CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
660-0 |
659-4 |
-0-4 |
-0.1% |
669-0 |
High |
668-0 |
668-0 |
0-0 |
0.0% |
670-0 |
Low |
652-4 |
659-4 |
7-0 |
1.1% |
648-0 |
Close |
663-4 |
667-0 |
3-4 |
0.5% |
667-0 |
Range |
15-4 |
8-4 |
-7-0 |
-45.2% |
22-0 |
ATR |
14-4 |
14-1 |
-0-3 |
-3.0% |
0-0 |
Volume |
61,701 |
47,500 |
-14,201 |
-23.0% |
237,116 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
690-3 |
687-1 |
671-5 |
|
R3 |
681-7 |
678-5 |
669-3 |
|
R2 |
673-3 |
673-3 |
668-4 |
|
R1 |
670-1 |
670-1 |
667-6 |
671-6 |
PP |
664-7 |
664-7 |
664-7 |
665-5 |
S1 |
661-5 |
661-5 |
666-2 |
663-2 |
S2 |
656-3 |
656-3 |
665-4 |
|
S3 |
647-7 |
653-1 |
664-5 |
|
S4 |
639-3 |
644-5 |
662-3 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727-5 |
719-3 |
679-1 |
|
R3 |
705-5 |
697-3 |
673-0 |
|
R2 |
683-5 |
683-5 |
671-0 |
|
R1 |
675-3 |
675-3 |
669-0 |
668-4 |
PP |
661-5 |
661-5 |
661-5 |
658-2 |
S1 |
653-3 |
653-3 |
665-0 |
646-4 |
S2 |
639-5 |
639-5 |
663-0 |
|
S3 |
617-5 |
631-3 |
661-0 |
|
S4 |
595-5 |
609-3 |
654-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
670-0 |
648-0 |
22-0 |
3.3% |
10-3 |
1.6% |
86% |
False |
False |
47,423 |
10 |
674-0 |
643-0 |
31-0 |
4.6% |
10-7 |
1.6% |
77% |
False |
False |
50,680 |
20 |
674-0 |
592-4 |
81-4 |
12.2% |
12-5 |
1.9% |
91% |
False |
False |
47,526 |
40 |
776-4 |
592-4 |
184-0 |
27.6% |
13-4 |
2.0% |
40% |
False |
False |
41,625 |
60 |
788-0 |
592-4 |
195-4 |
29.3% |
12-3 |
1.8% |
38% |
False |
False |
35,828 |
80 |
788-0 |
592-4 |
195-4 |
29.3% |
12-3 |
1.9% |
38% |
False |
False |
31,049 |
100 |
788-0 |
592-4 |
195-4 |
29.3% |
12-6 |
1.9% |
38% |
False |
False |
27,605 |
120 |
788-0 |
592-4 |
195-4 |
29.3% |
12-4 |
1.9% |
38% |
False |
False |
23,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
704-1 |
2.618 |
690-2 |
1.618 |
681-6 |
1.000 |
676-4 |
0.618 |
673-2 |
HIGH |
668-0 |
0.618 |
664-6 |
0.500 |
663-6 |
0.382 |
662-6 |
LOW |
659-4 |
0.618 |
654-2 |
1.000 |
651-0 |
1.618 |
645-6 |
2.618 |
637-2 |
4.250 |
623-3 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
665-7 |
664-0 |
PP |
664-7 |
661-0 |
S1 |
663-6 |
658-0 |
|