CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
657-4 |
658-0 |
0-4 |
0.1% |
635-0 |
| High |
658-2 |
658-0 |
-0-2 |
0.0% |
664-6 |
| Low |
657-4 |
654-0 |
-3-4 |
-0.5% |
623-4 |
| Close |
658-2 |
654-2 |
-4-0 |
-0.6% |
658-6 |
| Range |
0-6 |
4-0 |
3-2 |
433.3% |
41-2 |
| ATR |
13-7 |
13-1 |
-0-5 |
-5.0% |
0-0 |
| Volume |
11,671 |
18,801 |
7,130 |
61.1% |
82,069 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667-3 |
664-7 |
656-4 |
|
| R3 |
663-3 |
660-7 |
655-3 |
|
| R2 |
659-3 |
659-3 |
655-0 |
|
| R1 |
656-7 |
656-7 |
654-5 |
656-1 |
| PP |
655-3 |
655-3 |
655-3 |
655-0 |
| S1 |
652-7 |
652-7 |
653-7 |
652-1 |
| S2 |
651-3 |
651-3 |
653-4 |
|
| S3 |
647-3 |
648-7 |
653-1 |
|
| S4 |
643-3 |
644-7 |
652-0 |
|
|
| 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 |
675-0 |
|
2.618 |
668-4 |
|
1.618 |
664-4 |
|
1.000 |
662-0 |
|
0.618 |
660-4 |
|
HIGH |
658-0 |
|
0.618 |
656-4 |
|
0.500 |
656-0 |
|
0.382 |
655-4 |
|
LOW |
654-0 |
|
0.618 |
651-4 |
|
1.000 |
650-0 |
|
1.618 |
647-4 |
|
2.618 |
643-4 |
|
4.250 |
637-0 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
656-0 |
657-6 |
| PP |
655-3 |
656-5 |
| S1 |
654-7 |
655-3 |
|