CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
771-4 |
768-4 |
-3-0 |
-0.4% |
791-0 |
High |
771-4 |
768-4 |
-3-0 |
-0.4% |
794-4 |
Low |
771-4 |
758-0 |
-13-4 |
-1.7% |
759-6 |
Close |
772-0 |
758-4 |
-13-4 |
-1.7% |
782-0 |
Range |
0-0 |
10-4 |
10-4 |
|
34-6 |
ATR |
12-4 |
12-5 |
0-1 |
0.8% |
0-0 |
Volume |
11,933 |
16,536 |
4,603 |
38.6% |
58,423 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
793-1 |
786-3 |
764-2 |
|
R3 |
782-5 |
775-7 |
761-3 |
|
R2 |
772-1 |
772-1 |
760-3 |
|
R1 |
765-3 |
765-3 |
759-4 |
763-4 |
PP |
761-5 |
761-5 |
761-5 |
760-6 |
S1 |
754-7 |
754-7 |
757-4 |
753-0 |
S2 |
751-1 |
751-1 |
756-5 |
|
S3 |
740-5 |
744-3 |
755-5 |
|
S4 |
730-1 |
733-7 |
752-6 |
|
|
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 |
813-1 |
2.618 |
796-0 |
1.618 |
785-4 |
1.000 |
779-0 |
0.618 |
775-0 |
HIGH |
768-4 |
0.618 |
764-4 |
0.500 |
763-2 |
0.382 |
762-0 |
LOW |
758-0 |
0.618 |
751-4 |
1.000 |
747-4 |
1.618 |
741-0 |
2.618 |
730-4 |
4.250 |
713-3 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
763-2 |
769-0 |
PP |
761-5 |
765-4 |
S1 |
760-1 |
762-0 |
|