CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
666-0 |
654-0 |
-12-0 |
-1.8% |
703-0 |
High |
670-0 |
658-0 |
-12-0 |
-1.8% |
722-4 |
Low |
651-4 |
649-0 |
-2-4 |
-0.4% |
658-4 |
Close |
651-6 |
653-2 |
1-4 |
0.2% |
659-4 |
Range |
18-4 |
9-0 |
-9-4 |
-51.4% |
64-0 |
ATR |
14-4 |
14-1 |
-0-3 |
-2.7% |
0-0 |
Volume |
12,722 |
15,473 |
2,751 |
21.6% |
51,357 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-3 |
675-7 |
658-2 |
|
R3 |
671-3 |
666-7 |
655-6 |
|
R2 |
662-3 |
662-3 |
654-7 |
|
R1 |
657-7 |
657-7 |
654-1 |
655-5 |
PP |
653-3 |
653-3 |
653-3 |
652-2 |
S1 |
648-7 |
648-7 |
652-3 |
646-5 |
S2 |
644-3 |
644-3 |
651-5 |
|
S3 |
635-3 |
639-7 |
650-6 |
|
S4 |
626-3 |
630-7 |
648-2 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
872-1 |
829-7 |
694-6 |
|
R3 |
808-1 |
765-7 |
677-1 |
|
R2 |
744-1 |
744-1 |
671-2 |
|
R1 |
701-7 |
701-7 |
665-3 |
691-0 |
PP |
680-1 |
680-1 |
680-1 |
674-6 |
S1 |
637-7 |
637-7 |
653-5 |
627-0 |
S2 |
616-1 |
616-1 |
647-6 |
|
S3 |
552-1 |
573-7 |
641-7 |
|
S4 |
488-1 |
509-7 |
624-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
696-2 |
2.618 |
681-4 |
1.618 |
672-4 |
1.000 |
667-0 |
0.618 |
663-4 |
HIGH |
658-0 |
0.618 |
654-4 |
0.500 |
653-4 |
0.382 |
652-4 |
LOW |
649-0 |
0.618 |
643-4 |
1.000 |
640-0 |
1.618 |
634-4 |
2.618 |
625-4 |
4.250 |
610-6 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
653-4 |
666-6 |
PP |
653-3 |
662-2 |
S1 |
653-3 |
657-6 |
|