CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
719-0 |
720-0 |
1-0 |
0.1% |
752-0 |
| High |
728-2 |
720-4 |
-7-6 |
-1.1% |
764-6 |
| Low |
718-2 |
700-2 |
-18-0 |
-2.5% |
730-2 |
| Close |
724-2 |
701-0 |
-23-2 |
-3.2% |
736-4 |
| Range |
10-0 |
20-2 |
10-2 |
102.5% |
34-4 |
| ATR |
16-6 |
17-2 |
0-4 |
3.1% |
0-0 |
| Volume |
147,655 |
198,274 |
50,619 |
34.3% |
649,867 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-0 |
754-6 |
712-1 |
|
| R3 |
747-6 |
734-4 |
706-5 |
|
| R2 |
727-4 |
727-4 |
704-6 |
|
| R1 |
714-2 |
714-2 |
702-7 |
710-6 |
| PP |
707-2 |
707-2 |
707-2 |
705-4 |
| S1 |
694-0 |
694-0 |
699-1 |
690-4 |
| S2 |
687-0 |
687-0 |
697-2 |
|
| S3 |
666-6 |
673-6 |
695-3 |
|
| S4 |
646-4 |
653-4 |
689-7 |
|
|
| 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 |
748-0 |
700-2 |
47-6 |
6.8% |
17-0 |
2.4% |
2% |
False |
True |
183,825 |
| 10 |
766-0 |
700-2 |
65-6 |
9.4% |
18-6 |
2.7% |
1% |
False |
True |
178,349 |
| 20 |
777-0 |
700-2 |
76-6 |
10.9% |
14-7 |
2.1% |
1% |
False |
True |
164,889 |
| 40 |
777-0 |
663-4 |
113-4 |
16.2% |
14-2 |
2.0% |
33% |
False |
False |
166,808 |
| 60 |
777-0 |
576-0 |
201-0 |
28.7% |
15-3 |
2.2% |
62% |
False |
False |
161,485 |
| 80 |
777-0 |
576-0 |
201-0 |
28.7% |
14-7 |
2.1% |
62% |
False |
False |
141,698 |
| 100 |
777-0 |
576-0 |
201-0 |
28.7% |
14-7 |
2.1% |
62% |
False |
False |
127,534 |
| 120 |
777-0 |
576-0 |
201-0 |
28.7% |
14-3 |
2.0% |
62% |
False |
False |
115,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
806-4 |
|
2.618 |
773-4 |
|
1.618 |
753-2 |
|
1.000 |
740-6 |
|
0.618 |
733-0 |
|
HIGH |
720-4 |
|
0.618 |
712-6 |
|
0.500 |
710-3 |
|
0.382 |
708-0 |
|
LOW |
700-2 |
|
0.618 |
687-6 |
|
1.000 |
680-0 |
|
1.618 |
667-4 |
|
2.618 |
647-2 |
|
4.250 |
614-2 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
710-3 |
721-4 |
| PP |
707-2 |
714-5 |
| S1 |
704-1 |
707-7 |
|