CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 30-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
654-0 |
617-0 |
-37-0 |
-5.7% |
668-0 |
High |
658-0 |
625-0 |
-33-0 |
-5.0% |
684-4 |
Low |
649-0 |
613-2 |
-35-6 |
-5.5% |
613-2 |
Close |
653-2 |
613-4 |
-39-6 |
-6.1% |
613-4 |
Range |
9-0 |
11-6 |
2-6 |
30.6% |
71-2 |
ATR |
14-1 |
16-0 |
1-7 |
13.0% |
0-0 |
Volume |
15,473 |
14,876 |
-597 |
-3.9% |
65,890 |
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
652-4 |
644-6 |
620-0 |
|
R3 |
640-6 |
633-0 |
616-6 |
|
R2 |
629-0 |
629-0 |
615-5 |
|
R1 |
621-2 |
621-2 |
614-5 |
619-2 |
PP |
617-2 |
617-2 |
617-2 |
616-2 |
S1 |
609-4 |
609-4 |
612-3 |
607-4 |
S2 |
605-4 |
605-4 |
611-3 |
|
S3 |
593-6 |
597-6 |
610-2 |
|
S4 |
582-0 |
586-0 |
607-0 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
850-7 |
803-3 |
652-6 |
|
R3 |
779-5 |
732-1 |
633-1 |
|
R2 |
708-3 |
708-3 |
626-4 |
|
R1 |
660-7 |
660-7 |
620-0 |
649-0 |
PP |
637-1 |
637-1 |
637-1 |
631-1 |
S1 |
589-5 |
589-5 |
607-0 |
577-6 |
S2 |
565-7 |
565-7 |
600-4 |
|
S3 |
494-5 |
518-3 |
593-7 |
|
S4 |
423-3 |
447-1 |
574-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
675-0 |
2.618 |
655-6 |
1.618 |
644-0 |
1.000 |
636-6 |
0.618 |
632-2 |
HIGH |
625-0 |
0.618 |
620-4 |
0.500 |
619-1 |
0.382 |
617-6 |
LOW |
613-2 |
0.618 |
606-0 |
1.000 |
601-4 |
1.618 |
594-2 |
2.618 |
582-4 |
4.250 |
563-2 |
|
|
Fisher Pivots for day following 30-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
619-1 |
641-5 |
PP |
617-2 |
632-2 |
S1 |
615-3 |
622-7 |
|