CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
768-0 |
765-0 |
-3-0 |
-0.4% |
788-4 |
| High |
770-0 |
765-0 |
-5-0 |
-0.6% |
792-0 |
| Low |
766-4 |
753-0 |
-13-4 |
-1.8% |
756-0 |
| Close |
767-6 |
754-0 |
-13-6 |
-1.8% |
778-4 |
| Range |
3-4 |
12-0 |
8-4 |
242.9% |
36-0 |
| ATR |
12-6 |
12-7 |
0-1 |
1.1% |
0-0 |
| Volume |
8,355 |
11,843 |
3,488 |
41.7% |
36,715 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
793-3 |
785-5 |
760-5 |
|
| R3 |
781-3 |
773-5 |
757-2 |
|
| R2 |
769-3 |
769-3 |
756-2 |
|
| R1 |
761-5 |
761-5 |
755-1 |
759-4 |
| PP |
757-3 |
757-3 |
757-3 |
756-2 |
| S1 |
749-5 |
749-5 |
752-7 |
747-4 |
| S2 |
745-3 |
745-3 |
751-6 |
|
| S3 |
733-3 |
737-5 |
750-6 |
|
| S4 |
721-3 |
725-5 |
747-3 |
|
|
| 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 |
816-0 |
|
2.618 |
796-3 |
|
1.618 |
784-3 |
|
1.000 |
777-0 |
|
0.618 |
772-3 |
|
HIGH |
765-0 |
|
0.618 |
760-3 |
|
0.500 |
759-0 |
|
0.382 |
757-5 |
|
LOW |
753-0 |
|
0.618 |
745-5 |
|
1.000 |
741-0 |
|
1.618 |
733-5 |
|
2.618 |
721-5 |
|
4.250 |
702-0 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
759-0 |
764-4 |
| PP |
757-3 |
761-0 |
| S1 |
755-5 |
757-4 |
|