CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
766-4 |
742-4 |
-24-0 |
-3.1% |
774-0 |
High |
766-4 |
749-0 |
-17-4 |
-2.3% |
780-0 |
Low |
743-0 |
742-4 |
-0-4 |
-0.1% |
756-0 |
Close |
747-0 |
748-6 |
1-6 |
0.2% |
760-0 |
Range |
23-4 |
6-4 |
-17-0 |
-72.3% |
24-0 |
ATR |
13-0 |
12-4 |
-0-4 |
-3.6% |
0-0 |
Volume |
12,457 |
11,936 |
-521 |
-4.2% |
55,348 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
766-2 |
764-0 |
752-3 |
|
R3 |
759-6 |
757-4 |
750-4 |
|
R2 |
753-2 |
753-2 |
750-0 |
|
R1 |
751-0 |
751-0 |
749-3 |
752-1 |
PP |
746-6 |
746-6 |
746-6 |
747-2 |
S1 |
744-4 |
744-4 |
748-1 |
745-5 |
S2 |
740-2 |
740-2 |
747-4 |
|
S3 |
733-6 |
738-0 |
747-0 |
|
S4 |
727-2 |
731-4 |
745-1 |
|
|
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 |
776-5 |
2.618 |
766-0 |
1.618 |
759-4 |
1.000 |
755-4 |
0.618 |
753-0 |
HIGH |
749-0 |
0.618 |
746-4 |
0.500 |
745-6 |
0.382 |
745-0 |
LOW |
742-4 |
0.618 |
738-4 |
1.000 |
736-0 |
1.618 |
732-0 |
2.618 |
725-4 |
4.250 |
714-7 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
747-6 |
755-5 |
PP |
746-6 |
753-3 |
S1 |
745-6 |
751-0 |
|