CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 04-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
592-4 |
594-4 |
2-0 |
0.3% |
654-0 |
High |
610-6 |
605-2 |
-5-4 |
-0.9% |
677-4 |
Low |
592-4 |
594-4 |
2-0 |
0.3% |
605-6 |
Close |
606-0 |
600-6 |
-5-2 |
-0.9% |
605-6 |
Range |
18-2 |
10-6 |
-7-4 |
-41.1% |
71-6 |
ATR |
17-5 |
17-2 |
-0-4 |
-2.5% |
0-0 |
Volume |
59,421 |
57,242 |
-2,179 |
-3.7% |
184,440 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-3 |
627-3 |
606-5 |
|
R3 |
621-5 |
616-5 |
603-6 |
|
R2 |
610-7 |
610-7 |
602-6 |
|
R1 |
605-7 |
605-7 |
601-6 |
608-3 |
PP |
600-1 |
600-1 |
600-1 |
601-4 |
S1 |
595-1 |
595-1 |
599-6 |
597-5 |
S2 |
589-3 |
589-3 |
598-6 |
|
S3 |
578-5 |
584-3 |
597-6 |
|
S4 |
567-7 |
573-5 |
594-7 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
844-7 |
797-1 |
645-2 |
|
R3 |
773-1 |
725-3 |
625-4 |
|
R2 |
701-3 |
701-3 |
618-7 |
|
R1 |
653-5 |
653-5 |
612-3 |
641-5 |
PP |
629-5 |
629-5 |
629-5 |
623-6 |
S1 |
581-7 |
581-7 |
599-1 |
569-7 |
S2 |
557-7 |
557-7 |
592-5 |
|
S3 |
486-1 |
510-1 |
586-0 |
|
S4 |
414-3 |
438-3 |
566-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
661-4 |
592-4 |
69-0 |
11.5% |
12-7 |
2.1% |
12% |
False |
False |
47,382 |
10 |
706-0 |
592-4 |
113-4 |
18.9% |
14-0 |
2.3% |
7% |
False |
False |
38,891 |
20 |
776-4 |
592-4 |
184-0 |
30.6% |
14-0 |
2.3% |
4% |
False |
False |
38,317 |
40 |
788-0 |
592-4 |
195-4 |
32.5% |
12-2 |
2.0% |
4% |
False |
False |
31,682 |
60 |
788-0 |
592-4 |
195-4 |
32.5% |
12-3 |
2.1% |
4% |
False |
False |
27,087 |
80 |
788-0 |
592-4 |
195-4 |
32.5% |
12-5 |
2.1% |
4% |
False |
False |
23,741 |
100 |
788-0 |
592-4 |
195-4 |
32.5% |
12-5 |
2.1% |
4% |
False |
False |
20,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
651-0 |
2.618 |
633-3 |
1.618 |
622-5 |
1.000 |
616-0 |
0.618 |
611-7 |
HIGH |
605-2 |
0.618 |
601-1 |
0.500 |
599-7 |
0.382 |
598-5 |
LOW |
594-4 |
0.618 |
587-7 |
1.000 |
583-6 |
1.618 |
577-1 |
2.618 |
566-3 |
4.250 |
548-6 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
600-4 |
603-6 |
PP |
600-1 |
602-6 |
S1 |
599-7 |
601-6 |
|