CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
768-0 |
768-0 |
0-0 |
0.0% |
788-4 |
| High |
776-0 |
770-0 |
-6-0 |
-0.8% |
792-0 |
| Low |
765-4 |
766-4 |
1-0 |
0.1% |
756-0 |
| Close |
775-0 |
767-6 |
-7-2 |
-0.9% |
778-4 |
| Range |
10-4 |
3-4 |
-7-0 |
-66.7% |
36-0 |
| ATR |
13-0 |
12-6 |
-0-3 |
-2.5% |
0-0 |
| Volume |
8,661 |
8,355 |
-306 |
-3.5% |
36,715 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778-5 |
776-5 |
769-5 |
|
| R3 |
775-1 |
773-1 |
768-6 |
|
| R2 |
771-5 |
771-5 |
768-3 |
|
| R1 |
769-5 |
769-5 |
768-1 |
768-7 |
| PP |
768-1 |
768-1 |
768-1 |
767-6 |
| S1 |
766-1 |
766-1 |
767-3 |
765-3 |
| S2 |
764-5 |
764-5 |
767-1 |
|
| S3 |
761-1 |
762-5 |
766-6 |
|
| S4 |
757-5 |
759-1 |
765-7 |
|
|
| 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 |
784-7 |
|
2.618 |
779-1 |
|
1.618 |
775-5 |
|
1.000 |
773-4 |
|
0.618 |
772-1 |
|
HIGH |
770-0 |
|
0.618 |
768-5 |
|
0.500 |
768-2 |
|
0.382 |
767-7 |
|
LOW |
766-4 |
|
0.618 |
764-3 |
|
1.000 |
763-0 |
|
1.618 |
760-7 |
|
2.618 |
757-3 |
|
4.250 |
751-5 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
768-2 |
769-6 |
| PP |
768-1 |
769-1 |
| S1 |
767-7 |
768-3 |
|