CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 21-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
637-6 |
660-0 |
22-2 |
3.5% |
636-0 |
High |
651-0 |
664-0 |
13-0 |
2.0% |
664-0 |
Low |
635-2 |
646-4 |
11-2 |
1.8% |
632-4 |
Close |
649-4 |
649-2 |
-0-2 |
0.0% |
649-2 |
Range |
15-6 |
17-4 |
1-6 |
11.1% |
31-4 |
ATR |
17-2 |
17-2 |
0-0 |
0.1% |
0-0 |
Volume |
159,507 |
183,602 |
24,095 |
15.1% |
819,327 |
|
Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
705-6 |
695-0 |
658-7 |
|
R3 |
688-2 |
677-4 |
654-0 |
|
R2 |
670-6 |
670-6 |
652-4 |
|
R1 |
660-0 |
660-0 |
650-7 |
656-5 |
PP |
653-2 |
653-2 |
653-2 |
651-4 |
S1 |
642-4 |
642-4 |
647-5 |
639-1 |
S2 |
635-6 |
635-6 |
646-0 |
|
S3 |
618-2 |
625-0 |
644-4 |
|
S4 |
600-6 |
607-4 |
639-5 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743-1 |
727-5 |
666-5 |
|
R3 |
711-5 |
696-1 |
657-7 |
|
R2 |
680-1 |
680-1 |
655-0 |
|
R1 |
664-5 |
664-5 |
652-1 |
672-3 |
PP |
648-5 |
648-5 |
648-5 |
652-4 |
S1 |
633-1 |
633-1 |
646-3 |
640-7 |
S2 |
617-1 |
617-1 |
643-4 |
|
S3 |
585-5 |
601-5 |
640-5 |
|
S4 |
554-1 |
570-1 |
631-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
664-0 |
632-4 |
31-4 |
4.9% |
13-7 |
2.1% |
53% |
True |
False |
163,865 |
10 |
664-0 |
604-0 |
60-0 |
9.2% |
16-7 |
2.6% |
75% |
True |
False |
174,166 |
20 |
665-6 |
577-0 |
88-6 |
13.7% |
15-2 |
2.3% |
81% |
False |
False |
175,093 |
40 |
777-0 |
577-0 |
200-0 |
30.8% |
16-2 |
2.5% |
36% |
False |
False |
176,423 |
60 |
777-0 |
577-0 |
200-0 |
30.8% |
14-7 |
2.3% |
36% |
False |
False |
174,195 |
80 |
777-0 |
576-0 |
201-0 |
31.0% |
14-7 |
2.3% |
36% |
False |
False |
166,996 |
100 |
777-0 |
576-0 |
201-0 |
31.0% |
15-1 |
2.3% |
36% |
False |
False |
155,309 |
120 |
777-0 |
576-0 |
201-0 |
31.0% |
15-0 |
2.3% |
36% |
False |
False |
140,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
738-3 |
2.618 |
709-7 |
1.618 |
692-3 |
1.000 |
681-4 |
0.618 |
674-7 |
HIGH |
664-0 |
0.618 |
657-3 |
0.500 |
655-2 |
0.382 |
653-1 |
LOW |
646-4 |
0.618 |
635-5 |
1.000 |
629-0 |
1.618 |
618-1 |
2.618 |
600-5 |
4.250 |
572-1 |
|
|
Fisher Pivots for day following 21-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
655-2 |
649-5 |
PP |
653-2 |
649-4 |
S1 |
651-2 |
649-3 |
|