CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
752-4 |
762-0 |
9-4 |
1.3% |
784-4 |
| High |
774-0 |
771-0 |
-3-0 |
-0.4% |
788-0 |
| Low |
752-4 |
759-0 |
6-4 |
0.9% |
750-0 |
| Close |
772-2 |
768-2 |
-4-0 |
-0.5% |
772-2 |
| Range |
21-4 |
12-0 |
-9-4 |
-44.2% |
38-0 |
| ATR |
15-2 |
15-1 |
-0-1 |
-0.9% |
0-0 |
| Volume |
31,202 |
33,610 |
2,408 |
7.7% |
123,996 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
802-1 |
797-1 |
774-7 |
|
| R3 |
790-1 |
785-1 |
771-4 |
|
| R2 |
778-1 |
778-1 |
770-4 |
|
| R1 |
773-1 |
773-1 |
769-3 |
775-5 |
| PP |
766-1 |
766-1 |
766-1 |
767-2 |
| S1 |
761-1 |
761-1 |
767-1 |
763-5 |
| S2 |
754-1 |
754-1 |
766-0 |
|
| S3 |
742-1 |
749-1 |
765-0 |
|
| S4 |
730-1 |
737-1 |
761-5 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884-1 |
866-1 |
793-1 |
|
| R3 |
846-1 |
828-1 |
782-6 |
|
| R2 |
808-1 |
808-1 |
779-2 |
|
| R1 |
790-1 |
790-1 |
775-6 |
780-1 |
| PP |
770-1 |
770-1 |
770-1 |
765-0 |
| S1 |
752-1 |
752-1 |
768-6 |
742-1 |
| S2 |
732-1 |
732-1 |
765-2 |
|
| S3 |
694-1 |
714-1 |
761-6 |
|
| S4 |
656-1 |
676-1 |
751-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
788-0 |
750-0 |
38-0 |
4.9% |
15-7 |
2.1% |
48% |
False |
False |
24,940 |
| 10 |
788-0 |
747-0 |
41-0 |
5.3% |
13-6 |
1.8% |
52% |
False |
False |
24,863 |
| 20 |
788-0 |
700-0 |
88-0 |
11.5% |
10-3 |
1.4% |
78% |
False |
False |
25,048 |
| 40 |
788-0 |
651-0 |
137-0 |
17.8% |
11-4 |
1.5% |
86% |
False |
False |
21,472 |
| 60 |
788-0 |
594-0 |
194-0 |
25.3% |
12-1 |
1.6% |
90% |
False |
False |
18,883 |
| 80 |
788-0 |
594-0 |
194-0 |
25.3% |
12-2 |
1.6% |
90% |
False |
False |
15,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
822-0 |
|
2.618 |
802-3 |
|
1.618 |
790-3 |
|
1.000 |
783-0 |
|
0.618 |
778-3 |
|
HIGH |
771-0 |
|
0.618 |
766-3 |
|
0.500 |
765-0 |
|
0.382 |
763-5 |
|
LOW |
759-0 |
|
0.618 |
751-5 |
|
1.000 |
747-0 |
|
1.618 |
739-5 |
|
2.618 |
727-5 |
|
4.250 |
708-0 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
767-1 |
766-2 |
| PP |
766-1 |
764-2 |
| S1 |
765-0 |
762-2 |
|