CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
763-4 |
774-0 |
10-4 |
1.4% |
791-0 |
| High |
784-0 |
780-0 |
-4-0 |
-0.5% |
794-4 |
| Low |
763-4 |
774-0 |
10-4 |
1.4% |
759-6 |
| Close |
782-0 |
778-6 |
-3-2 |
-0.4% |
782-0 |
| Range |
20-4 |
6-0 |
-14-4 |
-70.7% |
34-6 |
| ATR |
13-3 |
13-0 |
-0-3 |
-2.9% |
0-0 |
| Volume |
17,574 |
10,937 |
-6,637 |
-37.8% |
58,423 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
795-5 |
793-1 |
782-0 |
|
| R3 |
789-5 |
787-1 |
780-3 |
|
| R2 |
783-5 |
783-5 |
779-7 |
|
| R1 |
781-1 |
781-1 |
779-2 |
782-3 |
| PP |
777-5 |
777-5 |
777-5 |
778-2 |
| S1 |
775-1 |
775-1 |
778-2 |
776-3 |
| S2 |
771-5 |
771-5 |
777-5 |
|
| S3 |
765-5 |
769-1 |
777-1 |
|
| S4 |
759-5 |
763-1 |
775-4 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883-0 |
867-2 |
801-1 |
|
| R3 |
848-2 |
832-4 |
791-4 |
|
| R2 |
813-4 |
813-4 |
788-3 |
|
| R1 |
797-6 |
797-6 |
785-1 |
788-2 |
| PP |
778-6 |
778-6 |
778-6 |
774-0 |
| S1 |
763-0 |
763-0 |
778-7 |
753-4 |
| S2 |
744-0 |
744-0 |
775-5 |
|
| S3 |
709-2 |
728-2 |
772-4 |
|
| S4 |
674-4 |
693-4 |
762-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805-4 |
|
2.618 |
795-6 |
|
1.618 |
789-6 |
|
1.000 |
786-0 |
|
0.618 |
783-6 |
|
HIGH |
780-0 |
|
0.618 |
777-6 |
|
0.500 |
777-0 |
|
0.382 |
776-2 |
|
LOW |
774-0 |
|
0.618 |
770-2 |
|
1.000 |
768-0 |
|
1.618 |
764-2 |
|
2.618 |
758-2 |
|
4.250 |
748-4 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
778-1 |
776-4 |
| PP |
777-5 |
774-1 |
| S1 |
777-0 |
771-7 |
|