CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
757-4 |
745-0 |
-12-4 |
-1.7% |
762-0 |
High |
760-0 |
751-2 |
-8-6 |
-1.2% |
776-4 |
Low |
745-4 |
745-0 |
-0-4 |
-0.1% |
745-0 |
Close |
746-6 |
749-2 |
2-4 |
0.3% |
749-2 |
Range |
14-4 |
6-2 |
-8-2 |
-56.9% |
31-4 |
ATR |
15-2 |
14-5 |
-0-5 |
-4.2% |
0-0 |
Volume |
26,150 |
44,323 |
18,173 |
69.5% |
124,712 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
767-2 |
764-4 |
752-6 |
|
R3 |
761-0 |
758-2 |
751-0 |
|
R2 |
754-6 |
754-6 |
750-3 |
|
R1 |
752-0 |
752-0 |
749-7 |
753-3 |
PP |
748-4 |
748-4 |
748-4 |
749-2 |
S1 |
745-6 |
745-6 |
748-5 |
747-1 |
S2 |
742-2 |
742-2 |
748-1 |
|
S3 |
736-0 |
739-4 |
747-4 |
|
S4 |
729-6 |
733-2 |
745-6 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
851-3 |
831-7 |
766-5 |
|
R3 |
819-7 |
800-3 |
757-7 |
|
R2 |
788-3 |
788-3 |
755-0 |
|
R1 |
768-7 |
768-7 |
752-1 |
762-7 |
PP |
756-7 |
756-7 |
756-7 |
754-0 |
S1 |
737-3 |
737-3 |
746-3 |
731-3 |
S2 |
725-3 |
725-3 |
743-4 |
|
S3 |
693-7 |
705-7 |
740-5 |
|
S4 |
662-3 |
674-3 |
731-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
776-4 |
745-0 |
31-4 |
4.2% |
14-2 |
1.9% |
13% |
False |
True |
31,182 |
10 |
788-0 |
745-0 |
43-0 |
5.7% |
15-0 |
2.0% |
10% |
False |
True |
27,065 |
20 |
788-0 |
723-2 |
64-6 |
8.6% |
11-2 |
1.5% |
40% |
False |
False |
24,883 |
40 |
788-0 |
678-0 |
110-0 |
14.7% |
11-2 |
1.5% |
65% |
False |
False |
22,198 |
60 |
788-0 |
594-0 |
194-0 |
25.9% |
12-0 |
1.6% |
80% |
False |
False |
19,920 |
80 |
788-0 |
594-0 |
194-0 |
25.9% |
12-2 |
1.6% |
80% |
False |
False |
16,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
777-6 |
2.618 |
767-5 |
1.618 |
761-3 |
1.000 |
757-4 |
0.618 |
755-1 |
HIGH |
751-2 |
0.618 |
748-7 |
0.500 |
748-1 |
0.382 |
747-3 |
LOW |
745-0 |
0.618 |
741-1 |
1.000 |
738-6 |
1.618 |
734-7 |
2.618 |
728-5 |
4.250 |
718-4 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
748-7 |
760-6 |
PP |
748-4 |
756-7 |
S1 |
748-1 |
753-1 |
|