CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
579-4 |
580-4 |
1-0 |
0.2% |
641-0 |
| High |
598-6 |
592-4 |
-6-2 |
-1.0% |
665-6 |
| Low |
578-0 |
577-0 |
-1-0 |
-0.2% |
592-4 |
| Close |
592-4 |
587-6 |
-4-6 |
-0.8% |
592-4 |
| Range |
20-6 |
15-4 |
-5-2 |
-25.3% |
73-2 |
| ATR |
19-3 |
19-0 |
-0-2 |
-1.4% |
0-0 |
| Volume |
231,131 |
205,470 |
-25,661 |
-11.1% |
892,088 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632-2 |
625-4 |
596-2 |
|
| R3 |
616-6 |
610-0 |
592-0 |
|
| R2 |
601-2 |
601-2 |
590-5 |
|
| R1 |
594-4 |
594-4 |
589-1 |
597-7 |
| PP |
585-6 |
585-6 |
585-6 |
587-4 |
| S1 |
579-0 |
579-0 |
586-3 |
582-3 |
| S2 |
570-2 |
570-2 |
584-7 |
|
| S3 |
554-6 |
563-4 |
583-4 |
|
| S4 |
539-2 |
548-0 |
579-2 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836-5 |
787-7 |
632-6 |
|
| R3 |
763-3 |
714-5 |
612-5 |
|
| R2 |
690-1 |
690-1 |
605-7 |
|
| R1 |
641-3 |
641-3 |
599-2 |
629-1 |
| PP |
616-7 |
616-7 |
616-7 |
610-6 |
| S1 |
568-1 |
568-1 |
585-6 |
555-7 |
| S2 |
543-5 |
543-5 |
579-1 |
|
| S3 |
470-3 |
494-7 |
572-3 |
|
| S4 |
397-1 |
421-5 |
552-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
650-0 |
577-0 |
73-0 |
12.4% |
15-0 |
2.6% |
15% |
False |
True |
200,240 |
| 10 |
697-0 |
577-0 |
120-0 |
20.4% |
16-3 |
2.8% |
9% |
False |
True |
189,333 |
| 20 |
764-6 |
577-0 |
187-6 |
31.9% |
16-3 |
2.8% |
6% |
False |
True |
183,501 |
| 40 |
777-0 |
577-0 |
200-0 |
34.0% |
14-3 |
2.4% |
5% |
False |
True |
174,952 |
| 60 |
777-0 |
577-0 |
200-0 |
34.0% |
15-0 |
2.6% |
5% |
False |
True |
170,046 |
| 80 |
777-0 |
576-0 |
201-0 |
34.2% |
15-4 |
2.6% |
6% |
False |
False |
160,014 |
| 100 |
777-0 |
576-0 |
201-0 |
34.2% |
15-0 |
2.5% |
6% |
False |
False |
142,174 |
| 120 |
777-0 |
576-0 |
201-0 |
34.2% |
15-0 |
2.5% |
6% |
False |
False |
129,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658-3 |
|
2.618 |
633-1 |
|
1.618 |
617-5 |
|
1.000 |
608-0 |
|
0.618 |
602-1 |
|
HIGH |
592-4 |
|
0.618 |
586-5 |
|
0.500 |
584-6 |
|
0.382 |
582-7 |
|
LOW |
577-0 |
|
0.618 |
567-3 |
|
1.000 |
561-4 |
|
1.618 |
551-7 |
|
2.618 |
536-3 |
|
4.250 |
511-1 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
586-6 |
589-0 |
| PP |
585-6 |
588-5 |
| S1 |
584-6 |
588-1 |
|