CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
673-0 |
666-2 |
-6-6 |
-1.0% |
708-4 |
High |
677-0 |
676-6 |
-0-2 |
0.0% |
725-4 |
Low |
664-2 |
666-2 |
2-0 |
0.3% |
664-2 |
Close |
663-4 |
672-6 |
9-2 |
1.4% |
663-4 |
Range |
12-6 |
10-4 |
-2-2 |
-17.6% |
61-2 |
ATR |
14-0 |
14-0 |
0-0 |
-0.4% |
0-0 |
Volume |
17,000 |
10,103 |
-6,897 |
-40.6% |
52,591 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703-3 |
698-5 |
678-4 |
|
R3 |
692-7 |
688-1 |
675-5 |
|
R2 |
682-3 |
682-3 |
674-5 |
|
R1 |
677-5 |
677-5 |
673-6 |
680-0 |
PP |
671-7 |
671-7 |
671-7 |
673-1 |
S1 |
667-1 |
667-1 |
671-6 |
669-4 |
S2 |
661-3 |
661-3 |
670-7 |
|
S3 |
650-7 |
656-5 |
669-7 |
|
S4 |
640-3 |
646-1 |
667-0 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
868-1 |
827-1 |
697-2 |
|
R3 |
806-7 |
765-7 |
680-3 |
|
R2 |
745-5 |
745-5 |
674-6 |
|
R1 |
704-5 |
704-5 |
669-1 |
694-4 |
PP |
684-3 |
684-3 |
684-3 |
679-3 |
S1 |
643-3 |
643-3 |
657-7 |
633-2 |
S2 |
623-1 |
623-1 |
652-2 |
|
S3 |
561-7 |
582-1 |
646-5 |
|
S4 |
500-5 |
520-7 |
629-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
721-3 |
2.618 |
704-2 |
1.618 |
693-6 |
1.000 |
687-2 |
0.618 |
683-2 |
HIGH |
676-6 |
0.618 |
672-6 |
0.500 |
671-4 |
0.382 |
670-2 |
LOW |
666-2 |
0.618 |
659-6 |
1.000 |
655-6 |
1.618 |
649-2 |
2.618 |
638-6 |
4.250 |
621-5 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
672-3 |
679-5 |
PP |
671-7 |
677-3 |
S1 |
671-4 |
675-0 |
|