CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
641-0 |
664-0 |
23-0 |
3.6% |
684-0 |
| High |
653-0 |
665-6 |
12-6 |
2.0% |
703-0 |
| Low |
639-4 |
646-0 |
6-4 |
1.0% |
638-0 |
| Close |
648-0 |
652-2 |
4-2 |
0.7% |
638-4 |
| Range |
13-4 |
19-6 |
6-2 |
46.3% |
65-0 |
| ATR |
17-6 |
17-7 |
0-1 |
0.8% |
0-0 |
| Volume |
145,514 |
181,973 |
36,459 |
25.1% |
906,605 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
713-7 |
702-7 |
663-1 |
|
| R3 |
694-1 |
683-1 |
657-5 |
|
| R2 |
674-3 |
674-3 |
655-7 |
|
| R1 |
663-3 |
663-3 |
654-0 |
659-0 |
| PP |
654-5 |
654-5 |
654-5 |
652-4 |
| S1 |
643-5 |
643-5 |
650-4 |
639-2 |
| S2 |
634-7 |
634-7 |
648-5 |
|
| S3 |
615-1 |
623-7 |
646-7 |
|
| S4 |
595-3 |
604-1 |
641-3 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854-7 |
811-5 |
674-2 |
|
| R3 |
789-7 |
746-5 |
656-3 |
|
| R2 |
724-7 |
724-7 |
650-3 |
|
| R1 |
681-5 |
681-5 |
644-4 |
670-6 |
| PP |
659-7 |
659-7 |
659-7 |
654-3 |
| S1 |
616-5 |
616-5 |
632-4 |
605-6 |
| S2 |
594-7 |
594-7 |
626-5 |
|
| S3 |
529-7 |
551-5 |
620-5 |
|
| S4 |
464-7 |
486-5 |
602-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
697-0 |
638-0 |
59-0 |
9.0% |
17-6 |
2.7% |
24% |
False |
False |
178,426 |
| 10 |
728-2 |
638-0 |
90-2 |
13.8% |
16-2 |
2.5% |
16% |
False |
False |
175,390 |
| 20 |
777-0 |
638-0 |
139-0 |
21.3% |
17-1 |
2.6% |
10% |
False |
False |
177,780 |
| 40 |
777-0 |
638-0 |
139-0 |
21.3% |
15-0 |
2.3% |
10% |
False |
False |
174,605 |
| 60 |
777-0 |
600-4 |
176-4 |
27.1% |
14-7 |
2.3% |
29% |
False |
False |
165,472 |
| 80 |
777-0 |
576-0 |
201-0 |
30.8% |
15-1 |
2.3% |
38% |
False |
False |
152,568 |
| 100 |
777-0 |
576-0 |
201-0 |
30.8% |
15-0 |
2.3% |
38% |
False |
False |
136,186 |
| 120 |
777-0 |
576-0 |
201-0 |
30.8% |
14-7 |
2.3% |
38% |
False |
False |
123,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
749-6 |
|
2.618 |
717-4 |
|
1.618 |
697-6 |
|
1.000 |
685-4 |
|
0.618 |
678-0 |
|
HIGH |
665-6 |
|
0.618 |
658-2 |
|
0.500 |
655-7 |
|
0.382 |
653-4 |
|
LOW |
646-0 |
|
0.618 |
633-6 |
|
1.000 |
626-2 |
|
1.618 |
614-0 |
|
2.618 |
594-2 |
|
4.250 |
562-0 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
655-7 |
652-1 |
| PP |
654-5 |
652-0 |
| S1 |
653-4 |
651-7 |
|