CME Pit-Traded Corn Future March 2012
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 |
676-0 |
660-4 |
-15-4 |
-2.3% |
695-0 |
High |
683-4 |
667-0 |
-16-4 |
-2.4% |
714-4 |
Low |
662-0 |
651-0 |
-11-0 |
-1.7% |
651-0 |
Close |
663-0 |
652-0 |
-11-0 |
-1.7% |
652-0 |
Range |
21-4 |
16-0 |
-5-4 |
-25.6% |
63-4 |
ATR |
16-1 |
16-1 |
0-0 |
-0.1% |
0-0 |
Volume |
23,853 |
32,179 |
8,326 |
34.9% |
181,056 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
704-5 |
694-3 |
660-6 |
|
R3 |
688-5 |
678-3 |
656-3 |
|
R2 |
672-5 |
672-5 |
654-7 |
|
R1 |
662-3 |
662-3 |
653-4 |
659-4 |
PP |
656-5 |
656-5 |
656-5 |
655-2 |
S1 |
646-3 |
646-3 |
650-4 |
643-4 |
S2 |
640-5 |
640-5 |
649-1 |
|
S3 |
624-5 |
630-3 |
647-5 |
|
S4 |
608-5 |
614-3 |
643-2 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
863-0 |
821-0 |
686-7 |
|
R3 |
799-4 |
757-4 |
669-4 |
|
R2 |
736-0 |
736-0 |
663-5 |
|
R1 |
694-0 |
694-0 |
657-7 |
683-2 |
PP |
672-4 |
672-4 |
672-4 |
667-1 |
S1 |
630-4 |
630-4 |
646-1 |
619-6 |
S2 |
609-0 |
609-0 |
640-3 |
|
S3 |
545-4 |
567-0 |
634-4 |
|
S4 |
482-0 |
503-4 |
617-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
714-4 |
651-0 |
63-4 |
9.7% |
14-5 |
2.2% |
2% |
False |
True |
36,211 |
10 |
760-0 |
651-0 |
109-0 |
16.7% |
14-7 |
2.3% |
1% |
False |
True |
37,414 |
20 |
788-0 |
651-0 |
137-0 |
21.0% |
14-7 |
2.3% |
1% |
False |
True |
32,240 |
40 |
788-0 |
651-0 |
137-0 |
21.0% |
12-2 |
1.9% |
1% |
False |
True |
27,920 |
60 |
788-0 |
594-0 |
194-0 |
29.8% |
11-7 |
1.8% |
30% |
False |
False |
24,121 |
80 |
788-0 |
594-0 |
194-0 |
29.8% |
12-4 |
1.9% |
30% |
False |
False |
20,696 |
100 |
788-0 |
594-0 |
194-0 |
29.8% |
12-4 |
1.9% |
30% |
False |
False |
17,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
735-0 |
2.618 |
708-7 |
1.618 |
692-7 |
1.000 |
683-0 |
0.618 |
676-7 |
HIGH |
667-0 |
0.618 |
660-7 |
0.500 |
659-0 |
0.382 |
657-1 |
LOW |
651-0 |
0.618 |
641-1 |
1.000 |
635-0 |
1.618 |
625-1 |
2.618 |
609-1 |
4.250 |
583-0 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
659-0 |
678-4 |
PP |
656-5 |
669-5 |
S1 |
654-3 |
660-7 |
|