CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
657-0 |
645-2 |
-11-6 |
-1.8% |
695-0 |
| High |
661-4 |
651-0 |
-10-4 |
-1.6% |
714-4 |
| Low |
642-4 |
643-6 |
1-2 |
0.2% |
651-0 |
| Close |
644-0 |
645-6 |
1-6 |
0.3% |
652-0 |
| Range |
19-0 |
7-2 |
-11-6 |
-61.8% |
63-4 |
| ATR |
16-5 |
15-7 |
-0-5 |
-4.0% |
0-0 |
| Volume |
45,074 |
41,767 |
-3,307 |
-7.3% |
181,056 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668-5 |
664-3 |
649-6 |
|
| R3 |
661-3 |
657-1 |
647-6 |
|
| R2 |
654-1 |
654-1 |
647-1 |
|
| R1 |
649-7 |
649-7 |
646-3 |
652-0 |
| PP |
646-7 |
646-7 |
646-7 |
647-7 |
| S1 |
642-5 |
642-5 |
645-1 |
644-6 |
| S2 |
639-5 |
639-5 |
644-3 |
|
| S3 |
632-3 |
635-3 |
643-6 |
|
| S4 |
625-1 |
628-1 |
641-6 |
|
|
| 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 |
677-4 |
642-4 |
35-0 |
5.4% |
14-4 |
2.2% |
9% |
False |
False |
36,642 |
| 10 |
718-0 |
642-4 |
75-4 |
11.7% |
14-2 |
2.2% |
4% |
False |
False |
36,546 |
| 20 |
776-4 |
642-4 |
134-0 |
20.8% |
15-0 |
2.3% |
2% |
False |
False |
34,937 |
| 40 |
788-0 |
642-4 |
145-4 |
22.5% |
12-2 |
1.9% |
2% |
False |
False |
29,659 |
| 60 |
788-0 |
628-6 |
159-2 |
24.7% |
12-2 |
1.9% |
11% |
False |
False |
25,311 |
| 80 |
788-0 |
594-0 |
194-0 |
30.0% |
12-6 |
2.0% |
27% |
False |
False |
22,279 |
| 100 |
788-0 |
594-0 |
194-0 |
30.0% |
12-4 |
1.9% |
27% |
False |
False |
18,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
681-6 |
|
2.618 |
670-0 |
|
1.618 |
662-6 |
|
1.000 |
658-2 |
|
0.618 |
655-4 |
|
HIGH |
651-0 |
|
0.618 |
648-2 |
|
0.500 |
647-3 |
|
0.382 |
646-4 |
|
LOW |
643-6 |
|
0.618 |
639-2 |
|
1.000 |
636-4 |
|
1.618 |
632-0 |
|
2.618 |
624-6 |
|
4.250 |
613-0 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
647-3 |
660-0 |
| PP |
646-7 |
655-2 |
| S1 |
646-2 |
650-4 |
|