CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
729-4 |
708-0 |
-21-4 |
-2.9% |
742-4 |
| High |
731-0 |
716-4 |
-14-4 |
-2.0% |
756-0 |
| Low |
708-0 |
708-0 |
0-0 |
0.0% |
719-6 |
| Close |
709-2 |
713-0 |
3-6 |
0.5% |
726-0 |
| Range |
23-0 |
8-4 |
-14-4 |
-63.0% |
36-2 |
| ATR |
16-2 |
15-6 |
-0-4 |
-3.4% |
0-0 |
| Volume |
1,813 |
1,735 |
-78 |
-4.3% |
21,828 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
738-0 |
734-0 |
717-5 |
|
| R3 |
729-4 |
725-4 |
715-3 |
|
| R2 |
721-0 |
721-0 |
714-4 |
|
| R1 |
717-0 |
717-0 |
713-6 |
719-0 |
| PP |
712-4 |
712-4 |
712-4 |
713-4 |
| S1 |
708-4 |
708-4 |
712-2 |
710-4 |
| S2 |
704-0 |
704-0 |
711-4 |
|
| S3 |
695-4 |
700-0 |
710-5 |
|
| S4 |
687-0 |
691-4 |
708-3 |
|
|
| 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 |
736-0 |
708-0 |
28-0 |
3.9% |
13-4 |
1.9% |
18% |
False |
True |
2,572 |
| 10 |
763-6 |
708-0 |
55-6 |
7.8% |
15-7 |
2.2% |
9% |
False |
True |
10,040 |
| 20 |
765-0 |
695-0 |
70-0 |
9.8% |
13-1 |
1.8% |
26% |
False |
False |
37,437 |
| 40 |
765-0 |
662-4 |
102-4 |
14.4% |
13-1 |
1.8% |
49% |
False |
False |
50,300 |
| 60 |
765-0 |
603-0 |
162-0 |
22.7% |
14-4 |
2.0% |
68% |
False |
False |
60,466 |
| 80 |
765-0 |
603-0 |
162-0 |
22.7% |
14-4 |
2.0% |
68% |
False |
False |
60,480 |
| 100 |
765-0 |
603-0 |
162-0 |
22.7% |
14-5 |
2.0% |
68% |
False |
False |
54,280 |
| 120 |
765-0 |
603-0 |
162-0 |
22.7% |
14-3 |
2.0% |
68% |
False |
False |
48,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
752-5 |
|
2.618 |
738-6 |
|
1.618 |
730-2 |
|
1.000 |
725-0 |
|
0.618 |
721-6 |
|
HIGH |
716-4 |
|
0.618 |
713-2 |
|
0.500 |
712-2 |
|
0.382 |
711-2 |
|
LOW |
708-0 |
|
0.618 |
702-6 |
|
1.000 |
699-4 |
|
1.618 |
694-2 |
|
2.618 |
685-6 |
|
4.250 |
671-7 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
712-6 |
721-1 |
| PP |
712-4 |
718-3 |
| S1 |
712-2 |
715-6 |
|