CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
713-0 |
687-4 |
-25-4 |
-3.6% |
768-2 |
| High |
713-0 |
695-0 |
-18-0 |
-2.5% |
768-6 |
| Low |
710-0 |
672-4 |
-37-4 |
-5.3% |
717-4 |
| Close |
709-4 |
674-2 |
-35-2 |
-5.0% |
717-0 |
| Range |
3-0 |
22-4 |
19-4 |
650.0% |
51-2 |
| ATR |
12-3 |
14-1 |
1-6 |
14.2% |
0-0 |
| Volume |
8,494 |
8,538 |
44 |
0.5% |
61,546 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748-1 |
733-5 |
686-5 |
|
| R3 |
725-5 |
711-1 |
680-4 |
|
| R2 |
703-1 |
703-1 |
678-3 |
|
| R1 |
688-5 |
688-5 |
676-2 |
684-5 |
| PP |
680-5 |
680-5 |
680-5 |
678-4 |
| S1 |
666-1 |
666-1 |
672-2 |
662-1 |
| S2 |
658-1 |
658-1 |
670-1 |
|
| S3 |
635-5 |
643-5 |
668-0 |
|
| S4 |
613-1 |
621-1 |
661-7 |
|
|
| 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 |
790-5 |
|
2.618 |
753-7 |
|
1.618 |
731-3 |
|
1.000 |
717-4 |
|
0.618 |
708-7 |
|
HIGH |
695-0 |
|
0.618 |
686-3 |
|
0.500 |
683-6 |
|
0.382 |
681-1 |
|
LOW |
672-4 |
|
0.618 |
658-5 |
|
1.000 |
650-0 |
|
1.618 |
636-1 |
|
2.618 |
613-5 |
|
4.250 |
576-7 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
683-6 |
699-0 |
| PP |
680-5 |
690-6 |
| S1 |
677-3 |
682-4 |
|