CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
756-2 |
768-2 |
12-0 |
1.6% |
774-0 |
| High |
762-2 |
768-6 |
6-4 |
0.9% |
780-0 |
| Low |
756-0 |
768-0 |
12-0 |
1.6% |
756-0 |
| Close |
760-0 |
770-0 |
10-0 |
1.3% |
760-0 |
| Range |
6-2 |
0-6 |
-5-4 |
-88.0% |
24-0 |
| ATR |
12-2 |
12-0 |
-0-2 |
-2.0% |
0-0 |
| Volume |
15,942 |
11,838 |
-4,104 |
-25.7% |
55,348 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
771-1 |
771-3 |
770-3 |
|
| R3 |
770-3 |
770-5 |
770-2 |
|
| R2 |
769-5 |
769-5 |
770-1 |
|
| R1 |
769-7 |
769-7 |
770-1 |
769-6 |
| PP |
768-7 |
768-7 |
768-7 |
768-7 |
| S1 |
769-1 |
769-1 |
769-7 |
769-0 |
| S2 |
768-1 |
768-1 |
769-7 |
|
| S3 |
767-3 |
768-3 |
769-6 |
|
| S4 |
766-5 |
767-5 |
769-5 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837-3 |
822-5 |
773-2 |
|
| R3 |
813-3 |
798-5 |
766-5 |
|
| R2 |
789-3 |
789-3 |
764-3 |
|
| R1 |
774-5 |
774-5 |
762-2 |
770-0 |
| PP |
765-3 |
765-3 |
765-3 |
763-0 |
| S1 |
750-5 |
750-5 |
757-6 |
746-0 |
| S2 |
741-3 |
741-3 |
755-5 |
|
| S3 |
717-3 |
726-5 |
753-3 |
|
| S4 |
693-3 |
702-5 |
746-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
772-0 |
|
2.618 |
770-6 |
|
1.618 |
770-0 |
|
1.000 |
769-4 |
|
0.618 |
769-2 |
|
HIGH |
768-6 |
|
0.618 |
768-4 |
|
0.500 |
768-3 |
|
0.382 |
768-2 |
|
LOW |
768-0 |
|
0.618 |
767-4 |
|
1.000 |
767-2 |
|
1.618 |
766-6 |
|
2.618 |
766-0 |
|
4.250 |
764-6 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
769-4 |
767-4 |
| PP |
768-7 |
764-7 |
| S1 |
768-3 |
762-3 |
|