CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 03-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
617-0 |
600-0 |
-17-0 |
-2.8% |
668-0 |
High |
625-0 |
617-0 |
-8-0 |
-1.3% |
684-4 |
Low |
613-2 |
600-0 |
-13-2 |
-2.2% |
613-2 |
Close |
613-4 |
613-6 |
0-2 |
0.0% |
613-4 |
Range |
11-6 |
17-0 |
5-2 |
44.7% |
71-2 |
ATR |
16-0 |
16-1 |
0-1 |
0.4% |
0-0 |
Volume |
14,876 |
23,907 |
9,031 |
60.7% |
65,890 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
661-2 |
654-4 |
623-1 |
|
R3 |
644-2 |
637-4 |
618-3 |
|
R2 |
627-2 |
627-2 |
616-7 |
|
R1 |
620-4 |
620-4 |
615-2 |
623-7 |
PP |
610-2 |
610-2 |
610-2 |
612-0 |
S1 |
603-4 |
603-4 |
612-2 |
606-7 |
S2 |
593-2 |
593-2 |
610-5 |
|
S3 |
576-2 |
586-4 |
609-1 |
|
S4 |
559-2 |
569-4 |
604-3 |
|
|
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 |
689-2 |
2.618 |
661-4 |
1.618 |
644-4 |
1.000 |
634-0 |
0.618 |
627-4 |
HIGH |
617-0 |
0.618 |
610-4 |
0.500 |
608-4 |
0.382 |
606-4 |
LOW |
600-0 |
0.618 |
589-4 |
1.000 |
583-0 |
1.618 |
572-4 |
2.618 |
555-4 |
4.250 |
527-6 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
612-0 |
629-0 |
PP |
610-2 |
623-7 |
S1 |
608-4 |
618-7 |
|