CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
659-2 |
629-4 |
-29-6 |
-4.5% |
666-2 |
| High |
660-4 |
630-0 |
-30-4 |
-4.6% |
689-6 |
| Low |
654-2 |
618-4 |
-35-6 |
-5.5% |
618-4 |
| Close |
658-4 |
619-2 |
-39-2 |
-6.0% |
619-2 |
| Range |
6-2 |
11-4 |
5-2 |
84.0% |
71-2 |
| ATR |
14-1 |
16-0 |
1-7 |
13.0% |
0-0 |
| Volume |
21,736 |
13,636 |
-8,100 |
-37.3% |
77,540 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
657-1 |
649-5 |
625-5 |
|
| R3 |
645-5 |
638-1 |
622-3 |
|
| R2 |
634-1 |
634-1 |
621-3 |
|
| R1 |
626-5 |
626-5 |
620-2 |
624-5 |
| PP |
622-5 |
622-5 |
622-5 |
621-4 |
| S1 |
615-1 |
615-1 |
618-2 |
613-1 |
| S2 |
611-1 |
611-1 |
617-1 |
|
| S3 |
599-5 |
603-5 |
616-1 |
|
| S4 |
588-1 |
592-1 |
612-7 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856-2 |
809-0 |
658-4 |
|
| R3 |
785-0 |
737-6 |
638-7 |
|
| R2 |
713-6 |
713-6 |
632-2 |
|
| R1 |
666-4 |
666-4 |
625-6 |
654-4 |
| PP |
642-4 |
642-4 |
642-4 |
636-4 |
| S1 |
595-2 |
595-2 |
612-6 |
583-2 |
| S2 |
571-2 |
571-2 |
606-2 |
|
| S3 |
500-0 |
524-0 |
599-5 |
|
| S4 |
428-6 |
452-6 |
580-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
678-7 |
|
2.618 |
660-1 |
|
1.618 |
648-5 |
|
1.000 |
641-4 |
|
0.618 |
637-1 |
|
HIGH |
630-0 |
|
0.618 |
625-5 |
|
0.500 |
624-2 |
|
0.382 |
622-7 |
|
LOW |
618-4 |
|
0.618 |
611-3 |
|
1.000 |
607-0 |
|
1.618 |
599-7 |
|
2.618 |
588-3 |
|
4.250 |
569-5 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
624-2 |
639-4 |
| PP |
622-5 |
632-6 |
| S1 |
620-7 |
626-0 |
|