CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
684-0 |
666-0 |
-18-0 |
-2.6% |
703-0 |
High |
684-4 |
670-0 |
-14-4 |
-2.1% |
722-4 |
Low |
670-0 |
651-4 |
-18-4 |
-2.8% |
658-4 |
Close |
673-2 |
651-6 |
-21-4 |
-3.2% |
659-4 |
Range |
14-4 |
18-4 |
4-0 |
27.6% |
64-0 |
ATR |
14-0 |
14-4 |
0-4 |
4.0% |
0-0 |
Volume |
10,211 |
12,722 |
2,511 |
24.6% |
51,357 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
713-2 |
701-0 |
661-7 |
|
R3 |
694-6 |
682-4 |
656-7 |
|
R2 |
676-2 |
676-2 |
655-1 |
|
R1 |
664-0 |
664-0 |
653-4 |
660-7 |
PP |
657-6 |
657-6 |
657-6 |
656-2 |
S1 |
645-4 |
645-4 |
650-0 |
642-3 |
S2 |
639-2 |
639-2 |
648-3 |
|
S3 |
620-6 |
627-0 |
646-5 |
|
S4 |
602-2 |
608-4 |
641-5 |
|
|
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 |
748-5 |
2.618 |
718-3 |
1.618 |
699-7 |
1.000 |
688-4 |
0.618 |
681-3 |
HIGH |
670-0 |
0.618 |
662-7 |
0.500 |
660-6 |
0.382 |
658-5 |
LOW |
651-4 |
0.618 |
640-1 |
1.000 |
633-0 |
1.618 |
621-5 |
2.618 |
603-1 |
4.250 |
572-7 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
660-6 |
668-0 |
PP |
657-6 |
662-5 |
S1 |
654-6 |
657-1 |
|