CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
633-4 |
646-4 |
13-0 |
2.1% |
615-0 |
High |
646-4 |
651-0 |
4-4 |
0.7% |
648-0 |
Low |
632-4 |
638-0 |
5-4 |
0.9% |
604-0 |
Close |
644-0 |
638-4 |
-5-4 |
-0.9% |
640-0 |
Range |
14-0 |
13-0 |
-1-0 |
-7.1% |
44-0 |
ATR |
17-6 |
17-3 |
-0-3 |
-1.9% |
0-0 |
Volume |
180,685 |
163,882 |
-16,803 |
-9.3% |
922,342 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
681-4 |
673-0 |
645-5 |
|
R3 |
668-4 |
660-0 |
642-1 |
|
R2 |
655-4 |
655-4 |
640-7 |
|
R1 |
647-0 |
647-0 |
639-6 |
644-6 |
PP |
642-4 |
642-4 |
642-4 |
641-3 |
S1 |
634-0 |
634-0 |
637-2 |
631-6 |
S2 |
629-4 |
629-4 |
636-1 |
|
S3 |
616-4 |
621-0 |
634-7 |
|
S4 |
603-4 |
608-0 |
631-3 |
|
|
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 |
651-0 |
622-4 |
28-4 |
4.5% |
13-6 |
2.1% |
56% |
True |
False |
163,937 |
10 |
651-0 |
597-4 |
53-4 |
8.4% |
15-2 |
2.4% |
77% |
True |
False |
167,850 |
20 |
673-4 |
577-0 |
96-4 |
15.1% |
15-6 |
2.5% |
64% |
False |
False |
180,196 |
40 |
777-0 |
577-0 |
200-0 |
31.3% |
15-7 |
2.5% |
31% |
False |
False |
175,373 |
60 |
777-0 |
577-0 |
200-0 |
31.3% |
14-6 |
2.3% |
31% |
False |
False |
172,986 |
80 |
777-0 |
576-0 |
201-0 |
31.5% |
15-0 |
2.4% |
31% |
False |
False |
166,138 |
100 |
777-0 |
576-0 |
201-0 |
31.5% |
15-0 |
2.4% |
31% |
False |
False |
152,973 |
120 |
777-0 |
576-0 |
201-0 |
31.5% |
15-0 |
2.3% |
31% |
False |
False |
139,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
706-2 |
2.618 |
685-0 |
1.618 |
672-0 |
1.000 |
664-0 |
0.618 |
659-0 |
HIGH |
651-0 |
0.618 |
646-0 |
0.500 |
644-4 |
0.382 |
643-0 |
LOW |
638-0 |
0.618 |
630-0 |
1.000 |
625-0 |
1.618 |
617-0 |
2.618 |
604-0 |
4.250 |
582-6 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
644-4 |
641-6 |
PP |
642-4 |
640-5 |
S1 |
640-4 |
639-5 |
|