CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
662-4 |
654-0 |
-8-4 |
-1.3% |
635-0 |
High |
663-0 |
661-4 |
-1-4 |
-0.2% |
664-6 |
Low |
655-0 |
654-0 |
-1-0 |
-0.2% |
623-4 |
Close |
658-6 |
658-0 |
-0-6 |
-0.1% |
658-6 |
Range |
8-0 |
7-4 |
-0-4 |
-6.3% |
41-2 |
ATR |
15-3 |
14-7 |
-0-5 |
-3.7% |
0-0 |
Volume |
15,066 |
15,877 |
811 |
5.4% |
82,069 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-3 |
676-5 |
662-1 |
|
R3 |
672-7 |
669-1 |
660-0 |
|
R2 |
665-3 |
665-3 |
659-3 |
|
R1 |
661-5 |
661-5 |
658-6 |
663-4 |
PP |
657-7 |
657-7 |
657-7 |
658-6 |
S1 |
654-1 |
654-1 |
657-2 |
656-0 |
S2 |
650-3 |
650-3 |
656-5 |
|
S3 |
642-7 |
646-5 |
656-0 |
|
S4 |
635-3 |
639-1 |
653-7 |
|
|
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 |
693-3 |
2.618 |
681-1 |
1.618 |
673-5 |
1.000 |
669-0 |
0.618 |
666-1 |
HIGH |
661-4 |
0.618 |
658-5 |
0.500 |
657-6 |
0.382 |
656-7 |
LOW |
654-0 |
0.618 |
649-3 |
1.000 |
646-4 |
1.618 |
641-7 |
2.618 |
634-3 |
4.250 |
622-1 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
657-7 |
657-0 |
PP |
657-7 |
656-0 |
S1 |
657-6 |
655-0 |
|