CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
776-4 |
757-4 |
-19-0 |
-2.4% |
784-4 |
| High |
776-4 |
760-0 |
-16-4 |
-2.1% |
788-0 |
| Low |
759-4 |
745-4 |
-14-0 |
-1.8% |
750-0 |
| Close |
760-6 |
746-6 |
-14-0 |
-1.8% |
772-2 |
| Range |
17-0 |
14-4 |
-2-4 |
-14.7% |
38-0 |
| ATR |
15-2 |
15-2 |
0-0 |
0.0% |
0-0 |
| Volume |
20,629 |
26,150 |
5,521 |
26.8% |
123,996 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794-2 |
785-0 |
754-6 |
|
| R3 |
779-6 |
770-4 |
750-6 |
|
| R2 |
765-2 |
765-2 |
749-3 |
|
| R1 |
756-0 |
756-0 |
748-1 |
753-3 |
| PP |
750-6 |
750-6 |
750-6 |
749-4 |
| S1 |
741-4 |
741-4 |
745-3 |
738-7 |
| S2 |
736-2 |
736-2 |
744-1 |
|
| S3 |
721-6 |
727-0 |
742-6 |
|
| S4 |
707-2 |
712-4 |
738-6 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884-1 |
866-1 |
793-1 |
|
| R3 |
846-1 |
828-1 |
782-6 |
|
| R2 |
808-1 |
808-1 |
779-2 |
|
| R1 |
790-1 |
790-1 |
775-6 |
780-1 |
| PP |
770-1 |
770-1 |
770-1 |
765-0 |
| S1 |
752-1 |
752-1 |
768-6 |
742-1 |
| S2 |
732-1 |
732-1 |
765-2 |
|
| S3 |
694-1 |
714-1 |
761-6 |
|
| S4 |
656-1 |
676-1 |
751-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
776-4 |
745-4 |
31-0 |
4.2% |
17-7 |
2.4% |
4% |
False |
True |
25,850 |
| 10 |
788-0 |
745-4 |
42-4 |
5.7% |
15-3 |
2.1% |
3% |
False |
True |
24,901 |
| 20 |
788-0 |
723-2 |
64-6 |
8.7% |
11-2 |
1.5% |
36% |
False |
False |
24,304 |
| 40 |
788-0 |
678-0 |
110-0 |
14.7% |
11-3 |
1.5% |
63% |
False |
False |
21,631 |
| 60 |
788-0 |
594-0 |
194-0 |
26.0% |
12-2 |
1.6% |
79% |
False |
False |
19,418 |
| 80 |
788-0 |
594-0 |
194-0 |
26.0% |
12-3 |
1.6% |
79% |
False |
False |
16,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
821-5 |
|
2.618 |
798-0 |
|
1.618 |
783-4 |
|
1.000 |
774-4 |
|
0.618 |
769-0 |
|
HIGH |
760-0 |
|
0.618 |
754-4 |
|
0.500 |
752-6 |
|
0.382 |
751-0 |
|
LOW |
745-4 |
|
0.618 |
736-4 |
|
1.000 |
731-0 |
|
1.618 |
722-0 |
|
2.618 |
707-4 |
|
4.250 |
683-7 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
752-6 |
761-0 |
| PP |
750-6 |
756-2 |
| S1 |
748-6 |
751-4 |
|