CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
636-0 |
633-4 |
-2-4 |
-0.4% |
615-0 |
High |
645-0 |
646-4 |
1-4 |
0.2% |
648-0 |
Low |
636-0 |
632-4 |
-3-4 |
-0.6% |
604-0 |
Close |
640-4 |
644-0 |
3-4 |
0.5% |
640-0 |
Range |
9-0 |
14-0 |
5-0 |
55.6% |
44-0 |
ATR |
18-0 |
17-6 |
-0-2 |
-1.6% |
0-0 |
Volume |
131,651 |
180,685 |
49,034 |
37.2% |
922,342 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
683-0 |
677-4 |
651-6 |
|
R3 |
669-0 |
663-4 |
647-7 |
|
R2 |
655-0 |
655-0 |
646-5 |
|
R1 |
649-4 |
649-4 |
645-2 |
652-2 |
PP |
641-0 |
641-0 |
641-0 |
642-3 |
S1 |
635-4 |
635-4 |
642-6 |
638-2 |
S2 |
627-0 |
627-0 |
641-3 |
|
S3 |
613-0 |
621-4 |
640-1 |
|
S4 |
599-0 |
607-4 |
636-2 |
|
|
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 |
622-4 |
25-4 |
4.0% |
14-1 |
2.2% |
84% |
False |
False |
172,932 |
10 |
648-0 |
597-0 |
51-0 |
7.9% |
15-0 |
2.3% |
92% |
False |
False |
166,619 |
20 |
697-0 |
577-0 |
120-0 |
18.6% |
15-5 |
2.4% |
56% |
False |
False |
177,976 |
40 |
777-0 |
577-0 |
200-0 |
31.1% |
15-6 |
2.5% |
34% |
False |
False |
174,356 |
60 |
777-0 |
577-0 |
200-0 |
31.1% |
14-6 |
2.3% |
34% |
False |
False |
172,321 |
80 |
777-0 |
576-0 |
201-0 |
31.2% |
15-0 |
2.3% |
34% |
False |
False |
165,571 |
100 |
777-0 |
576-0 |
201-0 |
31.2% |
15-0 |
2.3% |
34% |
False |
False |
152,066 |
120 |
777-0 |
576-0 |
201-0 |
31.2% |
15-0 |
2.3% |
34% |
False |
False |
138,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
706-0 |
2.618 |
683-1 |
1.618 |
669-1 |
1.000 |
660-4 |
0.618 |
655-1 |
HIGH |
646-4 |
0.618 |
641-1 |
0.500 |
639-4 |
0.382 |
637-7 |
LOW |
632-4 |
0.618 |
623-7 |
1.000 |
618-4 |
1.618 |
609-7 |
2.618 |
595-7 |
4.250 |
573-0 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
642-4 |
642-6 |
PP |
641-0 |
641-4 |
S1 |
639-4 |
640-2 |
|