CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
733-0 |
718-0 |
-15-0 |
-2.0% |
744-4 |
High |
733-4 |
718-0 |
-15-4 |
-2.1% |
760-0 |
Low |
715-0 |
705-0 |
-10-0 |
-1.4% |
705-0 |
Close |
714-6 |
705-4 |
-9-2 |
-1.3% |
705-4 |
Range |
18-4 |
13-0 |
-5-4 |
-29.7% |
55-0 |
ATR |
15-4 |
15-2 |
-0-1 |
-1.1% |
0-0 |
Volume |
31,268 |
33,374 |
2,106 |
6.7% |
193,090 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
748-4 |
740-0 |
712-5 |
|
R3 |
735-4 |
727-0 |
709-1 |
|
R2 |
722-4 |
722-4 |
707-7 |
|
R1 |
714-0 |
714-0 |
706-6 |
711-6 |
PP |
709-4 |
709-4 |
709-4 |
708-3 |
S1 |
701-0 |
701-0 |
704-2 |
698-6 |
S2 |
696-4 |
696-4 |
703-1 |
|
S3 |
683-4 |
688-0 |
701-7 |
|
S4 |
670-4 |
675-0 |
698-3 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
888-4 |
852-0 |
735-6 |
|
R3 |
833-4 |
797-0 |
720-5 |
|
R2 |
778-4 |
778-4 |
715-5 |
|
R1 |
742-0 |
742-0 |
710-4 |
732-6 |
PP |
723-4 |
723-4 |
723-4 |
718-7 |
S1 |
687-0 |
687-0 |
700-4 |
677-6 |
S2 |
668-4 |
668-4 |
695-3 |
|
S3 |
613-4 |
632-0 |
690-3 |
|
S4 |
558-4 |
577-0 |
675-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
760-0 |
705-0 |
55-0 |
7.8% |
15-1 |
2.1% |
1% |
False |
True |
38,618 |
10 |
776-4 |
705-0 |
71-4 |
10.1% |
14-6 |
2.1% |
1% |
False |
True |
34,900 |
20 |
788-0 |
705-0 |
83-0 |
11.8% |
13-1 |
1.9% |
1% |
False |
True |
28,140 |
40 |
788-0 |
679-0 |
109-0 |
15.5% |
11-5 |
1.7% |
24% |
False |
False |
25,080 |
60 |
788-0 |
594-0 |
194-0 |
27.5% |
12-2 |
1.7% |
57% |
False |
False |
22,369 |
80 |
788-0 |
594-0 |
194-0 |
27.5% |
12-1 |
1.7% |
57% |
False |
False |
18,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
773-2 |
2.618 |
752-0 |
1.618 |
739-0 |
1.000 |
731-0 |
0.618 |
726-0 |
HIGH |
718-0 |
0.618 |
713-0 |
0.500 |
711-4 |
0.382 |
710-0 |
LOW |
705-0 |
0.618 |
697-0 |
1.000 |
692-0 |
1.618 |
684-0 |
2.618 |
671-0 |
4.250 |
649-6 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
711-4 |
722-4 |
PP |
709-4 |
716-7 |
S1 |
707-4 |
711-1 |
|