CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 27-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
649-4 |
648-2 |
-1-2 |
-0.2% |
636-0 |
High |
650-0 |
656-0 |
6-0 |
0.9% |
664-0 |
Low |
633-0 |
639-0 |
6-0 |
0.9% |
632-4 |
Close |
637-2 |
651-4 |
14-2 |
2.2% |
649-2 |
Range |
17-0 |
17-0 |
0-0 |
0.0% |
31-4 |
ATR |
16-4 |
16-5 |
0-1 |
1.0% |
0-0 |
Volume |
166,056 |
166,210 |
154 |
0.1% |
819,327 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
699-7 |
692-5 |
660-7 |
|
R3 |
682-7 |
675-5 |
656-1 |
|
R2 |
665-7 |
665-7 |
654-5 |
|
R1 |
658-5 |
658-5 |
653-0 |
662-2 |
PP |
648-7 |
648-7 |
648-7 |
650-5 |
S1 |
641-5 |
641-5 |
650-0 |
645-2 |
S2 |
631-7 |
631-7 |
648-3 |
|
S3 |
614-7 |
624-5 |
646-7 |
|
S4 |
597-7 |
607-5 |
642-1 |
|
|
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 |
633-0 |
31-0 |
4.8% |
14-4 |
2.2% |
60% |
False |
False |
153,487 |
10 |
664-0 |
632-4 |
31-4 |
4.8% |
13-7 |
2.1% |
60% |
False |
False |
157,195 |
20 |
664-0 |
577-0 |
87-0 |
13.4% |
14-6 |
2.3% |
86% |
False |
False |
170,109 |
40 |
766-0 |
577-0 |
189-0 |
29.0% |
16-1 |
2.5% |
39% |
False |
False |
173,742 |
60 |
777-0 |
577-0 |
200-0 |
30.7% |
14-6 |
2.3% |
37% |
False |
False |
172,757 |
80 |
777-0 |
577-0 |
200-0 |
30.7% |
14-7 |
2.3% |
37% |
False |
False |
166,598 |
100 |
777-0 |
576-0 |
201-0 |
30.9% |
15-2 |
2.3% |
38% |
False |
False |
158,331 |
120 |
777-0 |
576-0 |
201-0 |
30.9% |
14-7 |
2.3% |
38% |
False |
False |
143,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
728-2 |
2.618 |
700-4 |
1.618 |
683-4 |
1.000 |
673-0 |
0.618 |
666-4 |
HIGH |
656-0 |
0.618 |
649-4 |
0.500 |
647-4 |
0.382 |
645-4 |
LOW |
639-0 |
0.618 |
628-4 |
1.000 |
622-0 |
1.618 |
611-4 |
2.618 |
594-4 |
4.250 |
566-6 |
|
|
Fisher Pivots for day following 27-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
650-1 |
649-1 |
PP |
648-7 |
646-7 |
S1 |
647-4 |
644-4 |
|