CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 24-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
660-0 |
659-2 |
-0-6 |
-0.1% |
636-0 |
High |
664-0 |
660-0 |
-4-0 |
-0.6% |
664-0 |
Low |
646-4 |
647-0 |
0-4 |
0.1% |
632-4 |
Close |
649-2 |
651-0 |
1-6 |
0.3% |
649-2 |
Range |
17-4 |
13-0 |
-4-4 |
-25.7% |
31-4 |
ATR |
17-2 |
17-0 |
-0-2 |
-1.8% |
0-0 |
Volume |
183,602 |
121,335 |
-62,267 |
-33.9% |
819,327 |
|
Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
691-5 |
684-3 |
658-1 |
|
R3 |
678-5 |
671-3 |
654-5 |
|
R2 |
665-5 |
665-5 |
653-3 |
|
R1 |
658-3 |
658-3 |
652-2 |
655-4 |
PP |
652-5 |
652-5 |
652-5 |
651-2 |
S1 |
645-3 |
645-3 |
649-6 |
642-4 |
S2 |
639-5 |
639-5 |
648-5 |
|
S3 |
626-5 |
632-3 |
647-3 |
|
S4 |
613-5 |
619-3 |
643-7 |
|
|
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 |
4.8% |
14-5 |
2.3% |
59% |
False |
False |
161,802 |
10 |
664-0 |
607-4 |
56-4 |
8.7% |
16-6 |
2.6% |
77% |
False |
False |
172,672 |
20 |
665-6 |
577-0 |
88-6 |
13.6% |
15-2 |
2.3% |
83% |
False |
False |
173,884 |
40 |
777-0 |
577-0 |
200-0 |
30.7% |
15-7 |
2.4% |
37% |
False |
False |
175,684 |
60 |
777-0 |
577-0 |
200-0 |
30.7% |
14-7 |
2.3% |
37% |
False |
False |
173,950 |
80 |
777-0 |
576-0 |
201-0 |
30.9% |
15-0 |
2.3% |
37% |
False |
False |
166,346 |
100 |
777-0 |
576-0 |
201-0 |
30.9% |
15-1 |
2.3% |
37% |
False |
False |
155,817 |
120 |
777-0 |
576-0 |
201-0 |
30.9% |
15-0 |
2.3% |
37% |
False |
False |
141,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
715-2 |
2.618 |
694-0 |
1.618 |
681-0 |
1.000 |
673-0 |
0.618 |
668-0 |
HIGH |
660-0 |
0.618 |
655-0 |
0.500 |
653-4 |
0.382 |
652-0 |
LOW |
647-0 |
0.618 |
639-0 |
1.000 |
634-0 |
1.618 |
626-0 |
2.618 |
613-0 |
4.250 |
591-6 |
|
|
Fisher Pivots for day following 24-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
653-4 |
650-4 |
PP |
652-5 |
650-1 |
S1 |
651-7 |
649-5 |
|