CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
654-6 |
664-2 |
9-4 |
1.5% |
639-2 |
| High |
662-0 |
667-2 |
5-2 |
0.8% |
669-2 |
| Low |
654-6 |
657-2 |
2-4 |
0.4% |
629-0 |
| Close |
662-2 |
658-2 |
-4-0 |
-0.6% |
663-2 |
| Range |
7-2 |
10-0 |
2-6 |
37.9% |
40-2 |
| ATR |
13-2 |
13-1 |
-0-2 |
-1.8% |
0-0 |
| Volume |
16,418 |
34,058 |
17,640 |
107.4% |
101,185 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-7 |
684-5 |
663-6 |
|
| R3 |
680-7 |
674-5 |
661-0 |
|
| R2 |
670-7 |
670-7 |
660-1 |
|
| R1 |
664-5 |
664-5 |
659-1 |
662-6 |
| PP |
660-7 |
660-7 |
660-7 |
660-0 |
| S1 |
654-5 |
654-5 |
657-3 |
652-6 |
| S2 |
650-7 |
650-7 |
656-3 |
|
| S3 |
640-7 |
644-5 |
655-4 |
|
| S4 |
630-7 |
634-5 |
652-6 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774-5 |
759-1 |
685-3 |
|
| R3 |
734-3 |
718-7 |
674-3 |
|
| R2 |
694-1 |
694-1 |
670-5 |
|
| R1 |
678-5 |
678-5 |
667-0 |
686-3 |
| PP |
653-7 |
653-7 |
653-7 |
657-6 |
| S1 |
638-3 |
638-3 |
659-4 |
646-1 |
| S2 |
613-5 |
613-5 |
655-7 |
|
| S3 |
573-3 |
598-1 |
652-1 |
|
| S4 |
533-1 |
557-7 |
641-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
709-6 |
|
2.618 |
693-3 |
|
1.618 |
683-3 |
|
1.000 |
677-2 |
|
0.618 |
673-3 |
|
HIGH |
667-2 |
|
0.618 |
663-3 |
|
0.500 |
662-2 |
|
0.382 |
661-1 |
|
LOW |
657-2 |
|
0.618 |
651-1 |
|
1.000 |
647-2 |
|
1.618 |
641-1 |
|
2.618 |
631-1 |
|
4.250 |
614-6 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
662-2 |
661-0 |
| PP |
660-7 |
660-1 |
| S1 |
659-5 |
659-1 |
|