CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
737-0 |
728-6 |
-8-2 |
-1.1% |
768-2 |
| High |
737-0 |
728-6 |
-8-2 |
-1.1% |
768-6 |
| Low |
726-0 |
717-4 |
-8-4 |
-1.2% |
717-4 |
| Close |
726-0 |
717-0 |
-9-0 |
-1.2% |
717-0 |
| Range |
11-0 |
11-2 |
0-2 |
2.3% |
51-2 |
| ATR |
13-2 |
13-1 |
-0-1 |
-1.1% |
0-0 |
| Volume |
12,453 |
12,862 |
409 |
3.3% |
61,546 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754-7 |
747-1 |
723-2 |
|
| R3 |
743-5 |
735-7 |
720-1 |
|
| R2 |
732-3 |
732-3 |
719-0 |
|
| R1 |
724-5 |
724-5 |
718-0 |
722-7 |
| PP |
721-1 |
721-1 |
721-1 |
720-2 |
| S1 |
713-3 |
713-3 |
716-0 |
711-5 |
| S2 |
709-7 |
709-7 |
715-0 |
|
| S3 |
698-5 |
702-1 |
713-7 |
|
| S4 |
687-3 |
690-7 |
710-6 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888-1 |
853-7 |
745-2 |
|
| R3 |
836-7 |
802-5 |
731-1 |
|
| R2 |
785-5 |
785-5 |
726-3 |
|
| R1 |
751-3 |
751-3 |
721-6 |
742-7 |
| PP |
734-3 |
734-3 |
734-3 |
730-2 |
| S1 |
700-1 |
700-1 |
712-2 |
691-5 |
| S2 |
683-1 |
683-1 |
707-5 |
|
| S3 |
631-7 |
648-7 |
702-7 |
|
| S4 |
580-5 |
597-5 |
688-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
776-4 |
|
2.618 |
758-2 |
|
1.618 |
747-0 |
|
1.000 |
740-0 |
|
0.618 |
735-6 |
|
HIGH |
728-6 |
|
0.618 |
724-4 |
|
0.500 |
723-1 |
|
0.382 |
721-6 |
|
LOW |
717-4 |
|
0.618 |
710-4 |
|
1.000 |
706-2 |
|
1.618 |
699-2 |
|
2.618 |
688-0 |
|
4.250 |
669-6 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
723-1 |
733-2 |
| PP |
721-1 |
727-7 |
| S1 |
719-0 |
722-3 |
|