CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
754-0 |
731-4 |
-22-4 |
-3.0% |
762-0 |
High |
754-0 |
740-0 |
-14-0 |
-1.9% |
776-4 |
Low |
733-6 |
731-4 |
-2-2 |
-0.3% |
745-0 |
Close |
736-4 |
738-0 |
1-4 |
0.2% |
749-2 |
Range |
20-2 |
8-4 |
-11-6 |
-58.0% |
31-4 |
ATR |
15-3 |
14-7 |
-0-4 |
-3.2% |
0-0 |
Volume |
38,059 |
46,497 |
8,438 |
22.2% |
124,712 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
762-0 |
758-4 |
742-5 |
|
R3 |
753-4 |
750-0 |
740-3 |
|
R2 |
745-0 |
745-0 |
739-4 |
|
R1 |
741-4 |
741-4 |
738-6 |
743-2 |
PP |
736-4 |
736-4 |
736-4 |
737-3 |
S1 |
733-0 |
733-0 |
737-2 |
734-6 |
S2 |
728-0 |
728-0 |
736-4 |
|
S3 |
719-4 |
724-4 |
735-5 |
|
S4 |
711-0 |
716-0 |
733-3 |
|
|
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 |
760-0 |
731-4 |
28-4 |
3.9% |
13-0 |
1.8% |
23% |
False |
True |
39,784 |
10 |
786-0 |
731-4 |
54-4 |
7.4% |
14-6 |
2.0% |
12% |
False |
True |
32,001 |
20 |
788-0 |
723-2 |
64-6 |
8.8% |
12-1 |
1.6% |
23% |
False |
False |
27,375 |
40 |
788-0 |
678-0 |
110-0 |
14.9% |
11-3 |
1.5% |
55% |
False |
False |
24,350 |
60 |
788-0 |
594-0 |
194-0 |
26.3% |
12-1 |
1.6% |
74% |
False |
False |
21,544 |
80 |
788-0 |
594-0 |
194-0 |
26.3% |
12-2 |
1.7% |
74% |
False |
False |
18,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
776-1 |
2.618 |
762-2 |
1.618 |
753-6 |
1.000 |
748-4 |
0.618 |
745-2 |
HIGH |
740-0 |
0.618 |
736-6 |
0.500 |
735-6 |
0.382 |
734-6 |
LOW |
731-4 |
0.618 |
726-2 |
1.000 |
723-0 |
1.618 |
717-6 |
2.618 |
709-2 |
4.250 |
695-3 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
737-2 |
745-6 |
PP |
736-4 |
743-1 |
S1 |
735-6 |
740-5 |
|