CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 03-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
629-4 |
606-2 |
-23-2 |
-3.7% |
666-2 |
High |
630-0 |
621-4 |
-8-4 |
-1.3% |
689-6 |
Low |
618-4 |
606-2 |
-12-2 |
-2.0% |
618-4 |
Close |
619-2 |
619-2 |
0-0 |
0.0% |
619-2 |
Range |
11-4 |
15-2 |
3-6 |
32.6% |
71-2 |
ATR |
16-0 |
16-0 |
0-0 |
-0.3% |
0-0 |
Volume |
13,636 |
33,173 |
19,537 |
143.3% |
77,540 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
661-3 |
655-5 |
627-5 |
|
R3 |
646-1 |
640-3 |
623-4 |
|
R2 |
630-7 |
630-7 |
622-0 |
|
R1 |
625-1 |
625-1 |
620-5 |
628-0 |
PP |
615-5 |
615-5 |
615-5 |
617-1 |
S1 |
609-7 |
609-7 |
617-7 |
612-6 |
S2 |
600-3 |
600-3 |
616-4 |
|
S3 |
585-1 |
594-5 |
615-0 |
|
S4 |
569-7 |
579-3 |
610-7 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
856-2 |
809-0 |
658-4 |
|
R3 |
785-0 |
737-6 |
638-7 |
|
R2 |
713-6 |
713-6 |
632-2 |
|
R1 |
666-4 |
666-4 |
625-6 |
654-4 |
PP |
642-4 |
642-4 |
642-4 |
636-4 |
S1 |
595-2 |
595-2 |
612-6 |
583-2 |
S2 |
571-2 |
571-2 |
606-2 |
|
S3 |
500-0 |
524-0 |
599-5 |
|
S4 |
428-6 |
452-6 |
580-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
686-2 |
2.618 |
661-3 |
1.618 |
646-1 |
1.000 |
636-6 |
0.618 |
630-7 |
HIGH |
621-4 |
0.618 |
615-5 |
0.500 |
613-7 |
0.382 |
612-1 |
LOW |
606-2 |
0.618 |
596-7 |
1.000 |
591-0 |
1.618 |
581-5 |
2.618 |
566-3 |
4.250 |
541-4 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
617-4 |
633-3 |
PP |
615-5 |
628-5 |
S1 |
613-7 |
624-0 |
|