CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
744-4 |
754-0 |
9-4 |
1.3% |
762-0 |
High |
760-0 |
754-0 |
-6-0 |
-0.8% |
776-4 |
Low |
744-4 |
733-6 |
-10-6 |
-1.4% |
745-0 |
Close |
758-4 |
736-4 |
-22-0 |
-2.9% |
749-2 |
Range |
15-4 |
20-2 |
4-6 |
30.6% |
31-4 |
ATR |
14-5 |
15-3 |
0-6 |
4.9% |
0-0 |
Volume |
43,892 |
38,059 |
-5,833 |
-13.3% |
124,712 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
802-1 |
789-5 |
747-5 |
|
R3 |
781-7 |
769-3 |
742-1 |
|
R2 |
761-5 |
761-5 |
740-2 |
|
R1 |
749-1 |
749-1 |
738-3 |
745-2 |
PP |
741-3 |
741-3 |
741-3 |
739-4 |
S1 |
728-7 |
728-7 |
734-5 |
725-0 |
S2 |
721-1 |
721-1 |
732-6 |
|
S3 |
700-7 |
708-5 |
730-7 |
|
S4 |
680-5 |
688-3 |
725-3 |
|
|
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 |
733-6 |
42-6 |
5.8% |
14-6 |
2.0% |
6% |
False |
True |
34,610 |
10 |
788-0 |
733-6 |
54-2 |
7.4% |
15-2 |
2.1% |
5% |
False |
True |
29,775 |
20 |
788-0 |
723-2 |
64-6 |
8.8% |
12-3 |
1.7% |
20% |
False |
False |
25,617 |
40 |
788-0 |
678-0 |
110-0 |
14.9% |
11-4 |
1.6% |
53% |
False |
False |
23,506 |
60 |
788-0 |
594-0 |
194-0 |
26.3% |
12-1 |
1.6% |
73% |
False |
False |
20,924 |
80 |
788-0 |
594-0 |
194-0 |
26.3% |
12-2 |
1.7% |
73% |
False |
False |
17,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
840-0 |
2.618 |
807-0 |
1.618 |
786-6 |
1.000 |
774-2 |
0.618 |
766-4 |
HIGH |
754-0 |
0.618 |
746-2 |
0.500 |
743-7 |
0.382 |
741-4 |
LOW |
733-6 |
0.618 |
721-2 |
1.000 |
713-4 |
1.618 |
701-0 |
2.618 |
680-6 |
4.250 |
647-6 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
743-7 |
746-7 |
PP |
741-3 |
743-3 |
S1 |
739-0 |
740-0 |
|