CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
689-4 |
655-2 |
-34-2 |
-5.0% |
708-4 |
High |
689-6 |
656-0 |
-33-6 |
-4.9% |
725-4 |
Low |
676-2 |
655-2 |
-21-0 |
-3.1% |
664-2 |
Close |
678-0 |
656-4 |
-21-4 |
-3.2% |
663-4 |
Range |
13-4 |
0-6 |
-12-6 |
-94.4% |
61-2 |
ATR |
14-1 |
14-6 |
0-5 |
4.3% |
0-0 |
Volume |
9,847 |
22,218 |
12,371 |
125.6% |
52,591 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
658-1 |
658-1 |
656-7 |
|
R3 |
657-3 |
657-3 |
656-6 |
|
R2 |
656-5 |
656-5 |
656-5 |
|
R1 |
656-5 |
656-5 |
656-5 |
656-5 |
PP |
655-7 |
655-7 |
655-7 |
656-0 |
S1 |
655-7 |
655-7 |
656-3 |
655-7 |
S2 |
655-1 |
655-1 |
656-3 |
|
S3 |
654-3 |
655-1 |
656-2 |
|
S4 |
653-5 |
654-3 |
656-1 |
|
|
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 |
659-2 |
2.618 |
658-0 |
1.618 |
657-2 |
1.000 |
656-6 |
0.618 |
656-4 |
HIGH |
656-0 |
0.618 |
655-6 |
0.500 |
655-5 |
0.382 |
655-4 |
LOW |
655-2 |
0.618 |
654-6 |
1.000 |
654-4 |
1.618 |
654-0 |
2.618 |
653-2 |
4.250 |
652-0 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
656-2 |
672-4 |
PP |
655-7 |
667-1 |
S1 |
655-5 |
661-7 |
|