CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
745-4 |
740-0 |
-5-4 |
-0.7% |
768-0 |
| High |
745-4 |
741-0 |
-4-4 |
-0.6% |
776-0 |
| Low |
745-4 |
723-0 |
-22-4 |
-3.0% |
751-4 |
| Close |
745-4 |
722-6 |
-22-6 |
-3.1% |
755-6 |
| Range |
0-0 |
18-0 |
18-0 |
|
24-4 |
| ATR |
12-4 |
13-2 |
0-6 |
5.7% |
0-0 |
| Volume |
8,880 |
13,493 |
4,613 |
51.9% |
39,566 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
782-7 |
770-7 |
732-5 |
|
| R3 |
764-7 |
752-7 |
727-6 |
|
| R2 |
746-7 |
746-7 |
726-0 |
|
| R1 |
734-7 |
734-7 |
724-3 |
731-7 |
| PP |
728-7 |
728-7 |
728-7 |
727-4 |
| S1 |
716-7 |
716-7 |
721-1 |
713-7 |
| S2 |
710-7 |
710-7 |
719-4 |
|
| S3 |
692-7 |
698-7 |
717-6 |
|
| S4 |
674-7 |
680-7 |
712-7 |
|
|
| 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 |
817-4 |
|
2.618 |
788-1 |
|
1.618 |
770-1 |
|
1.000 |
759-0 |
|
0.618 |
752-1 |
|
HIGH |
741-0 |
|
0.618 |
734-1 |
|
0.500 |
732-0 |
|
0.382 |
729-7 |
|
LOW |
723-0 |
|
0.618 |
711-7 |
|
1.000 |
705-0 |
|
1.618 |
693-7 |
|
2.618 |
675-7 |
|
4.250 |
646-4 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
732-0 |
735-0 |
| PP |
728-7 |
730-7 |
| S1 |
725-7 |
726-7 |
|