CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
731-4 |
733-0 |
1-4 |
0.2% |
762-0 |
| High |
740-0 |
733-4 |
-6-4 |
-0.9% |
776-4 |
| Low |
731-4 |
715-0 |
-16-4 |
-2.3% |
745-0 |
| Close |
738-0 |
714-6 |
-23-2 |
-3.2% |
749-2 |
| Range |
8-4 |
18-4 |
10-0 |
117.6% |
31-4 |
| ATR |
14-7 |
15-4 |
0-5 |
3.9% |
0-0 |
| Volume |
46,497 |
31,268 |
-15,229 |
-32.8% |
124,712 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776-5 |
764-1 |
724-7 |
|
| R3 |
758-1 |
745-5 |
719-7 |
|
| R2 |
739-5 |
739-5 |
718-1 |
|
| R1 |
727-1 |
727-1 |
716-4 |
724-1 |
| PP |
721-1 |
721-1 |
721-1 |
719-4 |
| S1 |
708-5 |
708-5 |
713-0 |
705-5 |
| S2 |
702-5 |
702-5 |
711-3 |
|
| S3 |
684-1 |
690-1 |
709-5 |
|
| S4 |
665-5 |
671-5 |
704-5 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851-3 |
831-7 |
766-5 |
|
| R3 |
819-7 |
800-3 |
757-7 |
|
| R2 |
788-3 |
788-3 |
755-0 |
|
| R1 |
768-7 |
768-7 |
752-1 |
762-7 |
| PP |
756-7 |
756-7 |
756-7 |
754-0 |
| S1 |
737-3 |
737-3 |
746-3 |
731-3 |
| S2 |
725-3 |
725-3 |
743-4 |
|
| S3 |
693-7 |
705-7 |
740-5 |
|
| S4 |
662-3 |
674-3 |
731-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
760-0 |
715-0 |
45-0 |
6.3% |
13-6 |
1.9% |
-1% |
False |
True |
40,807 |
| 10 |
776-4 |
715-0 |
61-4 |
8.6% |
15-7 |
2.2% |
0% |
False |
True |
33,329 |
| 20 |
788-0 |
715-0 |
73-0 |
10.2% |
12-5 |
1.8% |
0% |
False |
True |
27,339 |
| 40 |
788-0 |
678-0 |
110-0 |
15.4% |
11-5 |
1.6% |
33% |
False |
False |
24,630 |
| 60 |
788-0 |
594-0 |
194-0 |
27.1% |
12-3 |
1.7% |
62% |
False |
False |
21,967 |
| 80 |
788-0 |
594-0 |
194-0 |
27.1% |
12-2 |
1.7% |
62% |
False |
False |
18,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
812-1 |
|
2.618 |
781-7 |
|
1.618 |
763-3 |
|
1.000 |
752-0 |
|
0.618 |
744-7 |
|
HIGH |
733-4 |
|
0.618 |
726-3 |
|
0.500 |
724-2 |
|
0.382 |
722-1 |
|
LOW |
715-0 |
|
0.618 |
703-5 |
|
1.000 |
696-4 |
|
1.618 |
685-1 |
|
2.618 |
666-5 |
|
4.250 |
636-3 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
724-2 |
734-4 |
| PP |
721-1 |
727-7 |
| S1 |
717-7 |
721-3 |
|