CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 21-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
652-0 |
674-0 |
22-0 |
3.4% |
654-0 |
High |
665-0 |
676-0 |
11-0 |
1.7% |
676-0 |
Low |
652-0 |
664-4 |
12-4 |
1.9% |
652-0 |
Close |
664-4 |
665-4 |
1-0 |
0.2% |
665-4 |
Range |
13-0 |
11-4 |
-1-4 |
-11.5% |
24-0 |
ATR |
13-1 |
13-0 |
-0-1 |
-0.9% |
0-0 |
Volume |
12,339 |
10,189 |
-2,150 |
-17.4% |
68,877 |
|
Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703-1 |
695-7 |
671-7 |
|
R3 |
691-5 |
684-3 |
668-5 |
|
R2 |
680-1 |
680-1 |
667-5 |
|
R1 |
672-7 |
672-7 |
666-4 |
670-6 |
PP |
668-5 |
668-5 |
668-5 |
667-5 |
S1 |
661-3 |
661-3 |
664-4 |
659-2 |
S2 |
657-1 |
657-1 |
663-3 |
|
S3 |
645-5 |
649-7 |
662-3 |
|
S4 |
634-1 |
638-3 |
659-1 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
736-4 |
725-0 |
678-6 |
|
R3 |
712-4 |
701-0 |
672-1 |
|
R2 |
688-4 |
688-4 |
669-7 |
|
R1 |
677-0 |
677-0 |
667-6 |
682-6 |
PP |
664-4 |
664-4 |
664-4 |
667-3 |
S1 |
653-0 |
653-0 |
663-2 |
658-6 |
S2 |
640-4 |
640-4 |
661-1 |
|
S3 |
616-4 |
629-0 |
658-7 |
|
S4 |
592-4 |
605-0 |
652-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
724-7 |
2.618 |
706-1 |
1.618 |
694-5 |
1.000 |
687-4 |
0.618 |
683-1 |
HIGH |
676-0 |
0.618 |
671-5 |
0.500 |
670-2 |
0.382 |
668-7 |
LOW |
664-4 |
0.618 |
657-3 |
1.000 |
653-0 |
1.618 |
645-7 |
2.618 |
634-3 |
4.250 |
615-5 |
|
|
Fisher Pivots for day following 21-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
670-2 |
665-0 |
PP |
668-5 |
664-4 |
S1 |
667-1 |
664-0 |
|