CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
663-0 |
647-0 |
-16-0 |
-2.4% |
684-0 |
| High |
673-4 |
655-2 |
-18-2 |
-2.7% |
703-0 |
| Low |
647-4 |
638-0 |
-9-4 |
-1.5% |
638-0 |
| Close |
650-0 |
638-4 |
-11-4 |
-1.8% |
638-4 |
| Range |
26-0 |
17-2 |
-8-6 |
-33.7% |
65-0 |
| ATR |
18-0 |
18-0 |
0-0 |
-0.3% |
0-0 |
| Volume |
247,936 |
197,223 |
-50,713 |
-20.5% |
906,605 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
695-5 |
684-3 |
648-0 |
|
| R3 |
678-3 |
667-1 |
643-2 |
|
| R2 |
661-1 |
661-1 |
641-5 |
|
| R1 |
649-7 |
649-7 |
640-1 |
646-7 |
| PP |
643-7 |
643-7 |
643-7 |
642-4 |
| S1 |
632-5 |
632-5 |
636-7 |
629-5 |
| S2 |
626-5 |
626-5 |
635-3 |
|
| S3 |
609-3 |
615-3 |
633-6 |
|
| S4 |
592-1 |
598-1 |
629-0 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854-7 |
811-5 |
674-2 |
|
| R3 |
789-7 |
746-5 |
656-3 |
|
| R2 |
724-7 |
724-7 |
650-3 |
|
| R1 |
681-5 |
681-5 |
644-4 |
670-6 |
| PP |
659-7 |
659-7 |
659-7 |
654-3 |
| S1 |
616-5 |
616-5 |
632-4 |
605-6 |
| S2 |
594-7 |
594-7 |
626-5 |
|
| S3 |
529-7 |
551-5 |
620-5 |
|
| S4 |
464-7 |
486-5 |
602-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
703-0 |
638-0 |
65-0 |
10.2% |
17-1 |
2.7% |
1% |
False |
True |
181,321 |
| 10 |
748-0 |
638-0 |
110-0 |
17.2% |
17-3 |
2.7% |
0% |
False |
True |
184,553 |
| 20 |
777-0 |
638-0 |
139-0 |
21.8% |
17-2 |
2.7% |
0% |
False |
True |
177,753 |
| 40 |
777-0 |
638-0 |
139-0 |
21.8% |
14-5 |
2.3% |
0% |
False |
True |
173,747 |
| 60 |
777-0 |
576-0 |
201-0 |
31.5% |
14-6 |
2.3% |
31% |
False |
False |
164,297 |
| 80 |
777-0 |
576-0 |
201-0 |
31.5% |
15-1 |
2.4% |
31% |
False |
False |
150,363 |
| 100 |
777-0 |
576-0 |
201-0 |
31.5% |
15-0 |
2.3% |
31% |
False |
False |
134,132 |
| 120 |
777-0 |
576-0 |
201-0 |
31.5% |
14-6 |
2.3% |
31% |
False |
False |
121,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
728-4 |
|
2.618 |
700-3 |
|
1.618 |
683-1 |
|
1.000 |
672-4 |
|
0.618 |
665-7 |
|
HIGH |
655-2 |
|
0.618 |
648-5 |
|
0.500 |
646-5 |
|
0.382 |
644-5 |
|
LOW |
638-0 |
|
0.618 |
627-3 |
|
1.000 |
620-6 |
|
1.618 |
610-1 |
|
2.618 |
592-7 |
|
4.250 |
564-6 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
646-5 |
667-4 |
| PP |
643-7 |
657-7 |
| S1 |
641-2 |
648-1 |
|