CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 12-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
607-4 |
639-0 |
31-4 |
5.2% |
579-4 |
High |
645-0 |
644-0 |
-1-0 |
-0.2% |
615-0 |
Low |
607-4 |
629-0 |
21-4 |
3.5% |
577-0 |
Close |
645-0 |
640-6 |
-4-2 |
-0.7% |
600-0 |
Range |
37-4 |
15-0 |
-22-4 |
-60.0% |
38-0 |
ATR |
19-3 |
19-1 |
-0-2 |
-1.2% |
0-0 |
Volume |
233,739 |
208,857 |
-24,882 |
-10.6% |
868,113 |
|
Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-7 |
676-7 |
649-0 |
|
R3 |
667-7 |
661-7 |
644-7 |
|
R2 |
652-7 |
652-7 |
643-4 |
|
R1 |
646-7 |
646-7 |
642-1 |
649-7 |
PP |
637-7 |
637-7 |
637-7 |
639-4 |
S1 |
631-7 |
631-7 |
639-3 |
634-7 |
S2 |
622-7 |
622-7 |
638-0 |
|
S3 |
607-7 |
616-7 |
636-5 |
|
S4 |
592-7 |
601-7 |
632-4 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-3 |
693-5 |
620-7 |
|
R3 |
673-3 |
655-5 |
610-4 |
|
R2 |
635-3 |
635-3 |
607-0 |
|
R1 |
617-5 |
617-5 |
603-4 |
626-4 |
PP |
597-3 |
597-3 |
597-3 |
601-6 |
S1 |
579-5 |
579-5 |
596-4 |
588-4 |
S2 |
559-3 |
559-3 |
593-0 |
|
S3 |
521-3 |
541-5 |
589-4 |
|
S4 |
483-3 |
503-5 |
579-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
645-0 |
597-4 |
47-4 |
7.4% |
16-6 |
2.6% |
91% |
False |
False |
171,764 |
10 |
645-0 |
577-0 |
68-0 |
10.6% |
14-7 |
2.3% |
94% |
False |
False |
181,652 |
20 |
720-4 |
577-0 |
143-4 |
22.4% |
16-1 |
2.5% |
44% |
False |
False |
180,891 |
40 |
777-0 |
577-0 |
200-0 |
31.2% |
15-2 |
2.4% |
32% |
False |
False |
172,032 |
60 |
777-0 |
577-0 |
200-0 |
31.2% |
14-6 |
2.3% |
32% |
False |
False |
171,090 |
80 |
777-0 |
576-0 |
201-0 |
31.4% |
15-3 |
2.4% |
32% |
False |
False |
164,850 |
100 |
777-0 |
576-0 |
201-0 |
31.4% |
15-0 |
2.3% |
32% |
False |
False |
148,071 |
120 |
777-0 |
576-0 |
201-0 |
31.4% |
15-0 |
2.3% |
32% |
False |
False |
135,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
707-6 |
2.618 |
683-2 |
1.618 |
668-2 |
1.000 |
659-0 |
0.618 |
653-2 |
HIGH |
644-0 |
0.618 |
638-2 |
0.500 |
636-4 |
0.382 |
634-6 |
LOW |
629-0 |
0.618 |
619-6 |
1.000 |
614-0 |
1.618 |
604-6 |
2.618 |
589-6 |
4.250 |
565-2 |
|
|
Fisher Pivots for day following 12-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
639-3 |
635-3 |
PP |
637-7 |
629-7 |
S1 |
636-4 |
624-4 |
|