CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
762-0 |
776-4 |
14-4 |
1.9% |
784-4 |
High |
771-0 |
776-4 |
5-4 |
0.7% |
788-0 |
Low |
759-0 |
759-4 |
0-4 |
0.1% |
750-0 |
Close |
768-2 |
760-6 |
-7-4 |
-1.0% |
772-2 |
Range |
12-0 |
17-0 |
5-0 |
41.7% |
38-0 |
ATR |
15-1 |
15-2 |
0-1 |
0.9% |
0-0 |
Volume |
33,610 |
20,629 |
-12,981 |
-38.6% |
123,996 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
816-5 |
805-5 |
770-1 |
|
R3 |
799-5 |
788-5 |
765-3 |
|
R2 |
782-5 |
782-5 |
763-7 |
|
R1 |
771-5 |
771-5 |
762-2 |
768-5 |
PP |
765-5 |
765-5 |
765-5 |
764-0 |
S1 |
754-5 |
754-5 |
759-2 |
751-5 |
S2 |
748-5 |
748-5 |
757-5 |
|
S3 |
731-5 |
737-5 |
756-1 |
|
S4 |
714-5 |
720-5 |
751-3 |
|
|
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 |
786-0 |
750-0 |
36-0 |
4.7% |
16-4 |
2.2% |
30% |
False |
False |
24,218 |
10 |
788-0 |
747-0 |
41-0 |
5.4% |
14-5 |
1.9% |
34% |
False |
False |
25,428 |
20 |
788-0 |
700-0 |
88-0 |
11.6% |
10-7 |
1.4% |
69% |
False |
False |
24,593 |
40 |
788-0 |
678-0 |
110-0 |
14.5% |
11-4 |
1.5% |
75% |
False |
False |
21,568 |
60 |
788-0 |
594-0 |
194-0 |
25.5% |
12-2 |
1.6% |
86% |
False |
False |
19,106 |
80 |
788-0 |
594-0 |
194-0 |
25.5% |
12-2 |
1.6% |
86% |
False |
False |
15,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
848-6 |
2.618 |
821-0 |
1.618 |
804-0 |
1.000 |
793-4 |
0.618 |
787-0 |
HIGH |
776-4 |
0.618 |
770-0 |
0.500 |
768-0 |
0.382 |
766-0 |
LOW |
759-4 |
0.618 |
749-0 |
1.000 |
742-4 |
1.618 |
732-0 |
2.618 |
715-0 |
4.250 |
687-2 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
768-0 |
764-4 |
PP |
765-5 |
763-2 |
S1 |
763-1 |
762-0 |
|