CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
668-0 |
684-0 |
16-0 |
2.4% |
703-0 |
| High |
669-0 |
684-4 |
15-4 |
2.3% |
722-4 |
| Low |
668-0 |
670-0 |
2-0 |
0.3% |
658-4 |
| Close |
668-6 |
673-2 |
4-4 |
0.7% |
659-4 |
| Range |
1-0 |
14-4 |
13-4 |
1,350.0% |
64-0 |
| ATR |
13-7 |
14-0 |
0-1 |
1.0% |
0-0 |
| Volume |
12,608 |
10,211 |
-2,397 |
-19.0% |
51,357 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719-3 |
710-7 |
681-2 |
|
| R3 |
704-7 |
696-3 |
677-2 |
|
| R2 |
690-3 |
690-3 |
675-7 |
|
| R1 |
681-7 |
681-7 |
674-5 |
678-7 |
| PP |
675-7 |
675-7 |
675-7 |
674-4 |
| S1 |
667-3 |
667-3 |
671-7 |
664-3 |
| S2 |
661-3 |
661-3 |
670-5 |
|
| S3 |
646-7 |
652-7 |
669-2 |
|
| S4 |
632-3 |
638-3 |
665-2 |
|
|
| 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 |
746-1 |
|
2.618 |
722-4 |
|
1.618 |
708-0 |
|
1.000 |
699-0 |
|
0.618 |
693-4 |
|
HIGH |
684-4 |
|
0.618 |
679-0 |
|
0.500 |
677-2 |
|
0.382 |
675-4 |
|
LOW |
670-0 |
|
0.618 |
661-0 |
|
1.000 |
655-4 |
|
1.618 |
646-4 |
|
2.618 |
632-0 |
|
4.250 |
608-3 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
677-2 |
672-5 |
| PP |
675-7 |
672-1 |
| S1 |
674-5 |
671-4 |
|