CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
647-4 |
644-0 |
-3-4 |
-0.5% |
627-0 |
High |
655-4 |
654-0 |
-1-4 |
-0.2% |
658-0 |
Low |
647-4 |
643-0 |
-4-4 |
-0.7% |
616-0 |
Close |
651-2 |
652-6 |
1-4 |
0.2% |
651-4 |
Range |
8-0 |
11-0 |
3-0 |
37.5% |
42-0 |
ATR |
16-3 |
16-0 |
-0-3 |
-2.4% |
0-0 |
Volume |
53,926 |
39,068 |
-14,858 |
-27.6% |
205,557 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-7 |
678-7 |
658-6 |
|
R3 |
671-7 |
667-7 |
655-6 |
|
R2 |
660-7 |
660-7 |
654-6 |
|
R1 |
656-7 |
656-7 |
653-6 |
658-7 |
PP |
649-7 |
649-7 |
649-7 |
651-0 |
S1 |
645-7 |
645-7 |
651-6 |
647-7 |
S2 |
638-7 |
638-7 |
650-6 |
|
S3 |
627-7 |
634-7 |
649-6 |
|
S4 |
616-7 |
623-7 |
646-6 |
|
|
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 |
636-4 |
21-4 |
3.3% |
11-2 |
1.7% |
76% |
False |
False |
47,965 |
10 |
658-0 |
609-6 |
48-2 |
7.4% |
13-3 |
2.0% |
89% |
False |
False |
42,004 |
20 |
706-0 |
592-4 |
113-4 |
17.4% |
13-5 |
2.1% |
53% |
False |
False |
40,447 |
40 |
788-0 |
592-4 |
195-4 |
30.0% |
13-6 |
2.1% |
31% |
False |
False |
35,875 |
60 |
788-0 |
592-4 |
195-4 |
30.0% |
12-3 |
1.9% |
31% |
False |
False |
31,226 |
80 |
788-0 |
592-4 |
195-4 |
30.0% |
12-2 |
1.9% |
31% |
False |
False |
27,631 |
100 |
788-0 |
592-4 |
195-4 |
30.0% |
12-5 |
1.9% |
31% |
False |
False |
23,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
700-6 |
2.618 |
682-6 |
1.618 |
671-6 |
1.000 |
665-0 |
0.618 |
660-6 |
HIGH |
654-0 |
0.618 |
649-6 |
0.500 |
648-4 |
0.382 |
647-2 |
LOW |
643-0 |
0.618 |
636-2 |
1.000 |
632-0 |
1.618 |
625-2 |
2.618 |
614-2 |
4.250 |
596-2 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
651-3 |
652-0 |
PP |
649-7 |
651-2 |
S1 |
648-4 |
650-4 |
|