CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
650-4 |
646-4 |
-4-0 |
-0.6% |
592-4 |
High |
656-0 |
651-4 |
-4-4 |
-0.7% |
627-6 |
Low |
643-0 |
636-4 |
-6-4 |
-1.0% |
592-4 |
Close |
652-6 |
649-6 |
-3-0 |
-0.5% |
612-6 |
Range |
13-0 |
15-0 |
2-0 |
15.4% |
35-2 |
ATR |
17-6 |
17-5 |
-0-1 |
-0.6% |
0-0 |
Volume |
55,094 |
56,011 |
917 |
1.7% |
238,154 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
690-7 |
685-3 |
658-0 |
|
R3 |
675-7 |
670-3 |
653-7 |
|
R2 |
660-7 |
660-7 |
652-4 |
|
R1 |
655-3 |
655-3 |
651-1 |
658-1 |
PP |
645-7 |
645-7 |
645-7 |
647-2 |
S1 |
640-3 |
640-3 |
648-3 |
643-1 |
S2 |
630-7 |
630-7 |
647-0 |
|
S3 |
615-7 |
625-3 |
645-5 |
|
S4 |
600-7 |
610-3 |
641-4 |
|
|
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% |
16-7 |
2.6% |
84% |
False |
False |
41,492 |
10 |
657-4 |
592-4 |
65-0 |
10.0% |
14-3 |
2.2% |
88% |
False |
False |
44,138 |
20 |
718-0 |
592-4 |
125-4 |
19.3% |
14-2 |
2.2% |
46% |
False |
False |
40,342 |
40 |
788-0 |
592-4 |
195-4 |
30.1% |
13-4 |
2.1% |
29% |
False |
False |
33,841 |
60 |
788-0 |
592-4 |
195-4 |
30.1% |
12-4 |
1.9% |
29% |
False |
False |
29,867 |
80 |
788-0 |
592-4 |
195-4 |
30.1% |
12-7 |
2.0% |
29% |
False |
False |
26,560 |
100 |
788-0 |
592-4 |
195-4 |
30.1% |
12-5 |
2.0% |
29% |
False |
False |
22,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
715-2 |
2.618 |
690-6 |
1.618 |
675-6 |
1.000 |
666-4 |
0.618 |
660-6 |
HIGH |
651-4 |
0.618 |
645-6 |
0.500 |
644-0 |
0.382 |
642-2 |
LOW |
636-4 |
0.618 |
627-2 |
1.000 |
621-4 |
1.618 |
612-2 |
2.618 |
597-2 |
4.250 |
572-6 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
647-7 |
646-1 |
PP |
645-7 |
642-3 |
S1 |
644-0 |
638-6 |
|