CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
666-4 |
666-0 |
-0-4 |
-0.1% |
669-4 |
High |
673-0 |
672-6 |
-0-2 |
0.0% |
673-0 |
Low |
656-0 |
666-0 |
10-0 |
1.5% |
655-2 |
Close |
668-6 |
673-2 |
4-4 |
0.7% |
673-2 |
Range |
17-0 |
6-6 |
-10-2 |
-60.3% |
17-6 |
ATR |
12-2 |
11-7 |
-0-3 |
-3.2% |
0-0 |
Volume |
11,506 |
11,342 |
-164 |
-1.4% |
60,246 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
690-7 |
688-7 |
677-0 |
|
R3 |
684-1 |
682-1 |
675-1 |
|
R2 |
677-3 |
677-3 |
674-4 |
|
R1 |
675-3 |
675-3 |
673-7 |
676-3 |
PP |
670-5 |
670-5 |
670-5 |
671-2 |
S1 |
668-5 |
668-5 |
672-5 |
669-5 |
S2 |
663-7 |
663-7 |
672-0 |
|
S3 |
657-1 |
661-7 |
671-3 |
|
S4 |
650-3 |
655-1 |
669-4 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-3 |
714-5 |
683-0 |
|
R3 |
702-5 |
696-7 |
678-1 |
|
R2 |
684-7 |
684-7 |
676-4 |
|
R1 |
679-1 |
679-1 |
674-7 |
682-0 |
PP |
667-1 |
667-1 |
667-1 |
668-5 |
S1 |
661-3 |
661-3 |
671-5 |
664-2 |
S2 |
649-3 |
649-3 |
670-0 |
|
S3 |
631-5 |
643-5 |
668-3 |
|
S4 |
613-7 |
625-7 |
663-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
673-0 |
655-2 |
17-6 |
2.6% |
6-0 |
0.9% |
101% |
False |
False |
12,049 |
10 |
676-0 |
652-0 |
24-0 |
3.6% |
6-5 |
1.0% |
89% |
False |
False |
12,912 |
20 |
676-0 |
599-6 |
76-2 |
11.3% |
9-2 |
1.4% |
96% |
False |
False |
14,608 |
40 |
780-4 |
599-6 |
180-6 |
26.8% |
10-0 |
1.5% |
41% |
False |
False |
12,888 |
60 |
792-0 |
599-6 |
192-2 |
28.6% |
8-7 |
1.3% |
38% |
False |
False |
10,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
701-4 |
2.618 |
690-3 |
1.618 |
683-5 |
1.000 |
679-4 |
0.618 |
676-7 |
HIGH |
672-6 |
0.618 |
670-1 |
0.500 |
669-3 |
0.382 |
668-5 |
LOW |
666-0 |
0.618 |
661-7 |
1.000 |
659-2 |
1.618 |
655-1 |
2.618 |
648-3 |
4.250 |
637-2 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
672-0 |
670-2 |
PP |
670-5 |
667-1 |
S1 |
669-3 |
664-1 |
|