CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
669-4 |
667-4 |
-2-0 |
-0.3% |
654-0 |
High |
670-0 |
669-2 |
-0-6 |
-0.1% |
676-0 |
Low |
667-4 |
665-4 |
-2-0 |
-0.3% |
652-0 |
Close |
668-0 |
667-6 |
-0-2 |
0.0% |
665-4 |
Range |
2-4 |
3-6 |
1-2 |
50.0% |
24-0 |
ATR |
12-3 |
11-6 |
-0-5 |
-5.0% |
0-0 |
Volume |
16,583 |
12,440 |
-4,143 |
-25.0% |
68,877 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
678-6 |
677-0 |
669-6 |
|
R3 |
675-0 |
673-2 |
668-6 |
|
R2 |
671-2 |
671-2 |
668-4 |
|
R1 |
669-4 |
669-4 |
668-1 |
670-3 |
PP |
667-4 |
667-4 |
667-4 |
668-0 |
S1 |
665-6 |
665-6 |
667-3 |
666-5 |
S2 |
663-6 |
663-6 |
667-0 |
|
S3 |
660-0 |
662-0 |
666-6 |
|
S4 |
656-2 |
658-2 |
665-6 |
|
|
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% |
7-0 |
1.0% |
66% |
False |
False |
14,070 |
10 |
676-0 |
647-0 |
29-0 |
4.3% |
6-3 |
1.0% |
72% |
False |
False |
16,154 |
20 |
676-0 |
599-6 |
76-2 |
11.4% |
10-1 |
1.5% |
89% |
False |
False |
15,200 |
40 |
792-0 |
599-6 |
192-2 |
28.8% |
10-2 |
1.5% |
35% |
False |
False |
12,576 |
60 |
792-0 |
599-6 |
192-2 |
28.8% |
9-0 |
1.4% |
35% |
False |
False |
10,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
685-2 |
2.618 |
679-1 |
1.618 |
675-3 |
1.000 |
673-0 |
0.618 |
671-5 |
HIGH |
669-2 |
0.618 |
667-7 |
0.500 |
667-3 |
0.382 |
666-7 |
LOW |
665-4 |
0.618 |
663-1 |
1.000 |
661-6 |
1.618 |
659-3 |
2.618 |
655-5 |
4.250 |
649-4 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
667-5 |
670-2 |
PP |
667-4 |
669-3 |
S1 |
667-3 |
668-5 |
|