CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
714-0 |
704-2 |
-9-6 |
-1.4% |
744-4 |
| High |
714-4 |
706-0 |
-8-4 |
-1.2% |
760-0 |
| Low |
703-0 |
698-0 |
-5-0 |
-0.7% |
705-0 |
| Close |
703-0 |
698-6 |
-4-2 |
-0.6% |
705-4 |
| Range |
11-4 |
8-0 |
-3-4 |
-30.4% |
55-0 |
| ATR |
15-1 |
14-5 |
-0-4 |
-3.4% |
0-0 |
| Volume |
49,363 |
31,776 |
-17,587 |
-35.6% |
193,090 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724-7 |
719-7 |
703-1 |
|
| R3 |
716-7 |
711-7 |
701-0 |
|
| R2 |
708-7 |
708-7 |
700-2 |
|
| R1 |
703-7 |
703-7 |
699-4 |
702-3 |
| PP |
700-7 |
700-7 |
700-7 |
700-2 |
| S1 |
695-7 |
695-7 |
698-0 |
694-3 |
| S2 |
692-7 |
692-7 |
697-2 |
|
| S3 |
684-7 |
687-7 |
696-4 |
|
| S4 |
676-7 |
679-7 |
694-3 |
|
|
| 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 |
733-4 |
690-0 |
43-4 |
6.2% |
13-3 |
1.9% |
20% |
False |
False |
37,933 |
| 10 |
760-0 |
690-0 |
70-0 |
10.0% |
13-2 |
1.9% |
13% |
False |
False |
38,858 |
| 20 |
788-0 |
690-0 |
98-0 |
14.0% |
14-0 |
2.0% |
9% |
False |
False |
32,143 |
| 40 |
788-0 |
679-0 |
109-0 |
15.6% |
11-7 |
1.7% |
18% |
False |
False |
27,154 |
| 60 |
788-0 |
594-0 |
194-0 |
27.8% |
11-7 |
1.7% |
54% |
False |
False |
23,593 |
| 80 |
788-0 |
594-0 |
194-0 |
27.8% |
12-2 |
1.8% |
54% |
False |
False |
20,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
740-0 |
|
2.618 |
727-0 |
|
1.618 |
719-0 |
|
1.000 |
714-0 |
|
0.618 |
711-0 |
|
HIGH |
706-0 |
|
0.618 |
703-0 |
|
0.500 |
702-0 |
|
0.382 |
701-0 |
|
LOW |
698-0 |
|
0.618 |
693-0 |
|
1.000 |
690-0 |
|
1.618 |
685-0 |
|
2.618 |
677-0 |
|
4.250 |
664-0 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
702-0 |
702-2 |
| PP |
700-7 |
701-1 |
| S1 |
699-7 |
699-7 |
|