CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
646-4 |
657-4 |
11-0 |
1.7% |
627-0 |
High |
651-4 |
658-0 |
6-4 |
1.0% |
658-0 |
Low |
636-4 |
648-4 |
12-0 |
1.9% |
616-0 |
Close |
649-6 |
651-4 |
1-6 |
0.3% |
651-4 |
Range |
15-0 |
9-4 |
-5-4 |
-36.7% |
42-0 |
ATR |
17-5 |
17-0 |
-0-5 |
-3.3% |
0-0 |
Volume |
56,011 |
35,730 |
-20,281 |
-36.2% |
205,557 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
681-1 |
675-7 |
656-6 |
|
R3 |
671-5 |
666-3 |
654-1 |
|
R2 |
662-1 |
662-1 |
653-2 |
|
R1 |
656-7 |
656-7 |
652-3 |
654-6 |
PP |
652-5 |
652-5 |
652-5 |
651-5 |
S1 |
647-3 |
647-3 |
650-5 |
645-2 |
S2 |
643-1 |
643-1 |
649-6 |
|
S3 |
633-5 |
637-7 |
648-7 |
|
S4 |
624-1 |
628-3 |
646-2 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
767-7 |
751-5 |
674-5 |
|
R3 |
725-7 |
709-5 |
663-0 |
|
R2 |
683-7 |
683-7 |
659-2 |
|
R1 |
667-5 |
667-5 |
655-3 |
675-6 |
PP |
641-7 |
641-7 |
641-7 |
645-7 |
S1 |
625-5 |
625-5 |
647-5 |
633-6 |
S2 |
599-7 |
599-7 |
643-6 |
|
S3 |
557-7 |
583-5 |
640-0 |
|
S4 |
515-7 |
541-5 |
628-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-0 |
616-0 |
42-0 |
6.4% |
17-6 |
2.7% |
85% |
True |
False |
41,111 |
10 |
658-0 |
592-4 |
65-4 |
10.1% |
14-3 |
2.2% |
90% |
True |
False |
44,371 |
20 |
714-4 |
592-4 |
122-0 |
18.7% |
14-1 |
2.2% |
48% |
False |
False |
40,460 |
40 |
788-0 |
592-4 |
195-4 |
30.0% |
13-5 |
2.1% |
30% |
False |
False |
34,300 |
60 |
788-0 |
592-4 |
195-4 |
30.0% |
12-4 |
1.9% |
30% |
False |
False |
30,206 |
80 |
788-0 |
592-4 |
195-4 |
30.0% |
12-6 |
1.9% |
30% |
False |
False |
26,892 |
100 |
788-0 |
592-4 |
195-4 |
30.0% |
12-5 |
1.9% |
30% |
False |
False |
23,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
698-3 |
2.618 |
682-7 |
1.618 |
673-3 |
1.000 |
667-4 |
0.618 |
663-7 |
HIGH |
658-0 |
0.618 |
654-3 |
0.500 |
653-2 |
0.382 |
652-1 |
LOW |
648-4 |
0.618 |
642-5 |
1.000 |
639-0 |
1.618 |
633-1 |
2.618 |
623-5 |
4.250 |
608-1 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
653-2 |
650-1 |
PP |
652-5 |
648-5 |
S1 |
652-1 |
647-2 |
|