CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
620-0 |
650-4 |
30-4 |
4.9% |
592-4 |
| High |
657-4 |
656-0 |
-1-4 |
-0.2% |
627-6 |
| Low |
620-0 |
643-0 |
23-0 |
3.7% |
592-4 |
| Close |
657-4 |
652-6 |
-4-6 |
-0.7% |
612-6 |
| Range |
37-4 |
13-0 |
-24-4 |
-65.3% |
35-2 |
| ATR |
18-0 |
17-6 |
-0-2 |
-1.4% |
0-0 |
| Volume |
41,263 |
55,094 |
13,831 |
33.5% |
238,154 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689-5 |
684-1 |
659-7 |
|
| R3 |
676-5 |
671-1 |
656-3 |
|
| R2 |
663-5 |
663-5 |
655-1 |
|
| R1 |
658-1 |
658-1 |
654-0 |
660-7 |
| PP |
650-5 |
650-5 |
650-5 |
652-0 |
| S1 |
645-1 |
645-1 |
651-4 |
647-7 |
| S2 |
637-5 |
637-5 |
650-3 |
|
| S3 |
624-5 |
632-1 |
649-1 |
|
| S4 |
611-5 |
619-1 |
645-5 |
|
|
| 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 |
610-4 |
47-0 |
7.2% |
16-0 |
2.4% |
90% |
False |
False |
36,648 |
| 10 |
657-4 |
592-4 |
65-0 |
10.0% |
13-4 |
2.1% |
93% |
False |
False |
42,714 |
| 20 |
733-4 |
592-4 |
141-0 |
21.6% |
14-4 |
2.2% |
43% |
False |
False |
39,105 |
| 40 |
788-0 |
592-4 |
195-4 |
30.0% |
13-2 |
2.0% |
31% |
False |
False |
33,240 |
| 60 |
788-0 |
592-4 |
195-4 |
30.0% |
12-3 |
1.9% |
31% |
False |
False |
29,268 |
| 80 |
788-0 |
592-4 |
195-4 |
30.0% |
12-6 |
2.0% |
31% |
False |
False |
25,934 |
| 100 |
788-0 |
592-4 |
195-4 |
30.0% |
12-5 |
1.9% |
31% |
False |
False |
22,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711-2 |
|
2.618 |
690-0 |
|
1.618 |
677-0 |
|
1.000 |
669-0 |
|
0.618 |
664-0 |
|
HIGH |
656-0 |
|
0.618 |
651-0 |
|
0.500 |
649-4 |
|
0.382 |
648-0 |
|
LOW |
643-0 |
|
0.618 |
635-0 |
|
1.000 |
630-0 |
|
1.618 |
622-0 |
|
2.618 |
609-0 |
|
4.250 |
587-6 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
651-5 |
647-3 |
| PP |
650-5 |
642-1 |
| S1 |
649-4 |
636-6 |
|