CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
644-0 |
655-0 |
11-0 |
1.7% |
627-0 |
High |
654-0 |
657-2 |
3-2 |
0.5% |
658-0 |
Low |
643-0 |
647-6 |
4-6 |
0.7% |
616-0 |
Close |
652-6 |
648-4 |
-4-2 |
-0.7% |
651-4 |
Range |
11-0 |
9-4 |
-1-4 |
-13.6% |
42-0 |
ATR |
16-0 |
15-4 |
-0-4 |
-2.9% |
0-0 |
Volume |
39,068 |
79,799 |
40,731 |
104.3% |
205,557 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
679-5 |
673-5 |
653-6 |
|
R3 |
670-1 |
664-1 |
651-1 |
|
R2 |
660-5 |
660-5 |
650-2 |
|
R1 |
654-5 |
654-5 |
649-3 |
652-7 |
PP |
651-1 |
651-1 |
651-1 |
650-2 |
S1 |
645-1 |
645-1 |
647-5 |
643-3 |
S2 |
641-5 |
641-5 |
646-6 |
|
S3 |
632-1 |
635-5 |
645-7 |
|
S4 |
622-5 |
626-1 |
643-2 |
|
|
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 |
636-4 |
21-4 |
3.3% |
10-5 |
1.6% |
56% |
False |
False |
52,906 |
10 |
658-0 |
610-4 |
47-4 |
7.3% |
13-2 |
2.0% |
80% |
False |
False |
44,777 |
20 |
683-4 |
592-4 |
91-0 |
14.0% |
13-6 |
2.1% |
62% |
False |
False |
42,848 |
40 |
788-0 |
592-4 |
195-4 |
30.1% |
13-7 |
2.1% |
29% |
False |
False |
37,496 |
60 |
788-0 |
592-4 |
195-4 |
30.1% |
12-4 |
1.9% |
29% |
False |
False |
32,386 |
80 |
788-0 |
592-4 |
195-4 |
30.1% |
12-3 |
1.9% |
29% |
False |
False |
28,407 |
100 |
788-0 |
592-4 |
195-4 |
30.1% |
12-5 |
1.9% |
29% |
False |
False |
24,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
697-5 |
2.618 |
682-1 |
1.618 |
672-5 |
1.000 |
666-6 |
0.618 |
663-1 |
HIGH |
657-2 |
0.618 |
653-5 |
0.500 |
652-4 |
0.382 |
651-3 |
LOW |
647-6 |
0.618 |
641-7 |
1.000 |
638-2 |
1.618 |
632-3 |
2.618 |
622-7 |
4.250 |
607-3 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
652-4 |
650-1 |
PP |
651-1 |
649-5 |
S1 |
649-7 |
649-0 |
|