CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
664-0 |
644-4 |
-19-4 |
-2.9% |
684-0 |
| High |
665-6 |
650-0 |
-15-6 |
-2.4% |
703-0 |
| Low |
646-0 |
629-0 |
-17-0 |
-2.6% |
638-0 |
| Close |
652-2 |
630-6 |
-21-4 |
-3.3% |
638-4 |
| Range |
19-6 |
21-0 |
1-2 |
6.3% |
65-0 |
| ATR |
17-7 |
18-2 |
0-3 |
2.2% |
0-0 |
| Volume |
181,973 |
195,068 |
13,095 |
7.2% |
906,605 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699-5 |
686-1 |
642-2 |
|
| R3 |
678-5 |
665-1 |
636-4 |
|
| R2 |
657-5 |
657-5 |
634-5 |
|
| R1 |
644-1 |
644-1 |
632-5 |
640-3 |
| PP |
636-5 |
636-5 |
636-5 |
634-6 |
| S1 |
623-1 |
623-1 |
628-7 |
619-3 |
| S2 |
615-5 |
615-5 |
626-7 |
|
| S3 |
594-5 |
602-1 |
625-0 |
|
| S4 |
573-5 |
581-1 |
619-2 |
|
|
| 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 |
673-4 |
629-0 |
44-4 |
7.1% |
19-4 |
3.1% |
4% |
False |
True |
193,542 |
| 10 |
720-4 |
629-0 |
91-4 |
14.5% |
17-3 |
2.8% |
2% |
False |
True |
180,131 |
| 20 |
775-4 |
629-0 |
146-4 |
23.2% |
17-4 |
2.8% |
1% |
False |
True |
177,188 |
| 40 |
777-0 |
629-0 |
148-0 |
23.5% |
14-6 |
2.3% |
1% |
False |
True |
175,829 |
| 60 |
777-0 |
604-0 |
173-0 |
27.4% |
15-0 |
2.4% |
15% |
False |
False |
164,875 |
| 80 |
777-0 |
576-0 |
201-0 |
31.9% |
15-2 |
2.4% |
27% |
False |
False |
154,275 |
| 100 |
777-0 |
576-0 |
201-0 |
31.9% |
15-0 |
2.4% |
27% |
False |
False |
137,408 |
| 120 |
777-0 |
576-0 |
201-0 |
31.9% |
15-0 |
2.4% |
27% |
False |
False |
124,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
739-2 |
|
2.618 |
705-0 |
|
1.618 |
684-0 |
|
1.000 |
671-0 |
|
0.618 |
663-0 |
|
HIGH |
650-0 |
|
0.618 |
642-0 |
|
0.500 |
639-4 |
|
0.382 |
637-0 |
|
LOW |
629-0 |
|
0.618 |
616-0 |
|
1.000 |
608-0 |
|
1.618 |
595-0 |
|
2.618 |
574-0 |
|
4.250 |
539-6 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
639-4 |
647-3 |
| PP |
636-5 |
641-7 |
| S1 |
633-5 |
636-2 |
|