CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
759-0 |
768-0 |
9-0 |
1.2% |
788-4 |
| High |
780-4 |
776-0 |
-4-4 |
-0.6% |
792-0 |
| Low |
759-0 |
765-4 |
6-4 |
0.9% |
756-0 |
| Close |
778-4 |
775-0 |
-3-4 |
-0.4% |
778-4 |
| Range |
21-4 |
10-4 |
-11-0 |
-51.2% |
36-0 |
| ATR |
13-0 |
13-0 |
0-0 |
0.0% |
0-0 |
| Volume |
10,198 |
8,661 |
-1,537 |
-15.1% |
36,715 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803-5 |
799-7 |
780-6 |
|
| R3 |
793-1 |
789-3 |
777-7 |
|
| R2 |
782-5 |
782-5 |
776-7 |
|
| R1 |
778-7 |
778-7 |
776-0 |
780-6 |
| PP |
772-1 |
772-1 |
772-1 |
773-1 |
| S1 |
768-3 |
768-3 |
774-0 |
770-2 |
| S2 |
761-5 |
761-5 |
773-1 |
|
| S3 |
751-1 |
757-7 |
772-1 |
|
| S4 |
740-5 |
747-3 |
769-2 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883-4 |
867-0 |
798-2 |
|
| R3 |
847-4 |
831-0 |
788-3 |
|
| R2 |
811-4 |
811-4 |
785-1 |
|
| R1 |
795-0 |
795-0 |
781-6 |
785-2 |
| PP |
775-4 |
775-4 |
775-4 |
770-5 |
| S1 |
759-0 |
759-0 |
775-2 |
749-2 |
| S2 |
739-4 |
739-4 |
771-7 |
|
| S3 |
703-4 |
723-0 |
768-5 |
|
| S4 |
667-4 |
687-0 |
758-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
820-5 |
|
2.618 |
803-4 |
|
1.618 |
793-0 |
|
1.000 |
786-4 |
|
0.618 |
782-4 |
|
HIGH |
776-0 |
|
0.618 |
772-0 |
|
0.500 |
770-6 |
|
0.382 |
769-4 |
|
LOW |
765-4 |
|
0.618 |
759-0 |
|
1.000 |
755-0 |
|
1.618 |
748-4 |
|
2.618 |
738-0 |
|
4.250 |
720-7 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
773-5 |
772-6 |
| PP |
772-1 |
770-4 |
| S1 |
770-6 |
768-2 |
|