CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
657-4 |
647-4 |
-10-0 |
-1.5% |
627-0 |
High |
658-0 |
655-4 |
-2-4 |
-0.4% |
658-0 |
Low |
648-4 |
647-4 |
-1-0 |
-0.2% |
616-0 |
Close |
651-4 |
651-2 |
-0-2 |
0.0% |
651-4 |
Range |
9-4 |
8-0 |
-1-4 |
-15.8% |
42-0 |
ATR |
17-0 |
16-3 |
-0-5 |
-3.8% |
0-0 |
Volume |
35,730 |
53,926 |
18,196 |
50.9% |
205,557 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
675-3 |
671-3 |
655-5 |
|
R3 |
667-3 |
663-3 |
653-4 |
|
R2 |
659-3 |
659-3 |
652-6 |
|
R1 |
655-3 |
655-3 |
652-0 |
657-3 |
PP |
651-3 |
651-3 |
651-3 |
652-4 |
S1 |
647-3 |
647-3 |
650-4 |
649-3 |
S2 |
643-3 |
643-3 |
649-6 |
|
S3 |
635-3 |
639-3 |
649-0 |
|
S4 |
627-3 |
631-3 |
646-7 |
|
|
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 |
620-0 |
38-0 |
5.8% |
16-5 |
2.5% |
82% |
False |
False |
48,404 |
10 |
658-0 |
594-4 |
63-4 |
9.8% |
13-3 |
2.0% |
89% |
False |
False |
43,821 |
20 |
714-4 |
592-4 |
122-0 |
18.7% |
13-6 |
2.1% |
48% |
False |
False |
40,962 |
40 |
788-0 |
592-4 |
195-4 |
30.0% |
13-5 |
2.1% |
30% |
False |
False |
35,248 |
60 |
788-0 |
592-4 |
195-4 |
30.0% |
12-3 |
1.9% |
30% |
False |
False |
30,771 |
80 |
788-0 |
592-4 |
195-4 |
30.0% |
12-3 |
1.9% |
30% |
False |
False |
27,360 |
100 |
788-0 |
592-4 |
195-4 |
30.0% |
12-4 |
1.9% |
30% |
False |
False |
23,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
689-4 |
2.618 |
676-4 |
1.618 |
668-4 |
1.000 |
663-4 |
0.618 |
660-4 |
HIGH |
655-4 |
0.618 |
652-4 |
0.500 |
651-4 |
0.382 |
650-4 |
LOW |
647-4 |
0.618 |
642-4 |
1.000 |
639-4 |
1.618 |
634-4 |
2.618 |
626-4 |
4.250 |
613-4 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
651-4 |
649-7 |
PP |
651-3 |
648-5 |
S1 |
651-3 |
647-2 |
|