CME Pit-Traded Corn Future July 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 |
742-4 |
737-0 |
-5-4 |
-0.7% |
774-0 |
| High |
749-0 |
737-0 |
-12-0 |
-1.6% |
780-0 |
| Low |
742-4 |
726-0 |
-16-4 |
-2.2% |
756-0 |
| Close |
748-6 |
726-0 |
-22-6 |
-3.0% |
760-0 |
| Range |
6-4 |
11-0 |
4-4 |
69.2% |
24-0 |
| ATR |
12-4 |
13-2 |
0-6 |
5.8% |
0-0 |
| Volume |
11,936 |
12,453 |
517 |
4.3% |
55,348 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762-5 |
755-3 |
732-0 |
|
| R3 |
751-5 |
744-3 |
729-0 |
|
| R2 |
740-5 |
740-5 |
728-0 |
|
| R1 |
733-3 |
733-3 |
727-0 |
731-4 |
| PP |
729-5 |
729-5 |
729-5 |
728-6 |
| S1 |
722-3 |
722-3 |
725-0 |
720-4 |
| S2 |
718-5 |
718-5 |
724-0 |
|
| S3 |
707-5 |
711-3 |
723-0 |
|
| S4 |
696-5 |
700-3 |
720-0 |
|
|
| 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 |
783-6 |
|
2.618 |
765-6 |
|
1.618 |
754-6 |
|
1.000 |
748-0 |
|
0.618 |
743-6 |
|
HIGH |
737-0 |
|
0.618 |
732-6 |
|
0.500 |
731-4 |
|
0.382 |
730-2 |
|
LOW |
726-0 |
|
0.618 |
719-2 |
|
1.000 |
715-0 |
|
1.618 |
708-2 |
|
2.618 |
697-2 |
|
4.250 |
679-2 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
731-4 |
746-2 |
| PP |
729-5 |
739-4 |
| S1 |
727-7 |
732-6 |
|