CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
760-4 |
752-0 |
-8-4 |
-1.1% |
720-0 |
High |
763-6 |
755-0 |
-8-6 |
-1.1% |
755-4 |
Low |
757-0 |
728-6 |
-28-2 |
-3.7% |
716-2 |
Close |
757-4 |
728-6 |
-28-6 |
-3.8% |
752-4 |
Range |
6-6 |
26-2 |
19-4 |
288.9% |
39-2 |
ATR |
14-3 |
15-3 |
1-0 |
7.2% |
0-0 |
Volume |
40,423 |
22,801 |
-17,622 |
-43.6% |
331,820 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
816-2 |
798-6 |
743-2 |
|
R3 |
790-0 |
772-4 |
736-0 |
|
R2 |
763-6 |
763-6 |
733-4 |
|
R1 |
746-2 |
746-2 |
731-1 |
741-7 |
PP |
737-4 |
737-4 |
737-4 |
735-2 |
S1 |
720-0 |
720-0 |
726-3 |
715-5 |
S2 |
711-2 |
711-2 |
724-0 |
|
S3 |
685-0 |
693-6 |
721-4 |
|
S4 |
658-6 |
667-4 |
714-2 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
859-1 |
845-1 |
774-1 |
|
R3 |
819-7 |
805-7 |
763-2 |
|
R2 |
780-5 |
780-5 |
759-6 |
|
R1 |
766-5 |
766-5 |
756-1 |
773-5 |
PP |
741-3 |
741-3 |
741-3 |
745-0 |
S1 |
727-3 |
727-3 |
748-7 |
734-3 |
S2 |
702-1 |
702-1 |
745-2 |
|
S3 |
662-7 |
688-1 |
741-6 |
|
S4 |
623-5 |
648-7 |
730-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
765-0 |
728-6 |
36-2 |
5.0% |
16-0 |
2.2% |
0% |
False |
True |
66,164 |
10 |
765-0 |
705-4 |
59-4 |
8.2% |
12-1 |
1.7% |
39% |
False |
False |
60,090 |
20 |
765-0 |
670-4 |
94-4 |
13.0% |
10-6 |
1.5% |
62% |
False |
False |
63,920 |
40 |
765-0 |
628-4 |
136-4 |
18.7% |
13-3 |
1.8% |
73% |
False |
False |
62,525 |
60 |
765-0 |
603-0 |
162-0 |
22.2% |
14-5 |
2.0% |
78% |
False |
False |
71,994 |
80 |
765-0 |
603-0 |
162-0 |
22.2% |
14-2 |
2.0% |
78% |
False |
False |
63,625 |
100 |
765-0 |
603-0 |
162-0 |
22.2% |
14-4 |
2.0% |
78% |
False |
False |
55,785 |
120 |
765-0 |
583-4 |
181-4 |
24.9% |
14-2 |
2.0% |
80% |
False |
False |
49,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
866-4 |
2.618 |
823-6 |
1.618 |
797-4 |
1.000 |
781-2 |
0.618 |
771-2 |
HIGH |
755-0 |
0.618 |
745-0 |
0.500 |
741-7 |
0.382 |
738-6 |
LOW |
728-6 |
0.618 |
712-4 |
1.000 |
702-4 |
1.618 |
686-2 |
2.618 |
660-0 |
4.250 |
617-2 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
741-7 |
746-7 |
PP |
737-4 |
740-7 |
S1 |
733-1 |
734-6 |
|