CME Pit-Traded Corn Future March 2012
| 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 |
677-4 |
657-0 |
-20-4 |
-3.0% |
695-0 |
| High |
677-4 |
661-4 |
-16-0 |
-2.4% |
714-4 |
| Low |
659-6 |
642-4 |
-17-2 |
-2.6% |
651-0 |
| Close |
665-6 |
644-0 |
-21-6 |
-3.3% |
652-0 |
| Range |
17-6 |
19-0 |
1-2 |
7.0% |
63-4 |
| ATR |
16-0 |
16-5 |
0-4 |
3.2% |
0-0 |
| Volume |
29,126 |
45,074 |
15,948 |
54.8% |
181,056 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706-3 |
694-1 |
654-4 |
|
| R3 |
687-3 |
675-1 |
649-2 |
|
| R2 |
668-3 |
668-3 |
647-4 |
|
| R1 |
656-1 |
656-1 |
645-6 |
652-6 |
| PP |
649-3 |
649-3 |
649-3 |
647-5 |
| S1 |
637-1 |
637-1 |
642-2 |
633-6 |
| S2 |
630-3 |
630-3 |
640-4 |
|
| S3 |
611-3 |
618-1 |
638-6 |
|
| S4 |
592-3 |
599-1 |
633-4 |
|
|
| 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 |
683-4 |
642-4 |
41-0 |
6.4% |
17-2 |
2.7% |
4% |
False |
True |
33,059 |
| 10 |
733-4 |
642-4 |
91-0 |
14.1% |
15-3 |
2.4% |
2% |
False |
True |
35,496 |
| 20 |
786-0 |
642-4 |
143-4 |
22.3% |
15-0 |
2.3% |
1% |
False |
True |
33,748 |
| 40 |
788-0 |
642-4 |
145-4 |
22.6% |
12-2 |
1.9% |
1% |
False |
True |
29,504 |
| 60 |
788-0 |
618-0 |
170-0 |
26.4% |
12-2 |
1.9% |
15% |
False |
False |
24,830 |
| 80 |
788-0 |
594-0 |
194-0 |
30.1% |
12-6 |
2.0% |
26% |
False |
False |
21,837 |
| 100 |
788-0 |
594-0 |
194-0 |
30.1% |
12-5 |
2.0% |
26% |
False |
False |
18,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
742-2 |
|
2.618 |
711-2 |
|
1.618 |
692-2 |
|
1.000 |
680-4 |
|
0.618 |
673-2 |
|
HIGH |
661-4 |
|
0.618 |
654-2 |
|
0.500 |
652-0 |
|
0.382 |
649-6 |
|
LOW |
642-4 |
|
0.618 |
630-6 |
|
1.000 |
623-4 |
|
1.618 |
611-6 |
|
2.618 |
592-6 |
|
4.250 |
561-6 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
652-0 |
660-0 |
| PP |
649-3 |
654-5 |
| S1 |
646-5 |
649-3 |
|