CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
668-4 |
668-0 |
-0-4 |
-0.1% |
703-0 |
High |
674-0 |
669-0 |
-5-0 |
-0.7% |
722-4 |
Low |
658-4 |
668-0 |
9-4 |
1.4% |
658-4 |
Close |
659-4 |
668-6 |
9-2 |
1.4% |
659-4 |
Range |
15-4 |
1-0 |
-14-4 |
-93.5% |
64-0 |
ATR |
14-2 |
13-7 |
-0-3 |
-2.4% |
0-0 |
Volume |
12,407 |
12,608 |
201 |
1.6% |
51,357 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
671-5 |
671-1 |
669-2 |
|
R3 |
670-5 |
670-1 |
669-0 |
|
R2 |
669-5 |
669-5 |
668-7 |
|
R1 |
669-1 |
669-1 |
668-7 |
669-3 |
PP |
668-5 |
668-5 |
668-5 |
668-6 |
S1 |
668-1 |
668-1 |
668-5 |
668-3 |
S2 |
667-5 |
667-5 |
668-5 |
|
S3 |
666-5 |
667-1 |
668-4 |
|
S4 |
665-5 |
666-1 |
668-2 |
|
|
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 |
673-2 |
2.618 |
671-5 |
1.618 |
670-5 |
1.000 |
670-0 |
0.618 |
669-5 |
HIGH |
669-0 |
0.618 |
668-5 |
0.500 |
668-4 |
0.382 |
668-3 |
LOW |
668-0 |
0.618 |
667-3 |
1.000 |
667-0 |
1.618 |
666-3 |
2.618 |
665-3 |
4.250 |
663-6 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
668-5 |
673-2 |
PP |
668-5 |
671-6 |
S1 |
668-4 |
670-2 |
|