CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
617-4 |
633-4 |
16-0 |
2.6% |
668-0 |
| High |
627-4 |
634-0 |
6-4 |
1.0% |
684-4 |
| Low |
617-4 |
624-6 |
7-2 |
1.2% |
613-2 |
| Close |
626-0 |
625-4 |
-0-4 |
-0.1% |
613-4 |
| Range |
10-0 |
9-2 |
-0-6 |
-7.5% |
71-2 |
| ATR |
16-1 |
15-5 |
-0-4 |
-3.1% |
0-0 |
| Volume |
13,644 |
11,659 |
-1,985 |
-14.5% |
65,890 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655-7 |
649-7 |
630-5 |
|
| R3 |
646-5 |
640-5 |
628-0 |
|
| R2 |
637-3 |
637-3 |
627-2 |
|
| R1 |
631-3 |
631-3 |
626-3 |
629-6 |
| PP |
628-1 |
628-1 |
628-1 |
627-2 |
| S1 |
622-1 |
622-1 |
624-5 |
620-4 |
| S2 |
618-7 |
618-7 |
623-6 |
|
| S3 |
609-5 |
612-7 |
623-0 |
|
| S4 |
600-3 |
603-5 |
620-3 |
|
|
| 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 |
673-2 |
|
2.618 |
658-2 |
|
1.618 |
649-0 |
|
1.000 |
643-2 |
|
0.618 |
639-6 |
|
HIGH |
634-0 |
|
0.618 |
630-4 |
|
0.500 |
629-3 |
|
0.382 |
628-2 |
|
LOW |
624-6 |
|
0.618 |
619-0 |
|
1.000 |
615-4 |
|
1.618 |
609-6 |
|
2.618 |
600-4 |
|
4.250 |
585-4 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
629-3 |
622-5 |
| PP |
628-1 |
619-6 |
| S1 |
626-6 |
616-7 |
|