CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
655-2 |
659-2 |
4-0 |
0.6% |
708-4 |
High |
656-0 |
660-4 |
4-4 |
0.7% |
725-4 |
Low |
655-2 |
654-2 |
-1-0 |
-0.2% |
664-2 |
Close |
656-4 |
658-4 |
2-0 |
0.3% |
663-4 |
Range |
0-6 |
6-2 |
5-4 |
733.3% |
61-2 |
ATR |
14-6 |
14-1 |
-0-5 |
-4.1% |
0-0 |
Volume |
22,218 |
21,736 |
-482 |
-2.2% |
52,591 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
676-4 |
673-6 |
662-0 |
|
R3 |
670-2 |
667-4 |
660-2 |
|
R2 |
664-0 |
664-0 |
659-5 |
|
R1 |
661-2 |
661-2 |
659-1 |
659-4 |
PP |
657-6 |
657-6 |
657-6 |
656-7 |
S1 |
655-0 |
655-0 |
657-7 |
653-2 |
S2 |
651-4 |
651-4 |
657-3 |
|
S3 |
645-2 |
648-6 |
656-6 |
|
S4 |
639-0 |
642-4 |
655-0 |
|
|
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 |
687-0 |
2.618 |
676-7 |
1.618 |
670-5 |
1.000 |
666-6 |
0.618 |
664-3 |
HIGH |
660-4 |
0.618 |
658-1 |
0.500 |
657-3 |
0.382 |
656-5 |
LOW |
654-2 |
0.618 |
650-3 |
1.000 |
648-0 |
1.618 |
644-1 |
2.618 |
637-7 |
4.250 |
627-6 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
658-1 |
672-0 |
PP |
657-6 |
667-4 |
S1 |
657-3 |
663-0 |
|