CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
647-4 |
671-0 |
23-4 |
3.6% |
647-4 |
| High |
659-0 |
674-0 |
15-0 |
2.3% |
674-0 |
| Low |
647-4 |
657-0 |
9-4 |
1.5% |
643-0 |
| Close |
659-2 |
660-0 |
0-6 |
0.1% |
660-0 |
| Range |
11-4 |
17-0 |
5-4 |
47.8% |
31-0 |
| ATR |
15-2 |
15-3 |
0-1 |
0.8% |
0-0 |
| Volume |
51,754 |
45,146 |
-6,608 |
-12.8% |
269,693 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714-5 |
704-3 |
669-3 |
|
| R3 |
697-5 |
687-3 |
664-5 |
|
| R2 |
680-5 |
680-5 |
663-1 |
|
| R1 |
670-3 |
670-3 |
661-4 |
667-0 |
| PP |
663-5 |
663-5 |
663-5 |
662-0 |
| S1 |
653-3 |
653-3 |
658-4 |
650-0 |
| S2 |
646-5 |
646-5 |
656-7 |
|
| S3 |
629-5 |
636-3 |
655-3 |
|
| S4 |
612-5 |
619-3 |
650-5 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752-0 |
737-0 |
677-0 |
|
| R3 |
721-0 |
706-0 |
668-4 |
|
| R2 |
690-0 |
690-0 |
665-5 |
|
| R1 |
675-0 |
675-0 |
662-7 |
682-4 |
| PP |
659-0 |
659-0 |
659-0 |
662-6 |
| S1 |
644-0 |
644-0 |
657-1 |
651-4 |
| S2 |
628-0 |
628-0 |
654-3 |
|
| S3 |
597-0 |
613-0 |
651-4 |
|
| S4 |
566-0 |
582-0 |
643-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
674-0 |
643-0 |
31-0 |
4.7% |
11-3 |
1.7% |
55% |
True |
False |
53,938 |
| 10 |
674-0 |
616-0 |
58-0 |
8.8% |
14-5 |
2.2% |
76% |
True |
False |
47,525 |
| 20 |
677-4 |
592-4 |
85-0 |
12.9% |
13-2 |
2.0% |
79% |
False |
False |
44,892 |
| 40 |
788-0 |
592-4 |
195-4 |
29.6% |
14-1 |
2.1% |
35% |
False |
False |
38,566 |
| 60 |
788-0 |
592-4 |
195-4 |
29.6% |
12-5 |
1.9% |
35% |
False |
False |
33,577 |
| 80 |
788-0 |
592-4 |
195-4 |
29.6% |
12-2 |
1.9% |
35% |
False |
False |
29,314 |
| 100 |
788-0 |
592-4 |
195-4 |
29.6% |
12-5 |
1.9% |
35% |
False |
False |
25,535 |
| 120 |
788-0 |
592-4 |
195-4 |
29.6% |
12-5 |
1.9% |
35% |
False |
False |
22,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
746-2 |
|
2.618 |
718-4 |
|
1.618 |
701-4 |
|
1.000 |
691-0 |
|
0.618 |
684-4 |
|
HIGH |
674-0 |
|
0.618 |
667-4 |
|
0.500 |
665-4 |
|
0.382 |
663-4 |
|
LOW |
657-0 |
|
0.618 |
646-4 |
|
1.000 |
640-0 |
|
1.618 |
629-4 |
|
2.618 |
612-4 |
|
4.250 |
584-6 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
665-4 |
660-6 |
| PP |
663-5 |
660-4 |
| S1 |
661-7 |
660-2 |
|