CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
728-6 |
708-4 |
-20-2 |
-2.8% |
768-2 |
High |
728-6 |
713-4 |
-15-2 |
-2.1% |
768-6 |
Low |
717-4 |
704-4 |
-13-0 |
-1.8% |
717-4 |
Close |
717-0 |
716-2 |
-0-6 |
-0.1% |
717-0 |
Range |
11-2 |
9-0 |
-2-2 |
-20.0% |
51-2 |
ATR |
13-1 |
13-1 |
0-0 |
-0.3% |
0-0 |
Volume |
12,862 |
7,570 |
-5,292 |
-41.1% |
61,546 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
738-3 |
736-3 |
721-2 |
|
R3 |
729-3 |
727-3 |
718-6 |
|
R2 |
720-3 |
720-3 |
717-7 |
|
R1 |
718-3 |
718-3 |
717-1 |
719-3 |
PP |
711-3 |
711-3 |
711-3 |
712-0 |
S1 |
709-3 |
709-3 |
715-3 |
710-3 |
S2 |
702-3 |
702-3 |
714-5 |
|
S3 |
693-3 |
700-3 |
713-6 |
|
S4 |
684-3 |
691-3 |
711-2 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
888-1 |
853-7 |
745-2 |
|
R3 |
836-7 |
802-5 |
731-1 |
|
R2 |
785-5 |
785-5 |
726-3 |
|
R1 |
751-3 |
751-3 |
721-6 |
742-7 |
PP |
734-3 |
734-3 |
734-3 |
730-2 |
S1 |
700-1 |
700-1 |
712-2 |
691-5 |
S2 |
683-1 |
683-1 |
707-5 |
|
S3 |
631-7 |
648-7 |
702-7 |
|
S4 |
580-5 |
597-5 |
688-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
751-6 |
2.618 |
737-0 |
1.618 |
728-0 |
1.000 |
722-4 |
0.618 |
719-0 |
HIGH |
713-4 |
0.618 |
710-0 |
0.500 |
709-0 |
0.382 |
708-0 |
LOW |
704-4 |
0.618 |
699-0 |
1.000 |
695-4 |
1.618 |
690-0 |
2.618 |
681-0 |
4.250 |
666-2 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
713-7 |
720-6 |
PP |
711-3 |
719-2 |
S1 |
709-0 |
717-6 |
|