CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
742-4 |
746-0 |
3-4 |
0.5% |
761-0 |
| High |
749-4 |
756-0 |
6-4 |
0.9% |
765-0 |
| Low |
735-4 |
734-0 |
-1-4 |
-0.2% |
728-6 |
| Close |
746-6 |
736-4 |
-10-2 |
-1.4% |
750-2 |
| Range |
14-0 |
22-0 |
8-0 |
57.1% |
36-2 |
| ATR |
15-7 |
16-3 |
0-3 |
2.7% |
0-0 |
| Volume |
6,328 |
7,741 |
1,413 |
22.3% |
238,124 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
808-1 |
794-3 |
748-5 |
|
| R3 |
786-1 |
772-3 |
742-4 |
|
| R2 |
764-1 |
764-1 |
740-4 |
|
| R1 |
750-3 |
750-3 |
738-4 |
746-2 |
| PP |
742-1 |
742-1 |
742-1 |
740-1 |
| S1 |
728-3 |
728-3 |
734-4 |
724-2 |
| S2 |
720-1 |
720-1 |
732-4 |
|
| S3 |
698-1 |
706-3 |
730-4 |
|
| S4 |
676-1 |
684-3 |
724-3 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856-6 |
839-6 |
770-2 |
|
| R3 |
820-4 |
803-4 |
760-2 |
|
| R2 |
784-2 |
784-2 |
756-7 |
|
| R1 |
767-2 |
767-2 |
753-5 |
757-5 |
| PP |
748-0 |
748-0 |
748-0 |
743-2 |
| S1 |
731-0 |
731-0 |
746-7 |
721-3 |
| S2 |
711-6 |
711-6 |
743-5 |
|
| S3 |
675-4 |
694-6 |
740-2 |
|
| S4 |
639-2 |
658-4 |
730-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
763-6 |
728-6 |
35-0 |
4.8% |
18-2 |
2.5% |
22% |
False |
False |
17,508 |
| 10 |
765-0 |
725-4 |
39-4 |
5.4% |
15-5 |
2.1% |
28% |
False |
False |
47,318 |
| 20 |
765-0 |
677-0 |
88-0 |
11.9% |
12-0 |
1.6% |
68% |
False |
False |
55,954 |
| 40 |
765-0 |
662-4 |
102-4 |
13.9% |
13-4 |
1.8% |
72% |
False |
False |
58,476 |
| 60 |
765-0 |
603-0 |
162-0 |
22.0% |
15-0 |
2.0% |
82% |
False |
False |
67,671 |
| 80 |
765-0 |
603-0 |
162-0 |
22.0% |
14-5 |
2.0% |
82% |
False |
False |
62,455 |
| 100 |
765-0 |
603-0 |
162-0 |
22.0% |
14-4 |
2.0% |
82% |
False |
False |
55,203 |
| 120 |
765-0 |
603-0 |
162-0 |
22.0% |
14-2 |
1.9% |
82% |
False |
False |
49,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
849-4 |
|
2.618 |
813-5 |
|
1.618 |
791-5 |
|
1.000 |
778-0 |
|
0.618 |
769-5 |
|
HIGH |
756-0 |
|
0.618 |
747-5 |
|
0.500 |
745-0 |
|
0.382 |
742-3 |
|
LOW |
734-0 |
|
0.618 |
720-3 |
|
1.000 |
712-0 |
|
1.618 |
698-3 |
|
2.618 |
676-3 |
|
4.250 |
640-4 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
745-0 |
743-2 |
| PP |
742-1 |
741-0 |
| S1 |
739-3 |
738-6 |
|