CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
647-0 |
641-0 |
-6-0 |
-0.9% |
684-0 |
| High |
655-2 |
653-0 |
-2-2 |
-0.3% |
703-0 |
| Low |
638-0 |
639-4 |
1-4 |
0.2% |
638-0 |
| Close |
638-4 |
648-0 |
9-4 |
1.5% |
638-4 |
| Range |
17-2 |
13-4 |
-3-6 |
-21.7% |
65-0 |
| ATR |
18-0 |
17-6 |
-0-2 |
-1.4% |
0-0 |
| Volume |
197,223 |
145,514 |
-51,709 |
-26.2% |
906,605 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687-3 |
681-1 |
655-3 |
|
| R3 |
673-7 |
667-5 |
651-6 |
|
| R2 |
660-3 |
660-3 |
650-4 |
|
| R1 |
654-1 |
654-1 |
649-2 |
657-2 |
| PP |
646-7 |
646-7 |
646-7 |
648-3 |
| S1 |
640-5 |
640-5 |
646-6 |
643-6 |
| S2 |
633-3 |
633-3 |
645-4 |
|
| S3 |
619-7 |
627-1 |
644-2 |
|
| S4 |
606-3 |
613-5 |
640-5 |
|
|
| 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 |
10.0% |
16-2 |
2.5% |
15% |
False |
False |
171,296 |
| 10 |
742-6 |
638-0 |
104-6 |
16.2% |
16-7 |
2.6% |
10% |
False |
False |
180,022 |
| 20 |
777-0 |
638-0 |
139-0 |
21.5% |
16-5 |
2.6% |
7% |
False |
False |
177,483 |
| 40 |
777-0 |
638-0 |
139-0 |
21.5% |
14-6 |
2.3% |
7% |
False |
False |
173,983 |
| 60 |
777-0 |
576-0 |
201-0 |
31.0% |
15-0 |
2.3% |
36% |
False |
False |
163,834 |
| 80 |
777-0 |
576-0 |
201-0 |
31.0% |
15-1 |
2.3% |
36% |
False |
False |
151,300 |
| 100 |
777-0 |
576-0 |
201-0 |
31.0% |
15-0 |
2.3% |
36% |
False |
False |
134,854 |
| 120 |
777-0 |
576-0 |
201-0 |
31.0% |
14-6 |
2.3% |
36% |
False |
False |
122,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
710-3 |
|
2.618 |
688-3 |
|
1.618 |
674-7 |
|
1.000 |
666-4 |
|
0.618 |
661-3 |
|
HIGH |
653-0 |
|
0.618 |
647-7 |
|
0.500 |
646-2 |
|
0.382 |
644-5 |
|
LOW |
639-4 |
|
0.618 |
631-1 |
|
1.000 |
626-0 |
|
1.618 |
617-5 |
|
2.618 |
604-1 |
|
4.250 |
582-1 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
647-3 |
655-6 |
| PP |
646-7 |
653-1 |
| S1 |
646-2 |
650-5 |
|