CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
669-0 |
662-0 |
-7-0 |
-1.0% |
647-4 |
High |
670-0 |
663-0 |
-7-0 |
-1.0% |
674-0 |
Low |
658-4 |
661-0 |
2-4 |
0.4% |
643-0 |
Close |
662-2 |
662-2 |
0-0 |
0.0% |
660-0 |
Range |
11-4 |
2-0 |
-9-4 |
-82.6% |
31-0 |
ATR |
15-1 |
14-1 |
-0-7 |
-6.2% |
0-0 |
Volume |
54,754 |
33,010 |
-21,744 |
-39.7% |
269,693 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
668-1 |
667-1 |
663-3 |
|
R3 |
666-1 |
665-1 |
662-6 |
|
R2 |
664-1 |
664-1 |
662-5 |
|
R1 |
663-1 |
663-1 |
662-3 |
663-5 |
PP |
662-1 |
662-1 |
662-1 |
662-2 |
S1 |
661-1 |
661-1 |
662-1 |
661-5 |
S2 |
660-1 |
660-1 |
661-7 |
|
S3 |
658-1 |
659-1 |
661-6 |
|
S4 |
656-1 |
657-1 |
661-1 |
|
|
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 |
647-4 |
26-4 |
4.0% |
10-2 |
1.6% |
56% |
False |
False |
52,892 |
10 |
674-0 |
636-4 |
37-4 |
5.7% |
10-6 |
1.6% |
69% |
False |
False |
50,429 |
20 |
674-0 |
592-4 |
81-4 |
12.3% |
12-4 |
1.9% |
86% |
False |
False |
46,070 |
40 |
788-0 |
592-4 |
195-4 |
29.5% |
13-5 |
2.1% |
36% |
False |
False |
39,388 |
60 |
788-0 |
592-4 |
195-4 |
29.5% |
12-4 |
1.9% |
36% |
False |
False |
34,443 |
80 |
788-0 |
592-4 |
195-4 |
29.5% |
12-2 |
1.8% |
36% |
False |
False |
30,007 |
100 |
788-0 |
592-4 |
195-4 |
29.5% |
12-4 |
1.9% |
36% |
False |
False |
26,297 |
120 |
788-0 |
592-4 |
195-4 |
29.5% |
12-5 |
1.9% |
36% |
False |
False |
22,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-4 |
2.618 |
668-2 |
1.618 |
666-2 |
1.000 |
665-0 |
0.618 |
664-2 |
HIGH |
663-0 |
0.618 |
662-2 |
0.500 |
662-0 |
0.382 |
661-6 |
LOW |
661-0 |
0.618 |
659-6 |
1.000 |
659-0 |
1.618 |
657-6 |
2.618 |
655-6 |
4.250 |
652-4 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
662-1 |
665-4 |
PP |
662-1 |
664-3 |
S1 |
662-0 |
663-3 |
|