CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
740-0 |
725-0 |
-15-0 |
-2.0% |
751-0 |
High |
741-0 |
726-0 |
-15-0 |
-2.0% |
766-0 |
Low |
723-0 |
713-0 |
-10-0 |
-1.4% |
713-0 |
Close |
722-6 |
713-4 |
-9-2 |
-1.3% |
713-4 |
Range |
18-0 |
13-0 |
-5-0 |
-27.8% |
53-0 |
ATR |
13-2 |
13-2 |
0-0 |
-0.1% |
0-0 |
Volume |
13,493 |
13,201 |
-292 |
-2.2% |
56,360 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
756-4 |
748-0 |
720-5 |
|
R3 |
743-4 |
735-0 |
717-1 |
|
R2 |
730-4 |
730-4 |
715-7 |
|
R1 |
722-0 |
722-0 |
714-6 |
719-6 |
PP |
717-4 |
717-4 |
717-4 |
716-3 |
S1 |
709-0 |
709-0 |
712-2 |
706-6 |
S2 |
704-4 |
704-4 |
711-1 |
|
S3 |
691-4 |
696-0 |
709-7 |
|
S4 |
678-4 |
683-0 |
706-3 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
889-7 |
854-5 |
742-5 |
|
R3 |
836-7 |
801-5 |
728-1 |
|
R2 |
783-7 |
783-7 |
723-2 |
|
R1 |
748-5 |
748-5 |
718-3 |
739-6 |
PP |
730-7 |
730-7 |
730-7 |
726-3 |
S1 |
695-5 |
695-5 |
708-5 |
686-6 |
S2 |
677-7 |
677-7 |
703-6 |
|
S3 |
624-7 |
642-5 |
698-7 |
|
S4 |
571-7 |
589-5 |
684-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
781-2 |
2.618 |
760-0 |
1.618 |
747-0 |
1.000 |
739-0 |
0.618 |
734-0 |
HIGH |
726-0 |
0.618 |
721-0 |
0.500 |
719-4 |
0.382 |
718-0 |
LOW |
713-0 |
0.618 |
705-0 |
1.000 |
700-0 |
1.618 |
692-0 |
2.618 |
679-0 |
4.250 |
657-6 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
719-4 |
729-2 |
PP |
717-4 |
724-0 |
S1 |
715-4 |
718-6 |
|