CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 05-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
594-4 |
610-0 |
15-4 |
2.6% |
654-0 |
High |
605-2 |
620-0 |
14-6 |
2.4% |
677-4 |
Low |
594-4 |
609-6 |
15-2 |
2.6% |
605-6 |
Close |
600-6 |
618-2 |
17-4 |
2.9% |
605-6 |
Range |
10-6 |
10-2 |
-0-4 |
-4.7% |
71-6 |
ATR |
17-2 |
17-3 |
0-1 |
0.8% |
0-0 |
Volume |
57,242 |
52,065 |
-5,177 |
-9.0% |
184,440 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
646-6 |
642-6 |
623-7 |
|
R3 |
636-4 |
632-4 |
621-1 |
|
R2 |
626-2 |
626-2 |
620-1 |
|
R1 |
622-2 |
622-2 |
619-2 |
624-2 |
PP |
616-0 |
616-0 |
616-0 |
617-0 |
S1 |
612-0 |
612-0 |
617-2 |
614-0 |
S2 |
605-6 |
605-6 |
616-3 |
|
S3 |
595-4 |
601-6 |
615-3 |
|
S4 |
585-2 |
591-4 |
612-5 |
|
|
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 |
651-0 |
592-4 |
58-4 |
9.5% |
11-1 |
1.8% |
44% |
False |
False |
48,780 |
10 |
683-4 |
592-4 |
91-0 |
14.7% |
14-2 |
2.3% |
28% |
False |
False |
40,920 |
20 |
760-0 |
592-4 |
167-4 |
27.1% |
13-6 |
2.2% |
15% |
False |
False |
39,889 |
40 |
788-0 |
592-4 |
195-4 |
31.6% |
12-2 |
2.0% |
13% |
False |
False |
32,241 |
60 |
788-0 |
592-4 |
195-4 |
31.6% |
12-2 |
2.0% |
13% |
False |
False |
27,675 |
80 |
788-0 |
592-4 |
195-4 |
31.6% |
12-5 |
2.0% |
13% |
False |
False |
24,302 |
100 |
788-0 |
592-4 |
195-4 |
31.6% |
12-4 |
2.0% |
13% |
False |
False |
20,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
663-4 |
2.618 |
646-7 |
1.618 |
636-5 |
1.000 |
630-2 |
0.618 |
626-3 |
HIGH |
620-0 |
0.618 |
616-1 |
0.500 |
614-7 |
0.382 |
613-5 |
LOW |
609-6 |
0.618 |
603-3 |
1.000 |
599-4 |
1.618 |
593-1 |
2.618 |
582-7 |
4.250 |
566-2 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
617-1 |
614-2 |
PP |
616-0 |
610-2 |
S1 |
614-7 |
606-2 |
|