CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
639-0 |
634-0 |
-5-0 |
-0.8% |
579-4 |
High |
644-0 |
641-0 |
-3-0 |
-0.5% |
615-0 |
Low |
629-0 |
622-4 |
-6-4 |
-1.0% |
577-0 |
Close |
640-6 |
638-2 |
-2-4 |
-0.4% |
600-0 |
Range |
15-0 |
18-4 |
3-4 |
23.3% |
38-0 |
ATR |
19-1 |
19-1 |
0-0 |
-0.2% |
0-0 |
Volume |
208,857 |
174,678 |
-34,179 |
-16.4% |
868,113 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
689-3 |
682-3 |
648-3 |
|
R3 |
670-7 |
663-7 |
643-3 |
|
R2 |
652-3 |
652-3 |
641-5 |
|
R1 |
645-3 |
645-3 |
640-0 |
648-7 |
PP |
633-7 |
633-7 |
633-7 |
635-6 |
S1 |
626-7 |
626-7 |
636-4 |
630-3 |
S2 |
615-3 |
615-3 |
634-7 |
|
S3 |
596-7 |
608-3 |
633-1 |
|
S4 |
578-3 |
589-7 |
628-1 |
|
|
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% |
18-3 |
2.9% |
86% |
False |
False |
174,053 |
10 |
645-0 |
577-0 |
68-0 |
10.7% |
15-6 |
2.5% |
90% |
False |
False |
183,023 |
20 |
705-4 |
577-0 |
128-4 |
20.1% |
16-0 |
2.5% |
48% |
False |
False |
179,712 |
40 |
777-0 |
577-0 |
200-0 |
31.3% |
15-3 |
2.4% |
31% |
False |
False |
172,300 |
60 |
777-0 |
577-0 |
200-0 |
31.3% |
14-7 |
2.3% |
31% |
False |
False |
171,109 |
80 |
777-0 |
576-0 |
201-0 |
31.5% |
15-4 |
2.4% |
31% |
False |
False |
166,041 |
100 |
777-0 |
576-0 |
201-0 |
31.5% |
15-1 |
2.4% |
31% |
False |
False |
149,301 |
120 |
777-0 |
576-0 |
201-0 |
31.5% |
15-1 |
2.4% |
31% |
False |
False |
136,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
719-5 |
2.618 |
689-3 |
1.618 |
670-7 |
1.000 |
659-4 |
0.618 |
652-3 |
HIGH |
641-0 |
0.618 |
633-7 |
0.500 |
631-6 |
0.382 |
629-5 |
LOW |
622-4 |
0.618 |
611-1 |
1.000 |
604-0 |
1.618 |
592-5 |
2.618 |
574-1 |
4.250 |
543-7 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
636-1 |
634-2 |
PP |
633-7 |
630-2 |
S1 |
631-6 |
626-2 |
|