CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 24-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
671-0 |
669-0 |
-2-0 |
-0.3% |
647-4 |
High |
674-0 |
670-0 |
-4-0 |
-0.6% |
674-0 |
Low |
657-0 |
658-4 |
1-4 |
0.2% |
643-0 |
Close |
660-0 |
662-2 |
2-2 |
0.3% |
660-0 |
Range |
17-0 |
11-4 |
-5-4 |
-32.4% |
31-0 |
ATR |
15-3 |
15-1 |
-0-2 |
-1.8% |
0-0 |
Volume |
45,146 |
54,754 |
9,608 |
21.3% |
269,693 |
|
Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698-1 |
691-5 |
668-5 |
|
R3 |
686-5 |
680-1 |
665-3 |
|
R2 |
675-1 |
675-1 |
664-3 |
|
R1 |
668-5 |
668-5 |
663-2 |
666-1 |
PP |
663-5 |
663-5 |
663-5 |
662-2 |
S1 |
657-1 |
657-1 |
661-2 |
654-5 |
S2 |
652-1 |
652-1 |
660-1 |
|
S3 |
640-5 |
645-5 |
659-1 |
|
S4 |
629-1 |
634-1 |
655-7 |
|
|
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% |
12-1 |
1.8% |
62% |
False |
False |
54,104 |
10 |
674-0 |
620-0 |
54-0 |
8.2% |
14-3 |
2.2% |
78% |
False |
False |
51,254 |
20 |
677-4 |
592-4 |
85-0 |
12.8% |
13-2 |
2.0% |
82% |
False |
False |
45,876 |
40 |
788-0 |
592-4 |
195-4 |
29.5% |
13-6 |
2.1% |
36% |
False |
False |
39,386 |
60 |
788-0 |
592-4 |
195-4 |
29.5% |
12-5 |
1.9% |
36% |
False |
False |
34,184 |
80 |
788-0 |
592-4 |
195-4 |
29.5% |
12-3 |
1.9% |
36% |
False |
False |
29,736 |
100 |
788-0 |
592-4 |
195-4 |
29.5% |
12-5 |
1.9% |
36% |
False |
False |
26,037 |
120 |
788-0 |
592-4 |
195-4 |
29.5% |
12-6 |
1.9% |
36% |
False |
False |
22,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
718-7 |
2.618 |
700-1 |
1.618 |
688-5 |
1.000 |
681-4 |
0.618 |
677-1 |
HIGH |
670-0 |
0.618 |
665-5 |
0.500 |
664-2 |
0.382 |
662-7 |
LOW |
658-4 |
0.618 |
651-3 |
1.000 |
647-0 |
1.618 |
639-7 |
2.618 |
628-3 |
4.250 |
609-5 |
|
|
Fisher Pivots for day following 24-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
664-2 |
661-6 |
PP |
663-5 |
661-2 |
S1 |
662-7 |
660-6 |
|