CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
658-0 |
652-0 |
-6-0 |
-0.9% |
635-0 |
| High |
658-0 |
665-0 |
7-0 |
1.1% |
664-6 |
| Low |
654-0 |
652-0 |
-2-0 |
-0.3% |
623-4 |
| Close |
654-2 |
664-4 |
10-2 |
1.6% |
658-6 |
| Range |
4-0 |
13-0 |
9-0 |
225.0% |
41-2 |
| ATR |
13-1 |
13-1 |
0-0 |
-0.1% |
0-0 |
| Volume |
18,801 |
12,339 |
-6,462 |
-34.4% |
82,069 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699-4 |
695-0 |
671-5 |
|
| R3 |
686-4 |
682-0 |
668-1 |
|
| R2 |
673-4 |
673-4 |
666-7 |
|
| R1 |
669-0 |
669-0 |
665-6 |
671-2 |
| PP |
660-4 |
660-4 |
660-4 |
661-5 |
| S1 |
656-0 |
656-0 |
663-2 |
658-2 |
| S2 |
647-4 |
647-4 |
662-1 |
|
| S3 |
634-4 |
643-0 |
660-7 |
|
| S4 |
621-4 |
630-0 |
657-3 |
|
|
| 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 |
720-2 |
|
2.618 |
699-0 |
|
1.618 |
686-0 |
|
1.000 |
678-0 |
|
0.618 |
673-0 |
|
HIGH |
665-0 |
|
0.618 |
660-0 |
|
0.500 |
658-4 |
|
0.382 |
657-0 |
|
LOW |
652-0 |
|
0.618 |
644-0 |
|
1.000 |
639-0 |
|
1.618 |
631-0 |
|
2.618 |
618-0 |
|
4.250 |
596-6 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
662-4 |
662-4 |
| PP |
660-4 |
660-4 |
| S1 |
658-4 |
658-4 |
|