CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 11-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
627-0 |
620-0 |
-7-0 |
-1.1% |
592-4 |
High |
630-0 |
657-4 |
27-4 |
4.4% |
627-6 |
Low |
616-0 |
620-0 |
4-0 |
0.6% |
592-4 |
Close |
617-4 |
657-4 |
40-0 |
6.5% |
612-6 |
Range |
14-0 |
37-4 |
23-4 |
167.9% |
35-2 |
ATR |
16-2 |
18-0 |
1-6 |
10.4% |
0-0 |
Volume |
17,459 |
41,263 |
23,804 |
136.3% |
238,154 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
757-4 |
745-0 |
678-1 |
|
R3 |
720-0 |
707-4 |
667-6 |
|
R2 |
682-4 |
682-4 |
664-3 |
|
R1 |
670-0 |
670-0 |
661-0 |
676-2 |
PP |
645-0 |
645-0 |
645-0 |
648-1 |
S1 |
632-4 |
632-4 |
654-0 |
638-6 |
S2 |
607-4 |
607-4 |
650-5 |
|
S3 |
570-0 |
595-0 |
647-2 |
|
S4 |
532-4 |
557-4 |
636-7 |
|
|
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 |
657-4 |
609-6 |
47-6 |
7.3% |
15-3 |
2.3% |
100% |
True |
False |
36,042 |
10 |
661-4 |
592-4 |
69-0 |
10.5% |
14-1 |
2.2% |
94% |
False |
False |
41,712 |
20 |
740-0 |
592-4 |
147-4 |
22.4% |
14-2 |
2.2% |
44% |
False |
False |
38,675 |
40 |
788-0 |
592-4 |
195-4 |
29.7% |
13-2 |
2.0% |
33% |
False |
False |
32,146 |
60 |
788-0 |
592-4 |
195-4 |
29.7% |
12-4 |
1.9% |
33% |
False |
False |
28,562 |
80 |
788-0 |
592-4 |
195-4 |
29.7% |
12-5 |
1.9% |
33% |
False |
False |
25,362 |
100 |
788-0 |
592-4 |
195-4 |
29.7% |
12-6 |
1.9% |
33% |
False |
False |
21,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
816-7 |
2.618 |
755-5 |
1.618 |
718-1 |
1.000 |
695-0 |
0.618 |
680-5 |
HIGH |
657-4 |
0.618 |
643-1 |
0.500 |
638-6 |
0.382 |
634-3 |
LOW |
620-0 |
0.618 |
596-7 |
1.000 |
582-4 |
1.618 |
559-3 |
2.618 |
521-7 |
4.250 |
460-5 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
651-2 |
649-5 |
PP |
645-0 |
641-7 |
S1 |
638-6 |
634-0 |
|