CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
644-4 |
632-4 |
-12-0 |
-1.9% |
684-0 |
| High |
650-0 |
637-0 |
-13-0 |
-2.0% |
703-0 |
| Low |
629-0 |
627-4 |
-1-4 |
-0.2% |
638-0 |
| Close |
630-6 |
632-4 |
1-6 |
0.3% |
638-4 |
| Range |
21-0 |
9-4 |
-11-4 |
-54.8% |
65-0 |
| ATR |
18-2 |
17-5 |
-0-5 |
-3.4% |
0-0 |
| Volume |
195,068 |
160,960 |
-34,108 |
-17.5% |
906,605 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-7 |
656-1 |
637-6 |
|
| R3 |
651-3 |
646-5 |
635-1 |
|
| R2 |
641-7 |
641-7 |
634-2 |
|
| R1 |
637-1 |
637-1 |
633-3 |
637-2 |
| PP |
632-3 |
632-3 |
632-3 |
632-3 |
| S1 |
627-5 |
627-5 |
631-5 |
627-6 |
| S2 |
622-7 |
622-7 |
630-6 |
|
| S3 |
613-3 |
618-1 |
629-7 |
|
| S4 |
603-7 |
608-5 |
627-2 |
|
|
| 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 |
665-6 |
627-4 |
38-2 |
6.0% |
16-2 |
2.6% |
13% |
False |
True |
176,147 |
| 10 |
705-4 |
627-4 |
78-0 |
12.3% |
16-2 |
2.6% |
6% |
False |
True |
176,400 |
| 20 |
766-0 |
627-4 |
138-4 |
21.9% |
17-4 |
2.8% |
4% |
False |
True |
177,375 |
| 40 |
777-0 |
627-4 |
149-4 |
23.6% |
14-6 |
2.3% |
3% |
False |
True |
174,081 |
| 60 |
777-0 |
613-2 |
163-6 |
25.9% |
14-7 |
2.4% |
12% |
False |
False |
165,428 |
| 80 |
777-0 |
576-0 |
201-0 |
31.8% |
15-3 |
2.4% |
28% |
False |
False |
155,386 |
| 100 |
777-0 |
576-0 |
201-0 |
31.8% |
15-0 |
2.4% |
28% |
False |
False |
138,143 |
| 120 |
777-0 |
576-0 |
201-0 |
31.8% |
15-0 |
2.4% |
28% |
False |
False |
125,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
677-3 |
|
2.618 |
661-7 |
|
1.618 |
652-3 |
|
1.000 |
646-4 |
|
0.618 |
642-7 |
|
HIGH |
637-0 |
|
0.618 |
633-3 |
|
0.500 |
632-2 |
|
0.382 |
631-1 |
|
LOW |
627-4 |
|
0.618 |
621-5 |
|
1.000 |
618-0 |
|
1.618 |
612-1 |
|
2.618 |
602-5 |
|
4.250 |
587-1 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
632-3 |
646-5 |
| PP |
632-3 |
641-7 |
| S1 |
632-2 |
637-2 |
|