |
690-2 |
685-6 |
-4-4 |
-0.7% |
692-0 |
| Range |
12-6 |
12-0 |
-0-6 |
-5.9% |
56-2 |
| ATR |
16-6 |
16-3 |
-0-3 |
-2.0% |
0-0 |
| Volume |
146,325 |
119,485 |
-26,840 |
-18.3% |
938,928 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725-2 |
717-4 |
692-3 |
|
| R3 |
713-2 |
705-4 |
689-0 |
|
| R2 |
701-2 |
701-2 |
688-0 |
|
| R1 |
693-4 |
693-4 |
686-7 |
691-3 |
| PP |
689-2 |
689-2 |
689-2 |
688-2 |
| S1 |
681-4 |
681-4 |
684-5 |
679-3 |
| S2 |
677-2 |
677-2 |
683-4 |
|
| S3 |
665-2 |
669-4 |
682-4 |
|
| S4 |
653-2 |
657-4 |
679-1 |
|
|
| 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 |
720-4 |
677-0 |
43-4 |
6.3% |
15-2 |
2.2% |
20% |
False |
False |
166,720 |
| 10 |
748-0 |
677-0 |
71-0 |
10.4% |
15-5 |
2.3% |
12% |
False |
False |
174,780 |
| 20 |
777-0 |
677-0 |
100-0 |
14.6% |
16-0 |
2.3% |
9% |
False |
False |
170,551 |
| 40 |
777-0 |
666-0 |
111-0 |
16.2% |
14-2 |
2.1% |
18% |
False |
False |
169,381 |
| 60 |
777-0 |
576-0 |
201-0 |
29.3% |
14-6 |
2.2% |
55% |
False |
False |
161,452 |
| 80 |
777-0 |
576-0 |
201-0 |
29.3% |
14-7 |
2.2% |
55% |
False |
False |
146,168 |
| 100 |
777-0 |
576-0 |
201-0 |
29.3% |
14-6 |
2.2% |
55% |
False |
False |
130,966 |
| 120 |
777-0 |
576-0 |
201-0 |
29.3% |
14-4 |
2.1% |
55% |
False |
False |
119,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
748-0 |
|
2.618 |
728-3 |
|
1.618 |
716-3 |
|
1.000 |
709-0 |
|
0.618 |
704-3 |
|
HIGH |
697-0 |
|
0.618 |
692-3 |
|
0.500 |
691-0 |
|
0.382 |
689-5 |
|
LOW |
685-0 |
|
0.618 |
677-5 |
|
1.000 |
673-0 |
|
1.618 |
665-5 |
|
2.618 |
653-5 |
|
4.250 |
634-0 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
691-0 |
690-0 |
| PP |
689-2 |
688-5 |
| S1 |
687-4 |
687-1 |
|