CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
645-2 |
609-0 |
-36-2 |
-5.6% |
654-0 |
| High |
651-0 |
615-0 |
-36-0 |
-5.5% |
677-4 |
| Low |
643-6 |
605-6 |
-38-0 |
-5.9% |
605-6 |
| Close |
645-6 |
605-6 |
-40-0 |
-6.2% |
605-6 |
| Range |
7-2 |
9-2 |
2-0 |
27.6% |
71-6 |
| ATR |
15-7 |
17-5 |
1-6 |
10.8% |
0-0 |
| Volume |
41,767 |
33,407 |
-8,360 |
-20.0% |
184,440 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-5 |
630-3 |
610-7 |
|
| R3 |
627-3 |
621-1 |
608-2 |
|
| R2 |
618-1 |
618-1 |
607-4 |
|
| R1 |
611-7 |
611-7 |
606-5 |
610-3 |
| PP |
608-7 |
608-7 |
608-7 |
608-0 |
| S1 |
602-5 |
602-5 |
604-7 |
601-1 |
| S2 |
599-5 |
599-5 |
604-0 |
|
| S3 |
590-3 |
593-3 |
603-2 |
|
| S4 |
581-1 |
584-1 |
600-5 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844-7 |
797-1 |
645-2 |
|
| R3 |
773-1 |
725-3 |
625-4 |
|
| R2 |
701-3 |
701-3 |
618-7 |
|
| R1 |
653-5 |
653-5 |
612-3 |
641-5 |
| PP |
629-5 |
629-5 |
629-5 |
623-6 |
| S1 |
581-7 |
581-7 |
599-1 |
569-7 |
| S2 |
557-7 |
557-7 |
592-5 |
|
| S3 |
486-1 |
510-1 |
586-0 |
|
| S4 |
414-3 |
438-3 |
566-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
677-4 |
605-6 |
71-6 |
11.8% |
13-1 |
2.2% |
0% |
False |
True |
36,888 |
| 10 |
714-4 |
605-6 |
108-6 |
18.0% |
13-7 |
2.3% |
0% |
False |
True |
36,549 |
| 20 |
776-4 |
605-6 |
170-6 |
28.2% |
14-2 |
2.4% |
0% |
False |
True |
35,725 |
| 40 |
788-0 |
605-6 |
182-2 |
30.1% |
12-2 |
2.0% |
0% |
False |
True |
29,979 |
| 60 |
788-0 |
605-6 |
182-2 |
30.1% |
12-2 |
2.0% |
0% |
False |
True |
25,557 |
| 80 |
788-0 |
594-0 |
194-0 |
32.0% |
12-6 |
2.1% |
6% |
False |
False |
22,625 |
| 100 |
788-0 |
594-0 |
194-0 |
32.0% |
12-4 |
2.1% |
6% |
False |
False |
19,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
654-2 |
|
2.618 |
639-2 |
|
1.618 |
630-0 |
|
1.000 |
624-2 |
|
0.618 |
620-6 |
|
HIGH |
615-0 |
|
0.618 |
611-4 |
|
0.500 |
610-3 |
|
0.382 |
609-2 |
|
LOW |
605-6 |
|
0.618 |
600-0 |
|
1.000 |
596-4 |
|
1.618 |
590-6 |
|
2.618 |
581-4 |
|
4.250 |
566-4 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
610-3 |
633-5 |
| PP |
608-7 |
624-3 |
| S1 |
607-2 |
615-0 |
|