CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
650-0 |
662-4 |
12-4 |
1.9% |
635-0 |
| High |
657-0 |
663-0 |
6-0 |
0.9% |
664-6 |
| Low |
647-0 |
655-0 |
8-0 |
1.2% |
623-4 |
| Close |
656-4 |
658-6 |
2-2 |
0.3% |
658-6 |
| Range |
10-0 |
8-0 |
-2-0 |
-20.0% |
41-2 |
| ATR |
16-0 |
15-3 |
-0-5 |
-3.6% |
0-0 |
| Volume |
22,090 |
15,066 |
-7,024 |
-31.8% |
82,069 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
682-7 |
678-7 |
663-1 |
|
| R3 |
674-7 |
670-7 |
661-0 |
|
| R2 |
666-7 |
666-7 |
660-2 |
|
| R1 |
662-7 |
662-7 |
659-4 |
660-7 |
| PP |
658-7 |
658-7 |
658-7 |
658-0 |
| S1 |
654-7 |
654-7 |
658-0 |
652-7 |
| S2 |
650-7 |
650-7 |
657-2 |
|
| S3 |
642-7 |
646-7 |
656-4 |
|
| S4 |
634-7 |
638-7 |
654-3 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772-6 |
757-0 |
681-4 |
|
| R3 |
731-4 |
715-6 |
670-1 |
|
| R2 |
690-2 |
690-2 |
666-2 |
|
| R1 |
674-4 |
674-4 |
662-4 |
682-3 |
| PP |
649-0 |
649-0 |
649-0 |
653-0 |
| S1 |
633-2 |
633-2 |
655-0 |
641-1 |
| S2 |
607-6 |
607-6 |
651-2 |
|
| S3 |
566-4 |
592-0 |
647-3 |
|
| S4 |
525-2 |
550-6 |
636-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697-0 |
|
2.618 |
684-0 |
|
1.618 |
676-0 |
|
1.000 |
671-0 |
|
0.618 |
668-0 |
|
HIGH |
663-0 |
|
0.618 |
660-0 |
|
0.500 |
659-0 |
|
0.382 |
658-0 |
|
LOW |
655-0 |
|
0.618 |
650-0 |
|
1.000 |
647-0 |
|
1.618 |
642-0 |
|
2.618 |
634-0 |
|
4.250 |
621-0 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
659-0 |
657-4 |
| PP |
658-7 |
656-2 |
| S1 |
658-7 |
655-0 |
|