CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 07-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
633-4 |
619-4 |
-14-0 |
-2.2% |
600-0 |
High |
634-0 |
620-0 |
-14-0 |
-2.2% |
634-0 |
Low |
624-6 |
619-4 |
-5-2 |
-0.8% |
599-6 |
Close |
625-4 |
620-2 |
-5-2 |
-0.8% |
620-2 |
Range |
9-2 |
0-4 |
-8-6 |
-94.6% |
34-2 |
ATR |
15-5 |
15-0 |
-0-6 |
-4.4% |
0-0 |
Volume |
11,659 |
14,628 |
2,969 |
25.5% |
80,978 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
621-3 |
621-3 |
620-4 |
|
R3 |
620-7 |
620-7 |
620-3 |
|
R2 |
620-3 |
620-3 |
620-3 |
|
R1 |
620-3 |
620-3 |
620-2 |
620-3 |
PP |
619-7 |
619-7 |
619-7 |
620-0 |
S1 |
619-7 |
619-7 |
620-2 |
619-7 |
S2 |
619-3 |
619-3 |
620-1 |
|
S3 |
618-7 |
619-3 |
620-1 |
|
S4 |
618-3 |
618-7 |
620-0 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-6 |
704-6 |
639-1 |
|
R3 |
686-4 |
670-4 |
629-5 |
|
R2 |
652-2 |
652-2 |
626-4 |
|
R1 |
636-2 |
636-2 |
623-3 |
644-2 |
PP |
618-0 |
618-0 |
618-0 |
622-0 |
S1 |
602-0 |
602-0 |
617-1 |
610-0 |
S2 |
583-6 |
583-6 |
614-0 |
|
S3 |
549-4 |
567-6 |
610-7 |
|
S4 |
515-2 |
533-4 |
601-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
622-1 |
2.618 |
621-2 |
1.618 |
620-6 |
1.000 |
620-4 |
0.618 |
620-2 |
HIGH |
620-0 |
0.618 |
619-6 |
0.500 |
619-6 |
0.382 |
619-6 |
LOW |
619-4 |
0.618 |
619-2 |
1.000 |
619-0 |
1.618 |
618-6 |
2.618 |
618-2 |
4.250 |
617-3 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
620-1 |
625-6 |
PP |
619-7 |
623-7 |
S1 |
619-6 |
622-1 |
|