CME Pit-Traded Corn Future December 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 |
752-0 |
757-6 |
5-6 |
0.8% |
774-4 |
| High |
758-0 |
764-6 |
6-6 |
0.9% |
777-0 |
| Low |
744-0 |
744-0 |
0-0 |
0.0% |
737-6 |
| Close |
755-6 |
748-0 |
-7-6 |
-1.0% |
760-0 |
| Range |
14-0 |
20-6 |
6-6 |
48.2% |
39-2 |
| ATR |
16-5 |
16-7 |
0-2 |
1.8% |
0-0 |
| Volume |
154,050 |
148,389 |
-5,661 |
-3.7% |
908,764 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-4 |
802-0 |
759-3 |
|
| R3 |
793-6 |
781-2 |
753-6 |
|
| R2 |
773-0 |
773-0 |
751-6 |
|
| R1 |
760-4 |
760-4 |
749-7 |
756-3 |
| PP |
752-2 |
752-2 |
752-2 |
750-2 |
| S1 |
739-6 |
739-6 |
746-1 |
735-5 |
| S2 |
731-4 |
731-4 |
744-2 |
|
| S3 |
710-6 |
719-0 |
742-2 |
|
| S4 |
690-0 |
698-2 |
736-5 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876-0 |
857-2 |
781-5 |
|
| R3 |
836-6 |
818-0 |
770-6 |
|
| R2 |
797-4 |
797-4 |
767-2 |
|
| R1 |
778-6 |
778-6 |
763-5 |
768-4 |
| PP |
758-2 |
758-2 |
758-2 |
753-1 |
| S1 |
739-4 |
739-4 |
756-3 |
729-2 |
| S2 |
719-0 |
719-0 |
752-6 |
|
| S3 |
679-6 |
700-2 |
749-2 |
|
| S4 |
640-4 |
661-0 |
738-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
775-4 |
737-6 |
37-6 |
5.0% |
19-2 |
2.6% |
27% |
False |
False |
165,648 |
| 10 |
777-0 |
735-4 |
41-4 |
5.5% |
16-4 |
2.2% |
30% |
False |
False |
166,322 |
| 20 |
777-0 |
686-2 |
90-6 |
12.1% |
12-7 |
1.7% |
68% |
False |
False |
163,822 |
| 40 |
777-0 |
663-4 |
113-4 |
15.2% |
14-2 |
1.9% |
74% |
False |
False |
164,200 |
| 60 |
777-0 |
576-0 |
201-0 |
26.9% |
15-3 |
2.1% |
86% |
False |
False |
153,276 |
| 80 |
777-0 |
576-0 |
201-0 |
26.9% |
14-6 |
2.0% |
86% |
False |
False |
132,615 |
| 100 |
777-0 |
576-0 |
201-0 |
26.9% |
14-6 |
2.0% |
86% |
False |
False |
120,053 |
| 120 |
777-0 |
576-0 |
201-0 |
26.9% |
14-1 |
1.9% |
86% |
False |
False |
108,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853-0 |
|
2.618 |
819-1 |
|
1.618 |
798-3 |
|
1.000 |
785-4 |
|
0.618 |
777-5 |
|
HIGH |
764-6 |
|
0.618 |
756-7 |
|
0.500 |
754-3 |
|
0.382 |
751-7 |
|
LOW |
744-0 |
|
0.618 |
731-1 |
|
1.000 |
723-2 |
|
1.618 |
710-3 |
|
2.618 |
689-5 |
|
4.250 |
655-6 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
754-3 |
752-2 |
| PP |
752-2 |
750-7 |
| S1 |
750-1 |
749-3 |
|