CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 27-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
655-2 |
666-4 |
11-2 |
1.7% |
654-0 |
High |
655-2 |
673-0 |
17-6 |
2.7% |
676-0 |
Low |
655-2 |
656-0 |
0-6 |
0.1% |
652-0 |
Close |
655-2 |
668-6 |
13-4 |
2.1% |
665-4 |
Range |
0-0 |
17-0 |
17-0 |
|
24-0 |
ATR |
11-7 |
12-2 |
0-3 |
3.6% |
0-0 |
Volume |
8,375 |
11,506 |
3,131 |
37.4% |
68,877 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
716-7 |
709-7 |
678-1 |
|
R3 |
699-7 |
692-7 |
673-3 |
|
R2 |
682-7 |
682-7 |
671-7 |
|
R1 |
675-7 |
675-7 |
670-2 |
679-3 |
PP |
665-7 |
665-7 |
665-7 |
667-6 |
S1 |
658-7 |
658-7 |
667-2 |
662-3 |
S2 |
648-7 |
648-7 |
665-5 |
|
S3 |
631-7 |
641-7 |
664-1 |
|
S4 |
614-7 |
624-7 |
659-3 |
|
|
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 |
655-2 |
20-6 |
3.1% |
7-0 |
1.0% |
65% |
False |
False |
11,818 |
10 |
676-0 |
652-0 |
24-0 |
3.6% |
6-6 |
1.0% |
70% |
False |
False |
13,284 |
20 |
676-0 |
599-6 |
76-2 |
11.4% |
9-4 |
1.4% |
90% |
False |
False |
14,785 |
40 |
780-4 |
599-6 |
180-6 |
27.0% |
10-3 |
1.5% |
38% |
False |
False |
12,751 |
60 |
792-0 |
599-6 |
192-2 |
28.7% |
8-6 |
1.3% |
36% |
False |
False |
10,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
745-2 |
2.618 |
717-4 |
1.618 |
700-4 |
1.000 |
690-0 |
0.618 |
683-4 |
HIGH |
673-0 |
0.618 |
666-4 |
0.500 |
664-4 |
0.382 |
662-4 |
LOW |
656-0 |
0.618 |
645-4 |
1.000 |
639-0 |
1.618 |
628-4 |
2.618 |
611-4 |
4.250 |
583-6 |
|
|
Fisher Pivots for day following 27-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
667-3 |
667-2 |
PP |
665-7 |
665-5 |
S1 |
664-4 |
664-1 |
|