CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
660-4 |
654-0 |
-6-4 |
-1.0% |
695-0 |
High |
667-0 |
665-0 |
-2-0 |
-0.3% |
714-4 |
Low |
651-0 |
652-6 |
1-6 |
0.3% |
651-0 |
Close |
652-0 |
661-2 |
9-2 |
1.4% |
652-0 |
Range |
16-0 |
12-2 |
-3-6 |
-23.4% |
63-4 |
ATR |
16-1 |
15-7 |
-0-2 |
-1.4% |
0-0 |
Volume |
32,179 |
35,066 |
2,887 |
9.0% |
181,056 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
696-3 |
691-1 |
668-0 |
|
R3 |
684-1 |
678-7 |
664-5 |
|
R2 |
671-7 |
671-7 |
663-4 |
|
R1 |
666-5 |
666-5 |
662-3 |
669-2 |
PP |
659-5 |
659-5 |
659-5 |
661-0 |
S1 |
654-3 |
654-3 |
660-1 |
657-0 |
S2 |
647-3 |
647-3 |
659-0 |
|
S3 |
635-1 |
642-1 |
657-7 |
|
S4 |
622-7 |
629-7 |
654-4 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
863-0 |
821-0 |
686-7 |
|
R3 |
799-4 |
757-4 |
669-4 |
|
R2 |
736-0 |
736-0 |
663-5 |
|
R1 |
694-0 |
694-0 |
657-7 |
683-2 |
PP |
672-4 |
672-4 |
672-4 |
667-1 |
S1 |
630-4 |
630-4 |
646-1 |
619-6 |
S2 |
609-0 |
609-0 |
640-3 |
|
S3 |
545-4 |
567-0 |
634-4 |
|
S4 |
482-0 |
503-4 |
617-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
714-4 |
651-0 |
63-4 |
9.6% |
13-7 |
2.1% |
16% |
False |
False |
34,447 |
10 |
754-0 |
651-0 |
103-0 |
15.6% |
14-4 |
2.2% |
10% |
False |
False |
36,532 |
20 |
788-0 |
651-0 |
137-0 |
20.7% |
14-2 |
2.2% |
7% |
False |
False |
32,896 |
40 |
788-0 |
651-0 |
137-0 |
20.7% |
12-3 |
1.9% |
7% |
False |
False |
28,337 |
60 |
788-0 |
594-0 |
194-0 |
29.3% |
12-1 |
1.8% |
35% |
False |
False |
24,356 |
80 |
788-0 |
594-0 |
194-0 |
29.3% |
12-4 |
1.9% |
35% |
False |
False |
21,078 |
100 |
788-0 |
594-0 |
194-0 |
29.3% |
12-5 |
1.9% |
35% |
False |
False |
17,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
717-0 |
2.618 |
697-1 |
1.618 |
684-7 |
1.000 |
677-2 |
0.618 |
672-5 |
HIGH |
665-0 |
0.618 |
660-3 |
0.500 |
658-7 |
0.382 |
657-3 |
LOW |
652-6 |
0.618 |
645-1 |
1.000 |
640-4 |
1.618 |
632-7 |
2.618 |
620-5 |
4.250 |
600-6 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
660-4 |
667-2 |
PP |
659-5 |
665-2 |
S1 |
658-7 |
663-2 |
|