CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
745-0 |
744-4 |
-0-4 |
-0.1% |
762-0 |
High |
751-2 |
760-0 |
8-6 |
1.2% |
776-4 |
Low |
745-0 |
744-4 |
-0-4 |
-0.1% |
745-0 |
Close |
749-2 |
758-4 |
9-2 |
1.2% |
749-2 |
Range |
6-2 |
15-4 |
9-2 |
148.0% |
31-4 |
ATR |
14-5 |
14-5 |
0-1 |
0.4% |
0-0 |
Volume |
44,323 |
43,892 |
-431 |
-1.0% |
124,712 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
800-7 |
795-1 |
767-0 |
|
R3 |
785-3 |
779-5 |
762-6 |
|
R2 |
769-7 |
769-7 |
761-3 |
|
R1 |
764-1 |
764-1 |
759-7 |
767-0 |
PP |
754-3 |
754-3 |
754-3 |
755-6 |
S1 |
748-5 |
748-5 |
757-1 |
751-4 |
S2 |
738-7 |
738-7 |
755-5 |
|
S3 |
723-3 |
733-1 |
754-2 |
|
S4 |
707-7 |
717-5 |
750-0 |
|
|
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 |
744-4 |
32-0 |
4.2% |
13-0 |
1.7% |
44% |
False |
True |
33,720 |
10 |
788-0 |
744-4 |
43-4 |
5.7% |
13-7 |
1.8% |
32% |
False |
True |
29,260 |
20 |
788-0 |
723-2 |
64-6 |
8.5% |
11-4 |
1.5% |
54% |
False |
False |
25,328 |
40 |
788-0 |
678-0 |
110-0 |
14.5% |
11-2 |
1.5% |
73% |
False |
False |
22,957 |
60 |
788-0 |
594-0 |
194-0 |
25.6% |
12-0 |
1.6% |
85% |
False |
False |
20,437 |
80 |
788-0 |
594-0 |
194-0 |
25.6% |
12-2 |
1.6% |
85% |
False |
False |
17,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
825-7 |
2.618 |
800-5 |
1.618 |
785-1 |
1.000 |
775-4 |
0.618 |
769-5 |
HIGH |
760-0 |
0.618 |
754-1 |
0.500 |
752-2 |
0.382 |
750-3 |
LOW |
744-4 |
0.618 |
734-7 |
1.000 |
729-0 |
1.618 |
719-3 |
2.618 |
703-7 |
4.250 |
678-5 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
756-3 |
756-3 |
PP |
754-3 |
754-3 |
S1 |
752-2 |
752-2 |
|