CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
708-4 |
725-4 |
17-0 |
2.4% |
768-2 |
| High |
713-4 |
725-4 |
12-0 |
1.7% |
768-6 |
| Low |
704-4 |
714-0 |
9-4 |
1.3% |
717-4 |
| Close |
716-2 |
714-2 |
-2-0 |
-0.3% |
717-0 |
| Range |
9-0 |
11-4 |
2-4 |
27.8% |
51-2 |
| ATR |
13-1 |
13-0 |
-0-1 |
-0.9% |
0-0 |
| Volume |
7,570 |
10,989 |
3,419 |
45.2% |
61,546 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752-3 |
744-7 |
720-5 |
|
| R3 |
740-7 |
733-3 |
717-3 |
|
| R2 |
729-3 |
729-3 |
716-3 |
|
| R1 |
721-7 |
721-7 |
715-2 |
719-7 |
| PP |
717-7 |
717-7 |
717-7 |
717-0 |
| S1 |
710-3 |
710-3 |
713-2 |
708-3 |
| S2 |
706-3 |
706-3 |
712-1 |
|
| S3 |
694-7 |
698-7 |
711-1 |
|
| S4 |
683-3 |
687-3 |
707-7 |
|
|
| 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 |
774-3 |
|
2.618 |
755-5 |
|
1.618 |
744-1 |
|
1.000 |
737-0 |
|
0.618 |
732-5 |
|
HIGH |
725-4 |
|
0.618 |
721-1 |
|
0.500 |
719-6 |
|
0.382 |
718-3 |
|
LOW |
714-0 |
|
0.618 |
706-7 |
|
1.000 |
702-4 |
|
1.618 |
695-3 |
|
2.618 |
683-7 |
|
4.250 |
665-1 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
719-6 |
716-5 |
| PP |
717-7 |
715-7 |
| S1 |
716-1 |
715-0 |
|