CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
704-2 |
676-0 |
-28-2 |
-4.0% |
744-4 |
| High |
706-0 |
683-4 |
-22-4 |
-3.2% |
760-0 |
| Low |
698-0 |
662-0 |
-36-0 |
-5.2% |
705-0 |
| Close |
698-6 |
663-0 |
-35-6 |
-5.1% |
705-4 |
| Range |
8-0 |
21-4 |
13-4 |
168.8% |
55-0 |
| ATR |
14-5 |
16-1 |
1-5 |
10.9% |
0-0 |
| Volume |
31,776 |
23,853 |
-7,923 |
-24.9% |
193,090 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
734-0 |
720-0 |
674-7 |
|
| R3 |
712-4 |
698-4 |
668-7 |
|
| R2 |
691-0 |
691-0 |
667-0 |
|
| R1 |
677-0 |
677-0 |
665-0 |
673-2 |
| PP |
669-4 |
669-4 |
669-4 |
667-5 |
| S1 |
655-4 |
655-4 |
661-0 |
651-6 |
| S2 |
648-0 |
648-0 |
659-0 |
|
| S3 |
626-4 |
634-0 |
657-1 |
|
| S4 |
605-0 |
612-4 |
651-1 |
|
|
| 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 |
718-0 |
662-0 |
56-0 |
8.4% |
14-0 |
2.1% |
2% |
False |
True |
36,450 |
| 10 |
760-0 |
662-0 |
98-0 |
14.8% |
13-7 |
2.1% |
1% |
False |
True |
38,629 |
| 20 |
788-0 |
662-0 |
126-0 |
19.0% |
14-5 |
2.2% |
1% |
False |
True |
31,765 |
| 40 |
788-0 |
662-0 |
126-0 |
19.0% |
12-0 |
1.8% |
1% |
False |
True |
27,526 |
| 60 |
788-0 |
594-0 |
194-0 |
29.3% |
12-0 |
1.8% |
36% |
False |
False |
23,817 |
| 80 |
788-0 |
594-0 |
194-0 |
29.3% |
12-3 |
1.9% |
36% |
False |
False |
20,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
774-7 |
|
2.618 |
739-6 |
|
1.618 |
718-2 |
|
1.000 |
705-0 |
|
0.618 |
696-6 |
|
HIGH |
683-4 |
|
0.618 |
675-2 |
|
0.500 |
672-6 |
|
0.382 |
670-2 |
|
LOW |
662-0 |
|
0.618 |
648-6 |
|
1.000 |
640-4 |
|
1.618 |
627-2 |
|
2.618 |
605-6 |
|
4.250 |
570-5 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
672-6 |
688-2 |
| PP |
669-4 |
679-7 |
| S1 |
666-2 |
671-3 |
|