CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
745-4 |
733-0 |
-12-4 |
-1.7% |
752-0 |
| High |
747-4 |
740-0 |
-7-4 |
-1.0% |
764-6 |
| Low |
732-4 |
730-2 |
-2-2 |
-0.3% |
730-2 |
| Close |
734-0 |
736-4 |
2-4 |
0.3% |
736-4 |
| Range |
15-0 |
9-6 |
-5-2 |
-35.0% |
34-4 |
| ATR |
16-6 |
16-2 |
-0-4 |
-3.0% |
0-0 |
| Volume |
193,349 |
154,079 |
-39,270 |
-20.3% |
649,867 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764-7 |
760-3 |
741-7 |
|
| R3 |
755-1 |
750-5 |
739-1 |
|
| R2 |
745-3 |
745-3 |
738-2 |
|
| R1 |
740-7 |
740-7 |
737-3 |
743-1 |
| PP |
735-5 |
735-5 |
735-5 |
736-6 |
| S1 |
731-1 |
731-1 |
735-5 |
733-3 |
| S2 |
725-7 |
725-7 |
734-6 |
|
| S3 |
716-1 |
721-3 |
733-7 |
|
| S4 |
706-3 |
711-5 |
731-1 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847-3 |
826-3 |
755-4 |
|
| R3 |
812-7 |
791-7 |
746-0 |
|
| R2 |
778-3 |
778-3 |
742-7 |
|
| R1 |
757-3 |
757-3 |
739-5 |
750-5 |
| PP |
743-7 |
743-7 |
743-7 |
740-4 |
| S1 |
722-7 |
722-7 |
733-3 |
716-1 |
| S2 |
709-3 |
709-3 |
730-1 |
|
| S3 |
674-7 |
688-3 |
727-0 |
|
| S4 |
640-3 |
653-7 |
717-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
764-6 |
730-2 |
34-4 |
4.7% |
16-6 |
2.3% |
18% |
False |
True |
163,995 |
| 10 |
777-0 |
730-2 |
46-6 |
6.3% |
17-0 |
2.3% |
13% |
False |
True |
170,953 |
| 20 |
777-0 |
709-6 |
67-2 |
9.1% |
13-2 |
1.8% |
40% |
False |
False |
160,682 |
| 40 |
777-0 |
663-4 |
113-4 |
15.4% |
14-0 |
1.9% |
64% |
False |
False |
163,111 |
| 60 |
777-0 |
576-0 |
201-0 |
27.3% |
15-0 |
2.0% |
80% |
False |
False |
156,105 |
| 80 |
777-0 |
576-0 |
201-0 |
27.3% |
14-6 |
2.0% |
80% |
False |
False |
135,329 |
| 100 |
777-0 |
576-0 |
201-0 |
27.3% |
14-6 |
2.0% |
80% |
False |
False |
122,364 |
| 120 |
777-0 |
576-0 |
201-0 |
27.3% |
14-0 |
1.9% |
80% |
False |
False |
110,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
781-4 |
|
2.618 |
765-4 |
|
1.618 |
755-6 |
|
1.000 |
749-6 |
|
0.618 |
746-0 |
|
HIGH |
740-0 |
|
0.618 |
736-2 |
|
0.500 |
735-1 |
|
0.382 |
734-0 |
|
LOW |
730-2 |
|
0.618 |
724-2 |
|
1.000 |
720-4 |
|
1.618 |
714-4 |
|
2.618 |
704-6 |
|
4.250 |
688-6 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
736-0 |
747-4 |
| PP |
735-5 |
743-7 |
| S1 |
735-1 |
740-1 |
|