CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 21-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
722-4 |
705-4 |
-17-0 |
-2.4% |
751-0 |
High |
722-4 |
706-0 |
-16-4 |
-2.3% |
766-0 |
Low |
710-0 |
705-4 |
-4-4 |
-0.6% |
713-0 |
Close |
710-4 |
706-2 |
-4-2 |
-0.6% |
713-4 |
Range |
12-4 |
0-4 |
-12-0 |
-96.0% |
53-0 |
ATR |
13-0 |
12-4 |
-0-5 |
-4.4% |
0-0 |
Volume |
11,312 |
11,978 |
666 |
5.9% |
56,360 |
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
707-3 |
707-3 |
706-4 |
|
R3 |
706-7 |
706-7 |
706-3 |
|
R2 |
706-3 |
706-3 |
706-3 |
|
R1 |
706-3 |
706-3 |
706-2 |
706-3 |
PP |
705-7 |
705-7 |
705-7 |
706-0 |
S1 |
705-7 |
705-7 |
706-2 |
705-7 |
S2 |
705-3 |
705-3 |
706-1 |
|
S3 |
704-7 |
705-3 |
706-1 |
|
S4 |
704-3 |
704-7 |
706-0 |
|
|
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 |
708-1 |
2.618 |
707-2 |
1.618 |
706-6 |
1.000 |
706-4 |
0.618 |
706-2 |
HIGH |
706-0 |
0.618 |
705-6 |
0.500 |
705-6 |
0.382 |
705-6 |
LOW |
705-4 |
0.618 |
705-2 |
1.000 |
705-0 |
1.618 |
704-6 |
2.618 |
704-2 |
4.250 |
703-3 |
|
|
Fisher Pivots for day following 21-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
706-1 |
712-6 |
PP |
705-7 |
710-5 |
S1 |
705-6 |
708-3 |
|