CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
703-0 |
722-4 |
19-4 |
2.8% |
751-0 |
| High |
713-0 |
722-4 |
9-4 |
1.3% |
766-0 |
| Low |
703-0 |
710-0 |
7-0 |
1.0% |
713-0 |
| Close |
713-0 |
710-4 |
-2-4 |
-0.4% |
713-4 |
| Range |
10-0 |
12-4 |
2-4 |
25.0% |
53-0 |
| ATR |
13-0 |
13-0 |
0-0 |
-0.3% |
0-0 |
| Volume |
8,948 |
11,312 |
2,364 |
26.4% |
56,360 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751-7 |
743-5 |
717-3 |
|
| R3 |
739-3 |
731-1 |
714-0 |
|
| R2 |
726-7 |
726-7 |
712-6 |
|
| R1 |
718-5 |
718-5 |
711-5 |
716-4 |
| PP |
714-3 |
714-3 |
714-3 |
713-2 |
| S1 |
706-1 |
706-1 |
709-3 |
704-0 |
| S2 |
701-7 |
701-7 |
708-2 |
|
| S3 |
689-3 |
693-5 |
707-0 |
|
| S4 |
676-7 |
681-1 |
703-5 |
|
|
| 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 |
775-5 |
|
2.618 |
755-2 |
|
1.618 |
742-6 |
|
1.000 |
735-0 |
|
0.618 |
730-2 |
|
HIGH |
722-4 |
|
0.618 |
717-6 |
|
0.500 |
716-2 |
|
0.382 |
714-6 |
|
LOW |
710-0 |
|
0.618 |
702-2 |
|
1.000 |
697-4 |
|
1.618 |
689-6 |
|
2.618 |
677-2 |
|
4.250 |
656-7 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
716-2 |
714-4 |
| PP |
714-3 |
713-1 |
| S1 |
712-3 |
711-7 |
|