CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
634-0 |
645-2 |
11-2 |
1.8% |
615-0 |
High |
641-0 |
648-0 |
7-0 |
1.1% |
648-0 |
Low |
622-4 |
634-0 |
11-4 |
1.8% |
604-0 |
Close |
638-2 |
640-0 |
1-6 |
0.3% |
640-0 |
Range |
18-4 |
14-0 |
-4-4 |
-24.3% |
44-0 |
ATR |
19-1 |
18-6 |
-0-3 |
-1.9% |
0-0 |
Volume |
174,678 |
168,789 |
-5,889 |
-3.4% |
922,342 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-5 |
675-3 |
647-6 |
|
R3 |
668-5 |
661-3 |
643-7 |
|
R2 |
654-5 |
654-5 |
642-5 |
|
R1 |
647-3 |
647-3 |
641-2 |
644-0 |
PP |
640-5 |
640-5 |
640-5 |
639-0 |
S1 |
633-3 |
633-3 |
638-6 |
630-0 |
S2 |
626-5 |
626-5 |
637-3 |
|
S3 |
612-5 |
619-3 |
636-1 |
|
S4 |
598-5 |
605-3 |
632-2 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
762-5 |
745-3 |
664-2 |
|
R3 |
718-5 |
701-3 |
652-1 |
|
R2 |
674-5 |
674-5 |
648-1 |
|
R1 |
657-3 |
657-3 |
644-0 |
666-0 |
PP |
630-5 |
630-5 |
630-5 |
635-0 |
S1 |
613-3 |
613-3 |
636-0 |
622-0 |
S2 |
586-5 |
586-5 |
631-7 |
|
S3 |
542-5 |
569-3 |
627-7 |
|
S4 |
498-5 |
525-3 |
615-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
648-0 |
604-0 |
44-0 |
6.9% |
19-7 |
3.1% |
82% |
True |
False |
184,468 |
10 |
648-0 |
577-0 |
71-0 |
11.1% |
16-2 |
2.5% |
89% |
True |
False |
179,045 |
20 |
703-0 |
577-0 |
126-0 |
19.7% |
16-0 |
2.5% |
50% |
False |
False |
179,457 |
40 |
777-0 |
577-0 |
200-0 |
31.3% |
15-5 |
2.4% |
32% |
False |
False |
173,194 |
60 |
777-0 |
577-0 |
200-0 |
31.3% |
14-7 |
2.3% |
32% |
False |
False |
171,583 |
80 |
777-0 |
576-0 |
201-0 |
31.4% |
15-3 |
2.4% |
32% |
False |
False |
166,666 |
100 |
777-0 |
576-0 |
201-0 |
31.4% |
15-0 |
2.3% |
32% |
False |
False |
150,315 |
120 |
777-0 |
576-0 |
201-0 |
31.4% |
15-1 |
2.4% |
32% |
False |
False |
137,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
707-4 |
2.618 |
684-5 |
1.618 |
670-5 |
1.000 |
662-0 |
0.618 |
656-5 |
HIGH |
648-0 |
0.618 |
642-5 |
0.500 |
641-0 |
0.382 |
639-3 |
LOW |
634-0 |
0.618 |
625-3 |
1.000 |
620-0 |
1.618 |
611-3 |
2.618 |
597-3 |
4.250 |
574-4 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
641-0 |
638-3 |
PP |
640-5 |
636-7 |
S1 |
640-3 |
635-2 |
|