CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
632-0 |
655-0 |
23-0 |
3.6% |
606-2 |
| High |
669-2 |
667-0 |
-2-2 |
-0.3% |
638-4 |
| Low |
632-0 |
655-0 |
23-0 |
3.6% |
606-2 |
| Close |
669-2 |
664-2 |
-5-0 |
-0.7% |
624-2 |
| Range |
37-2 |
12-0 |
-25-2 |
-67.8% |
32-2 |
| ATR |
16-5 |
16-3 |
-0-1 |
-1.0% |
0-0 |
| Volume |
17,028 |
31,379 |
14,351 |
84.3% |
111,123 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
698-1 |
693-1 |
670-7 |
|
| R3 |
686-1 |
681-1 |
667-4 |
|
| R2 |
674-1 |
674-1 |
666-4 |
|
| R1 |
669-1 |
669-1 |
665-3 |
671-5 |
| PP |
662-1 |
662-1 |
662-1 |
663-2 |
| S1 |
657-1 |
657-1 |
663-1 |
659-5 |
| S2 |
650-1 |
650-1 |
662-0 |
|
| S3 |
638-1 |
645-1 |
661-0 |
|
| S4 |
626-1 |
633-1 |
657-5 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719-6 |
704-2 |
642-0 |
|
| R3 |
687-4 |
672-0 |
633-1 |
|
| R2 |
655-2 |
655-2 |
630-1 |
|
| R1 |
639-6 |
639-6 |
627-2 |
647-4 |
| PP |
623-0 |
623-0 |
623-0 |
626-7 |
| S1 |
607-4 |
607-4 |
621-2 |
615-2 |
| S2 |
590-6 |
590-6 |
618-3 |
|
| S3 |
558-4 |
575-2 |
615-3 |
|
| S4 |
526-2 |
543-0 |
606-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
718-0 |
|
2.618 |
698-3 |
|
1.618 |
686-3 |
|
1.000 |
679-0 |
|
0.618 |
674-3 |
|
HIGH |
667-0 |
|
0.618 |
662-3 |
|
0.500 |
661-0 |
|
0.382 |
659-5 |
|
LOW |
655-0 |
|
0.618 |
647-5 |
|
1.000 |
643-0 |
|
1.618 |
635-5 |
|
2.618 |
623-5 |
|
4.250 |
604-0 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
663-1 |
659-2 |
| PP |
662-1 |
654-1 |
| S1 |
661-0 |
649-1 |
|