CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
768-2 |
766-4 |
-1-6 |
-0.2% |
774-0 |
| High |
768-6 |
766-4 |
-2-2 |
-0.3% |
780-0 |
| Low |
768-0 |
743-0 |
-25-0 |
-3.3% |
756-0 |
| Close |
770-0 |
747-0 |
-23-0 |
-3.0% |
760-0 |
| Range |
0-6 |
23-4 |
22-6 |
3,033.3% |
24-0 |
| ATR |
12-0 |
13-0 |
1-1 |
9.0% |
0-0 |
| Volume |
11,838 |
12,457 |
619 |
5.2% |
55,348 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822-5 |
808-3 |
759-7 |
|
| R3 |
799-1 |
784-7 |
753-4 |
|
| R2 |
775-5 |
775-5 |
751-2 |
|
| R1 |
761-3 |
761-3 |
749-1 |
756-6 |
| PP |
752-1 |
752-1 |
752-1 |
749-7 |
| S1 |
737-7 |
737-7 |
744-7 |
733-2 |
| S2 |
728-5 |
728-5 |
742-6 |
|
| S3 |
705-1 |
714-3 |
740-4 |
|
| S4 |
681-5 |
690-7 |
734-1 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837-3 |
822-5 |
773-2 |
|
| R3 |
813-3 |
798-5 |
766-5 |
|
| R2 |
789-3 |
789-3 |
764-3 |
|
| R1 |
774-5 |
774-5 |
762-2 |
770-0 |
| PP |
765-3 |
765-3 |
765-3 |
763-0 |
| S1 |
750-5 |
750-5 |
757-6 |
746-0 |
| S2 |
741-3 |
741-3 |
755-5 |
|
| S3 |
717-3 |
726-5 |
753-3 |
|
| S4 |
693-3 |
702-5 |
746-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
866-3 |
|
2.618 |
828-0 |
|
1.618 |
804-4 |
|
1.000 |
790-0 |
|
0.618 |
781-0 |
|
HIGH |
766-4 |
|
0.618 |
757-4 |
|
0.500 |
754-6 |
|
0.382 |
752-0 |
|
LOW |
743-0 |
|
0.618 |
728-4 |
|
1.000 |
719-4 |
|
1.618 |
705-0 |
|
2.618 |
681-4 |
|
4.250 |
643-1 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
754-6 |
755-7 |
| PP |
752-1 |
752-7 |
| S1 |
749-5 |
750-0 |
|