CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
684-0 |
702-0 |
18-0 |
2.6% |
732-0 |
| High |
694-4 |
703-0 |
8-4 |
1.2% |
748-0 |
| Low |
677-0 |
690-2 |
13-2 |
2.0% |
691-6 |
| Close |
692-2 |
690-2 |
-2-0 |
-0.3% |
692-0 |
| Range |
17-4 |
12-6 |
-4-6 |
-27.1% |
56-2 |
| ATR |
17-1 |
16-6 |
-0-2 |
-1.8% |
0-0 |
| Volume |
195,636 |
146,325 |
-49,311 |
-25.2% |
938,928 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
732-6 |
724-2 |
697-2 |
|
| R3 |
720-0 |
711-4 |
693-6 |
|
| R2 |
707-2 |
707-2 |
692-5 |
|
| R1 |
698-6 |
698-6 |
691-3 |
696-5 |
| PP |
694-4 |
694-4 |
694-4 |
693-4 |
| S1 |
686-0 |
686-0 |
689-1 |
683-7 |
| S2 |
681-6 |
681-6 |
687-7 |
|
| S3 |
669-0 |
673-2 |
686-6 |
|
| S4 |
656-2 |
660-4 |
683-2 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-3 |
841-7 |
723-0 |
|
| R3 |
823-1 |
785-5 |
707-4 |
|
| R2 |
766-7 |
766-7 |
702-2 |
|
| R1 |
729-3 |
729-3 |
697-1 |
720-0 |
| PP |
710-5 |
710-5 |
710-5 |
705-7 |
| S1 |
673-1 |
673-1 |
686-7 |
663-6 |
| S2 |
654-3 |
654-3 |
681-6 |
|
| S3 |
598-1 |
616-7 |
676-4 |
|
| S4 |
541-7 |
560-5 |
661-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
728-2 |
677-0 |
51-2 |
7.4% |
14-7 |
2.2% |
26% |
False |
False |
172,354 |
| 10 |
764-6 |
677-0 |
87-6 |
12.7% |
16-4 |
2.4% |
15% |
False |
False |
177,670 |
| 20 |
777-0 |
677-0 |
100-0 |
14.5% |
16-0 |
2.3% |
13% |
False |
False |
170,737 |
| 40 |
777-0 |
666-0 |
111-0 |
16.1% |
14-3 |
2.1% |
22% |
False |
False |
169,493 |
| 60 |
777-0 |
576-0 |
201-0 |
29.1% |
14-6 |
2.1% |
57% |
False |
False |
161,436 |
| 80 |
777-0 |
576-0 |
201-0 |
29.1% |
14-7 |
2.2% |
57% |
False |
False |
145,589 |
| 100 |
777-0 |
576-0 |
201-0 |
29.1% |
15-0 |
2.2% |
57% |
False |
False |
130,701 |
| 120 |
777-0 |
576-0 |
201-0 |
29.1% |
14-4 |
2.1% |
57% |
False |
False |
118,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757-2 |
|
2.618 |
736-3 |
|
1.618 |
723-5 |
|
1.000 |
715-6 |
|
0.618 |
710-7 |
|
HIGH |
703-0 |
|
0.618 |
698-1 |
|
0.500 |
696-5 |
|
0.382 |
695-1 |
|
LOW |
690-2 |
|
0.618 |
682-3 |
|
1.000 |
677-4 |
|
1.618 |
669-5 |
|
2.618 |
656-7 |
|
4.250 |
636-0 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
696-5 |
691-2 |
| PP |
694-4 |
690-7 |
| S1 |
692-3 |
690-5 |
|