CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 24-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
674-0 |
669-4 |
-4-4 |
-0.7% |
654-0 |
High |
676-0 |
670-0 |
-6-0 |
-0.9% |
676-0 |
Low |
664-4 |
667-4 |
3-0 |
0.5% |
652-0 |
Close |
665-4 |
668-0 |
2-4 |
0.4% |
665-4 |
Range |
11-4 |
2-4 |
-9-0 |
-78.3% |
24-0 |
ATR |
13-0 |
12-3 |
-0-5 |
-4.7% |
0-0 |
Volume |
10,189 |
16,583 |
6,394 |
62.8% |
68,877 |
|
Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
676-0 |
674-4 |
669-3 |
|
R3 |
673-4 |
672-0 |
668-6 |
|
R2 |
671-0 |
671-0 |
668-4 |
|
R1 |
669-4 |
669-4 |
668-2 |
669-0 |
PP |
668-4 |
668-4 |
668-4 |
668-2 |
S1 |
667-0 |
667-0 |
667-6 |
666-4 |
S2 |
666-0 |
666-0 |
667-4 |
|
S3 |
663-4 |
664-4 |
667-2 |
|
S4 |
661-0 |
662-0 |
666-5 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
676-0 |
652-0 |
24-0 |
3.6% |
6-3 |
1.0% |
67% |
False |
False |
13,916 |
10 |
676-0 |
628-0 |
48-0 |
7.2% |
9-6 |
1.5% |
83% |
False |
False |
16,127 |
20 |
684-4 |
599-6 |
84-6 |
12.7% |
10-5 |
1.6% |
81% |
False |
False |
15,089 |
40 |
792-0 |
599-6 |
192-2 |
28.8% |
10-3 |
1.6% |
36% |
False |
False |
12,459 |
60 |
792-0 |
599-6 |
192-2 |
28.8% |
9-1 |
1.4% |
36% |
False |
False |
10,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
680-5 |
2.618 |
676-4 |
1.618 |
674-0 |
1.000 |
672-4 |
0.618 |
671-4 |
HIGH |
670-0 |
0.618 |
669-0 |
0.500 |
668-6 |
0.382 |
668-4 |
LOW |
667-4 |
0.618 |
666-0 |
1.000 |
665-0 |
1.618 |
663-4 |
2.618 |
661-0 |
4.250 |
656-7 |
|
|
Fisher Pivots for day following 24-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
668-6 |
666-5 |
PP |
668-4 |
665-3 |
S1 |
668-2 |
664-0 |
|