CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
751-0 |
744-0 |
-7-0 |
-0.9% |
768-0 |
High |
766-0 |
747-0 |
-19-0 |
-2.5% |
776-0 |
Low |
751-0 |
740-0 |
-11-0 |
-1.5% |
751-4 |
Close |
765-4 |
743-6 |
-21-6 |
-2.8% |
755-6 |
Range |
15-0 |
7-0 |
-8-0 |
-53.3% |
24-4 |
ATR |
12-4 |
13-3 |
0-7 |
7.5% |
0-0 |
Volume |
12,032 |
8,754 |
-3,278 |
-27.2% |
39,566 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
764-5 |
761-1 |
747-5 |
|
R3 |
757-5 |
754-1 |
745-5 |
|
R2 |
750-5 |
750-5 |
745-0 |
|
R1 |
747-1 |
747-1 |
744-3 |
745-3 |
PP |
743-5 |
743-5 |
743-5 |
742-6 |
S1 |
740-1 |
740-1 |
743-1 |
738-3 |
S2 |
736-5 |
736-5 |
742-4 |
|
S3 |
729-5 |
733-1 |
741-7 |
|
S4 |
722-5 |
726-1 |
739-7 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
834-5 |
819-5 |
769-2 |
|
R3 |
810-1 |
795-1 |
762-4 |
|
R2 |
785-5 |
785-5 |
760-2 |
|
R1 |
770-5 |
770-5 |
758-0 |
765-7 |
PP |
761-1 |
761-1 |
761-1 |
758-6 |
S1 |
746-1 |
746-1 |
753-4 |
741-3 |
S2 |
736-5 |
736-5 |
751-2 |
|
S3 |
712-1 |
721-5 |
749-0 |
|
S4 |
687-5 |
697-1 |
742-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
776-6 |
2.618 |
765-3 |
1.618 |
758-3 |
1.000 |
754-0 |
0.618 |
751-3 |
HIGH |
747-0 |
0.618 |
744-3 |
0.500 |
743-4 |
0.382 |
742-5 |
LOW |
740-0 |
0.618 |
735-5 |
1.000 |
733-0 |
1.618 |
728-5 |
2.618 |
721-5 |
4.250 |
710-2 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
743-5 |
753-0 |
PP |
743-5 |
749-7 |
S1 |
743-4 |
746-7 |
|