CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 23-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
682-0 |
668-4 |
-13-4 |
-2.0% |
703-0 |
High |
688-0 |
674-0 |
-14-0 |
-2.0% |
722-4 |
Low |
670-4 |
658-4 |
-12-0 |
-1.8% |
658-4 |
Close |
670-6 |
659-4 |
-11-2 |
-1.7% |
659-4 |
Range |
17-4 |
15-4 |
-2-0 |
-11.4% |
64-0 |
ATR |
14-1 |
14-2 |
0-1 |
0.7% |
0-0 |
Volume |
6,712 |
12,407 |
5,695 |
84.8% |
51,357 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
710-4 |
700-4 |
668-0 |
|
R3 |
695-0 |
685-0 |
663-6 |
|
R2 |
679-4 |
679-4 |
662-3 |
|
R1 |
669-4 |
669-4 |
660-7 |
666-6 |
PP |
664-0 |
664-0 |
664-0 |
662-5 |
S1 |
654-0 |
654-0 |
658-1 |
651-2 |
S2 |
648-4 |
648-4 |
656-5 |
|
S3 |
633-0 |
638-4 |
655-2 |
|
S4 |
617-4 |
623-0 |
651-0 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
872-1 |
829-7 |
694-6 |
|
R3 |
808-1 |
765-7 |
677-1 |
|
R2 |
744-1 |
744-1 |
671-2 |
|
R1 |
701-7 |
701-7 |
665-3 |
691-0 |
PP |
680-1 |
680-1 |
680-1 |
674-6 |
S1 |
637-7 |
637-7 |
653-5 |
627-0 |
S2 |
616-1 |
616-1 |
647-6 |
|
S3 |
552-1 |
573-7 |
641-7 |
|
S4 |
488-1 |
509-7 |
624-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
739-7 |
2.618 |
714-5 |
1.618 |
699-1 |
1.000 |
689-4 |
0.618 |
683-5 |
HIGH |
674-0 |
0.618 |
668-1 |
0.500 |
666-2 |
0.382 |
664-3 |
LOW |
658-4 |
0.618 |
648-7 |
1.000 |
643-0 |
1.618 |
633-3 |
2.618 |
617-7 |
4.250 |
592-5 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
666-2 |
682-2 |
PP |
664-0 |
674-5 |
S1 |
661-6 |
667-1 |
|