CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 06-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
623-4 |
638-4 |
15-0 |
2.4% |
666-2 |
High |
632-0 |
638-4 |
6-4 |
1.0% |
689-6 |
Low |
623-4 |
631-0 |
7-4 |
1.2% |
618-4 |
Close |
630-6 |
630-0 |
-0-6 |
-0.1% |
619-2 |
Range |
8-4 |
7-4 |
-1-0 |
-11.8% |
71-2 |
ATR |
15-7 |
15-2 |
-0-5 |
-3.7% |
0-0 |
Volume |
22,319 |
17,452 |
-4,867 |
-21.8% |
77,540 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
655-5 |
650-3 |
634-1 |
|
R3 |
648-1 |
642-7 |
632-0 |
|
R2 |
640-5 |
640-5 |
631-3 |
|
R1 |
635-3 |
635-3 |
630-6 |
634-2 |
PP |
633-1 |
633-1 |
633-1 |
632-5 |
S1 |
627-7 |
627-7 |
629-2 |
626-6 |
S2 |
625-5 |
625-5 |
628-5 |
|
S3 |
618-1 |
620-3 |
628-0 |
|
S4 |
610-5 |
612-7 |
625-7 |
|
|
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 |
670-3 |
2.618 |
658-1 |
1.618 |
650-5 |
1.000 |
646-0 |
0.618 |
643-1 |
HIGH |
638-4 |
0.618 |
635-5 |
0.500 |
634-6 |
0.382 |
633-7 |
LOW |
631-0 |
0.618 |
626-3 |
1.000 |
623-4 |
1.618 |
618-7 |
2.618 |
611-3 |
4.250 |
599-1 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
634-6 |
627-5 |
PP |
633-1 |
625-1 |
S1 |
631-5 |
622-6 |
|