CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
613-0 |
627-0 |
14-0 |
2.3% |
592-4 |
| High |
615-4 |
630-0 |
14-4 |
2.4% |
627-6 |
| Low |
610-4 |
616-0 |
5-4 |
0.9% |
592-4 |
| Close |
612-6 |
617-4 |
4-6 |
0.8% |
612-6 |
| Range |
5-0 |
14-0 |
9-0 |
180.0% |
35-2 |
| ATR |
16-2 |
16-2 |
0-1 |
0.5% |
0-0 |
| Volume |
37,637 |
17,459 |
-20,178 |
-53.6% |
238,154 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-1 |
654-3 |
625-2 |
|
| R3 |
649-1 |
640-3 |
621-3 |
|
| R2 |
635-1 |
635-1 |
620-1 |
|
| R1 |
626-3 |
626-3 |
618-6 |
623-6 |
| PP |
621-1 |
621-1 |
621-1 |
619-7 |
| S1 |
612-3 |
612-3 |
616-2 |
609-6 |
| S2 |
607-1 |
607-1 |
614-7 |
|
| S3 |
593-1 |
598-3 |
613-5 |
|
| S4 |
579-1 |
584-3 |
609-6 |
|
|
| 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 |
630-0 |
594-4 |
35-4 |
5.7% |
10-0 |
1.6% |
65% |
True |
False |
39,238 |
| 10 |
677-4 |
592-4 |
85-0 |
13.8% |
12-1 |
2.0% |
29% |
False |
False |
40,498 |
| 20 |
754-0 |
592-4 |
161-4 |
26.2% |
13-3 |
2.2% |
15% |
False |
False |
38,515 |
| 40 |
788-0 |
592-4 |
195-4 |
31.7% |
12-4 |
2.0% |
13% |
False |
False |
31,921 |
| 60 |
788-0 |
592-4 |
195-4 |
31.7% |
12-0 |
1.9% |
13% |
False |
False |
28,143 |
| 80 |
788-0 |
592-4 |
195-4 |
31.7% |
12-3 |
2.0% |
13% |
False |
False |
24,956 |
| 100 |
788-0 |
592-4 |
195-4 |
31.7% |
12-3 |
2.0% |
13% |
False |
False |
21,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689-4 |
|
2.618 |
666-5 |
|
1.618 |
652-5 |
|
1.000 |
644-0 |
|
0.618 |
638-5 |
|
HIGH |
630-0 |
|
0.618 |
624-5 |
|
0.500 |
623-0 |
|
0.382 |
621-3 |
|
LOW |
616-0 |
|
0.618 |
607-3 |
|
1.000 |
602-0 |
|
1.618 |
593-3 |
|
2.618 |
579-3 |
|
4.250 |
556-4 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
623-0 |
620-2 |
| PP |
621-1 |
619-3 |
| S1 |
619-3 |
618-3 |
|