CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 07-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
626-6 |
613-0 |
-13-6 |
-2.2% |
592-4 |
High |
627-6 |
615-4 |
-12-2 |
-2.0% |
627-6 |
Low |
617-4 |
610-4 |
-7-0 |
-1.1% |
592-4 |
Close |
618-2 |
612-6 |
-5-4 |
-0.9% |
612-6 |
Range |
10-2 |
5-0 |
-5-2 |
-51.2% |
35-2 |
ATR |
16-7 |
16-2 |
-0-5 |
-3.9% |
0-0 |
Volume |
31,789 |
37,637 |
5,848 |
18.4% |
238,154 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-7 |
625-3 |
615-4 |
|
R3 |
622-7 |
620-3 |
614-1 |
|
R2 |
617-7 |
617-7 |
613-5 |
|
R1 |
615-3 |
615-3 |
613-2 |
614-1 |
PP |
612-7 |
612-7 |
612-7 |
612-2 |
S1 |
610-3 |
610-3 |
612-2 |
609-1 |
S2 |
607-7 |
607-7 |
611-7 |
|
S3 |
602-7 |
605-3 |
611-3 |
|
S4 |
597-7 |
600-3 |
610-0 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
716-6 |
700-0 |
632-1 |
|
R3 |
681-4 |
664-6 |
622-4 |
|
R2 |
646-2 |
646-2 |
619-2 |
|
R1 |
629-4 |
629-4 |
616-0 |
637-7 |
PP |
611-0 |
611-0 |
611-0 |
615-2 |
S1 |
594-2 |
594-2 |
609-4 |
602-5 |
S2 |
575-6 |
575-6 |
606-2 |
|
S3 |
540-4 |
559-0 |
603-0 |
|
S4 |
505-2 |
523-6 |
593-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
627-6 |
592-4 |
35-2 |
5.8% |
10-7 |
1.8% |
57% |
False |
False |
47,630 |
10 |
677-4 |
592-4 |
85-0 |
13.9% |
12-0 |
2.0% |
24% |
False |
False |
42,259 |
20 |
760-0 |
592-4 |
167-4 |
27.3% |
13-4 |
2.2% |
12% |
False |
False |
39,837 |
40 |
788-0 |
592-4 |
195-4 |
31.9% |
12-2 |
2.0% |
10% |
False |
False |
32,360 |
60 |
788-0 |
592-4 |
195-4 |
31.9% |
12-0 |
2.0% |
10% |
False |
False |
28,077 |
80 |
788-0 |
592-4 |
195-4 |
31.9% |
12-3 |
2.0% |
10% |
False |
False |
24,899 |
100 |
788-0 |
592-4 |
195-4 |
31.9% |
12-4 |
2.0% |
10% |
False |
False |
21,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
636-6 |
2.618 |
628-5 |
1.618 |
623-5 |
1.000 |
620-4 |
0.618 |
618-5 |
HIGH |
615-4 |
0.618 |
613-5 |
0.500 |
613-0 |
0.382 |
612-3 |
LOW |
610-4 |
0.618 |
607-3 |
1.000 |
605-4 |
1.618 |
602-3 |
2.618 |
597-3 |
4.250 |
589-2 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
613-0 |
618-6 |
PP |
612-7 |
616-6 |
S1 |
612-7 |
614-6 |
|