CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
662-0 |
660-0 |
-2-0 |
-0.3% |
647-4 |
| High |
662-4 |
668-0 |
5-4 |
0.8% |
674-0 |
| Low |
648-0 |
652-4 |
4-4 |
0.7% |
643-0 |
| Close |
649-4 |
663-4 |
14-0 |
2.2% |
660-0 |
| Range |
14-4 |
15-4 |
1-0 |
6.9% |
31-0 |
| ATR |
14-2 |
14-4 |
0-2 |
2.2% |
0-0 |
| Volume |
40,151 |
61,701 |
21,550 |
53.7% |
269,693 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707-7 |
701-1 |
672-0 |
|
| R3 |
692-3 |
685-5 |
667-6 |
|
| R2 |
676-7 |
676-7 |
666-3 |
|
| R1 |
670-1 |
670-1 |
664-7 |
673-4 |
| PP |
661-3 |
661-3 |
661-3 |
663-0 |
| S1 |
654-5 |
654-5 |
662-1 |
658-0 |
| S2 |
645-7 |
645-7 |
660-5 |
|
| S3 |
630-3 |
639-1 |
659-2 |
|
| S4 |
614-7 |
623-5 |
655-0 |
|
|
| 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 |
648-0 |
26-0 |
3.9% |
12-1 |
1.8% |
60% |
False |
False |
46,952 |
| 10 |
674-0 |
643-0 |
31-0 |
4.7% |
11-0 |
1.7% |
66% |
False |
False |
49,503 |
| 20 |
674-0 |
592-4 |
81-4 |
12.3% |
12-5 |
1.9% |
87% |
False |
False |
46,821 |
| 40 |
776-4 |
592-4 |
184-0 |
27.7% |
13-7 |
2.1% |
39% |
False |
False |
40,879 |
| 60 |
788-0 |
592-4 |
195-4 |
29.5% |
12-3 |
1.9% |
36% |
False |
False |
35,380 |
| 80 |
788-0 |
592-4 |
195-4 |
29.5% |
12-3 |
1.9% |
36% |
False |
False |
30,688 |
| 100 |
788-0 |
592-4 |
195-4 |
29.5% |
12-6 |
1.9% |
36% |
False |
False |
27,187 |
| 120 |
788-0 |
592-4 |
195-4 |
29.5% |
12-5 |
1.9% |
36% |
False |
False |
23,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
733-7 |
|
2.618 |
708-5 |
|
1.618 |
693-1 |
|
1.000 |
683-4 |
|
0.618 |
677-5 |
|
HIGH |
668-0 |
|
0.618 |
662-1 |
|
0.500 |
660-2 |
|
0.382 |
658-3 |
|
LOW |
652-4 |
|
0.618 |
642-7 |
|
1.000 |
637-0 |
|
1.618 |
627-3 |
|
2.618 |
611-7 |
|
4.250 |
586-5 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
662-3 |
661-5 |
| PP |
661-3 |
659-7 |
| S1 |
660-2 |
658-0 |
|