CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
645-2 |
636-0 |
-9-2 |
-1.4% |
615-0 |
High |
648-0 |
645-0 |
-3-0 |
-0.5% |
648-0 |
Low |
634-0 |
636-0 |
2-0 |
0.3% |
604-0 |
Close |
640-0 |
640-4 |
0-4 |
0.1% |
640-0 |
Range |
14-0 |
9-0 |
-5-0 |
-35.7% |
44-0 |
ATR |
18-6 |
18-0 |
-0-6 |
-3.7% |
0-0 |
Volume |
168,789 |
131,651 |
-37,138 |
-22.0% |
922,342 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
667-4 |
663-0 |
645-4 |
|
R3 |
658-4 |
654-0 |
643-0 |
|
R2 |
649-4 |
649-4 |
642-1 |
|
R1 |
645-0 |
645-0 |
641-3 |
647-2 |
PP |
640-4 |
640-4 |
640-4 |
641-5 |
S1 |
636-0 |
636-0 |
639-5 |
638-2 |
S2 |
631-4 |
631-4 |
638-7 |
|
S3 |
622-4 |
627-0 |
638-0 |
|
S4 |
613-4 |
618-0 |
635-4 |
|
|
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 |
607-4 |
40-4 |
6.3% |
18-6 |
2.9% |
81% |
False |
False |
183,542 |
10 |
648-0 |
577-0 |
71-0 |
11.1% |
15-1 |
2.4% |
89% |
False |
False |
169,097 |
20 |
703-0 |
577-0 |
126-0 |
19.7% |
15-5 |
2.4% |
50% |
False |
False |
176,258 |
40 |
777-0 |
577-0 |
200-0 |
31.2% |
15-5 |
2.4% |
32% |
False |
False |
173,037 |
60 |
777-0 |
577-0 |
200-0 |
31.2% |
14-6 |
2.3% |
32% |
False |
False |
171,370 |
80 |
777-0 |
576-0 |
201-0 |
31.4% |
15-1 |
2.4% |
32% |
False |
False |
165,998 |
100 |
777-0 |
576-0 |
201-0 |
31.4% |
15-0 |
2.3% |
32% |
False |
False |
150,808 |
120 |
777-0 |
576-0 |
201-0 |
31.4% |
15-1 |
2.4% |
32% |
False |
False |
137,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
683-2 |
2.618 |
668-4 |
1.618 |
659-4 |
1.000 |
654-0 |
0.618 |
650-4 |
HIGH |
645-0 |
0.618 |
641-4 |
0.500 |
640-4 |
0.382 |
639-4 |
LOW |
636-0 |
0.618 |
630-4 |
1.000 |
627-0 |
1.618 |
621-4 |
2.618 |
612-4 |
4.250 |
597-6 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
640-4 |
638-6 |
PP |
640-4 |
637-0 |
S1 |
640-4 |
635-2 |
|