CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
723-4 |
729-4 |
6-0 |
0.8% |
742-4 |
| High |
734-2 |
731-0 |
-3-2 |
-0.4% |
756-0 |
| Low |
719-4 |
708-0 |
-11-4 |
-1.6% |
719-6 |
| Close |
734-2 |
709-2 |
-25-0 |
-3.4% |
726-0 |
| Range |
14-6 |
23-0 |
8-2 |
55.9% |
36-2 |
| ATR |
15-4 |
16-2 |
0-6 |
4.9% |
0-0 |
| Volume |
1,555 |
1,813 |
258 |
16.6% |
21,828 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
785-1 |
770-1 |
721-7 |
|
| R3 |
762-1 |
747-1 |
715-5 |
|
| R2 |
739-1 |
739-1 |
713-4 |
|
| R1 |
724-1 |
724-1 |
711-3 |
720-1 |
| PP |
716-1 |
716-1 |
716-1 |
714-0 |
| S1 |
701-1 |
701-1 |
707-1 |
697-1 |
| S2 |
693-1 |
693-1 |
705-0 |
|
| S3 |
670-1 |
678-1 |
702-7 |
|
| S4 |
647-1 |
655-1 |
696-5 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842-5 |
820-5 |
746-0 |
|
| R3 |
806-3 |
784-3 |
736-0 |
|
| R2 |
770-1 |
770-1 |
732-5 |
|
| R1 |
748-1 |
748-1 |
729-3 |
741-0 |
| PP |
733-7 |
733-7 |
733-7 |
730-3 |
| S1 |
711-7 |
711-7 |
722-5 |
704-6 |
| S2 |
697-5 |
697-5 |
719-3 |
|
| S3 |
661-3 |
675-5 |
716-0 |
|
| S4 |
625-1 |
639-3 |
706-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
756-0 |
708-0 |
48-0 |
6.8% |
16-2 |
2.3% |
3% |
False |
True |
3,773 |
| 10 |
765-0 |
708-0 |
57-0 |
8.0% |
16-5 |
2.3% |
2% |
False |
True |
19,323 |
| 20 |
765-0 |
695-0 |
70-0 |
9.9% |
13-3 |
1.9% |
20% |
False |
False |
40,486 |
| 40 |
765-0 |
662-4 |
102-4 |
14.5% |
13-4 |
1.9% |
46% |
False |
False |
52,143 |
| 60 |
765-0 |
603-0 |
162-0 |
22.8% |
14-3 |
2.0% |
66% |
False |
False |
61,277 |
| 80 |
765-0 |
603-0 |
162-0 |
22.8% |
14-4 |
2.0% |
66% |
False |
False |
60,817 |
| 100 |
765-0 |
603-0 |
162-0 |
22.8% |
14-5 |
2.1% |
66% |
False |
False |
54,495 |
| 120 |
765-0 |
603-0 |
162-0 |
22.8% |
14-3 |
2.0% |
66% |
False |
False |
48,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
828-6 |
|
2.618 |
791-2 |
|
1.618 |
768-2 |
|
1.000 |
754-0 |
|
0.618 |
745-2 |
|
HIGH |
731-0 |
|
0.618 |
722-2 |
|
0.500 |
719-4 |
|
0.382 |
716-6 |
|
LOW |
708-0 |
|
0.618 |
693-6 |
|
1.000 |
685-0 |
|
1.618 |
670-6 |
|
2.618 |
647-6 |
|
4.250 |
610-2 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
719-4 |
721-1 |
| PP |
716-1 |
717-1 |
| S1 |
712-5 |
713-2 |
|