CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 04-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
600-0 |
603-0 |
3-0 |
0.5% |
668-0 |
High |
617-0 |
612-0 |
-5-0 |
-0.8% |
684-4 |
Low |
600-0 |
599-6 |
-0-2 |
0.0% |
613-2 |
Close |
613-6 |
608-4 |
-5-2 |
-0.9% |
613-4 |
Range |
17-0 |
12-2 |
-4-6 |
-27.9% |
71-2 |
ATR |
16-1 |
15-7 |
-0-1 |
-0.9% |
0-0 |
Volume |
23,907 |
17,140 |
-6,767 |
-28.3% |
65,890 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
643-4 |
638-2 |
615-2 |
|
R3 |
631-2 |
626-0 |
611-7 |
|
R2 |
619-0 |
619-0 |
610-6 |
|
R1 |
613-6 |
613-6 |
609-5 |
616-3 |
PP |
606-6 |
606-6 |
606-6 |
608-0 |
S1 |
601-4 |
601-4 |
607-3 |
604-1 |
S2 |
594-4 |
594-4 |
606-2 |
|
S3 |
582-2 |
589-2 |
605-1 |
|
S4 |
570-0 |
577-0 |
601-6 |
|
|
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 |
664-0 |
2.618 |
644-1 |
1.618 |
631-7 |
1.000 |
624-2 |
0.618 |
619-5 |
HIGH |
612-0 |
0.618 |
607-3 |
0.500 |
605-7 |
0.382 |
604-3 |
LOW |
599-6 |
0.618 |
592-1 |
1.000 |
587-4 |
1.618 |
579-7 |
2.618 |
567-5 |
4.250 |
547-6 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
607-5 |
612-3 |
PP |
606-6 |
611-1 |
S1 |
605-7 |
609-6 |
|