CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 05-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
607-6 |
623-4 |
15-6 |
2.6% |
666-2 |
High |
616-4 |
632-0 |
15-4 |
2.5% |
689-6 |
Low |
607-0 |
623-4 |
16-4 |
2.7% |
618-4 |
Close |
613-6 |
630-6 |
17-0 |
2.8% |
619-2 |
Range |
9-4 |
8-4 |
-1-0 |
-10.5% |
71-2 |
ATR |
15-6 |
15-7 |
0-1 |
1.2% |
0-0 |
Volume |
21,344 |
22,319 |
975 |
4.6% |
77,540 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654-2 |
651-0 |
635-3 |
|
R3 |
645-6 |
642-4 |
633-1 |
|
R2 |
637-2 |
637-2 |
632-2 |
|
R1 |
634-0 |
634-0 |
631-4 |
635-5 |
PP |
628-6 |
628-6 |
628-6 |
629-4 |
S1 |
625-4 |
625-4 |
630-0 |
627-1 |
S2 |
620-2 |
620-2 |
629-2 |
|
S3 |
611-6 |
617-0 |
628-3 |
|
S4 |
603-2 |
608-4 |
626-1 |
|
|
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 |
668-1 |
2.618 |
654-2 |
1.618 |
645-6 |
1.000 |
640-4 |
0.618 |
637-2 |
HIGH |
632-0 |
0.618 |
628-6 |
0.500 |
627-6 |
0.382 |
626-6 |
LOW |
623-4 |
0.618 |
618-2 |
1.000 |
615-0 |
1.618 |
609-6 |
2.618 |
601-2 |
4.250 |
587-3 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
629-6 |
626-7 |
PP |
628-6 |
623-0 |
S1 |
627-6 |
619-1 |
|