CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
718-0 |
695-0 |
-23-0 |
-3.2% |
744-4 |
High |
718-0 |
706-0 |
-12-0 |
-1.7% |
760-0 |
Low |
705-0 |
690-0 |
-15-0 |
-2.1% |
705-0 |
Close |
705-4 |
705-0 |
-0-4 |
-0.1% |
705-4 |
Range |
13-0 |
16-0 |
3-0 |
23.1% |
55-0 |
ATR |
15-2 |
15-3 |
0-0 |
0.3% |
0-0 |
Volume |
33,374 |
43,885 |
10,511 |
31.5% |
193,090 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
748-3 |
742-5 |
713-6 |
|
R3 |
732-3 |
726-5 |
709-3 |
|
R2 |
716-3 |
716-3 |
707-7 |
|
R1 |
710-5 |
710-5 |
706-4 |
713-4 |
PP |
700-3 |
700-3 |
700-3 |
701-6 |
S1 |
694-5 |
694-5 |
703-4 |
697-4 |
S2 |
684-3 |
684-3 |
702-1 |
|
S3 |
668-3 |
678-5 |
700-5 |
|
S4 |
652-3 |
662-5 |
696-2 |
|
|
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 |
754-0 |
690-0 |
64-0 |
9.1% |
15-2 |
2.2% |
23% |
False |
True |
38,616 |
10 |
776-4 |
690-0 |
86-4 |
12.3% |
14-1 |
2.0% |
17% |
False |
True |
36,168 |
20 |
788-0 |
690-0 |
98-0 |
13.9% |
13-4 |
1.9% |
15% |
False |
True |
29,534 |
40 |
788-0 |
679-0 |
109-0 |
15.5% |
11-5 |
1.7% |
24% |
False |
False |
25,675 |
60 |
788-0 |
594-0 |
194-0 |
27.5% |
12-0 |
1.7% |
57% |
False |
False |
22,826 |
80 |
788-0 |
594-0 |
194-0 |
27.5% |
12-2 |
1.7% |
57% |
False |
False |
19,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
774-0 |
2.618 |
747-7 |
1.618 |
731-7 |
1.000 |
722-0 |
0.618 |
715-7 |
HIGH |
706-0 |
0.618 |
699-7 |
0.500 |
698-0 |
0.382 |
696-1 |
LOW |
690-0 |
0.618 |
680-1 |
1.000 |
674-0 |
1.618 |
664-1 |
2.618 |
648-1 |
4.250 |
622-0 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
702-5 |
711-6 |
PP |
700-3 |
709-4 |
S1 |
698-0 |
707-2 |
|