CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 20-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
664-2 |
656-4 |
-7-6 |
-1.2% |
639-2 |
High |
667-2 |
668-0 |
0-6 |
0.1% |
669-2 |
Low |
657-2 |
656-4 |
-0-6 |
-0.1% |
629-0 |
Close |
658-2 |
668-6 |
10-4 |
1.6% |
663-2 |
Range |
10-0 |
11-4 |
1-4 |
15.0% |
40-2 |
ATR |
13-1 |
13-0 |
-0-1 |
-0.9% |
0-0 |
Volume |
34,058 |
15,458 |
-18,600 |
-54.6% |
101,185 |
|
Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698-7 |
695-3 |
675-1 |
|
R3 |
687-3 |
683-7 |
671-7 |
|
R2 |
675-7 |
675-7 |
670-7 |
|
R1 |
672-3 |
672-3 |
669-6 |
674-1 |
PP |
664-3 |
664-3 |
664-3 |
665-2 |
S1 |
660-7 |
660-7 |
667-6 |
662-5 |
S2 |
652-7 |
652-7 |
666-5 |
|
S3 |
641-3 |
649-3 |
665-5 |
|
S4 |
629-7 |
637-7 |
662-3 |
|
|
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 |
716-7 |
2.618 |
698-1 |
1.618 |
686-5 |
1.000 |
679-4 |
0.618 |
675-1 |
HIGH |
668-0 |
0.618 |
663-5 |
0.500 |
662-2 |
0.382 |
660-7 |
LOW |
656-4 |
0.618 |
649-3 |
1.000 |
645-0 |
1.618 |
637-7 |
2.618 |
626-3 |
4.250 |
607-5 |
|
|
Fisher Pivots for day following 20-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
666-5 |
666-2 |
PP |
664-3 |
663-7 |
S1 |
662-2 |
661-3 |
|