CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 11-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
635-0 |
628-0 |
-7-0 |
-1.1% |
600-0 |
High |
636-0 |
664-6 |
28-6 |
4.5% |
634-0 |
Low |
623-4 |
628-0 |
4-4 |
0.7% |
599-6 |
Close |
624-6 |
664-6 |
40-0 |
6.4% |
620-2 |
Range |
12-4 |
36-6 |
24-2 |
194.0% |
34-2 |
ATR |
15-0 |
16-6 |
1-6 |
11.9% |
0-0 |
Volume |
6,258 |
12,164 |
5,906 |
94.4% |
80,978 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
762-6 |
750-4 |
685-0 |
|
R3 |
726-0 |
713-6 |
674-7 |
|
R2 |
689-2 |
689-2 |
671-4 |
|
R1 |
677-0 |
677-0 |
668-1 |
683-1 |
PP |
652-4 |
652-4 |
652-4 |
655-4 |
S1 |
640-2 |
640-2 |
661-3 |
646-3 |
S2 |
615-6 |
615-6 |
658-0 |
|
S3 |
579-0 |
603-4 |
654-5 |
|
S4 |
542-2 |
566-6 |
644-4 |
|
|
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 |
821-0 |
2.618 |
761-0 |
1.618 |
724-2 |
1.000 |
701-4 |
0.618 |
687-4 |
HIGH |
664-6 |
0.618 |
650-6 |
0.500 |
646-3 |
0.382 |
642-0 |
LOW |
628-0 |
0.618 |
605-2 |
1.000 |
591-2 |
1.618 |
568-4 |
2.618 |
531-6 |
4.250 |
471-6 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
658-5 |
657-2 |
PP |
652-4 |
649-5 |
S1 |
646-3 |
642-1 |
|