CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
680-6 |
669-6 |
-11-0 |
-1.6% |
659-4 |
High |
681-0 |
670-6 |
-10-2 |
-1.5% |
682-4 |
Low |
670-6 |
669-6 |
-1-0 |
-0.1% |
654-6 |
Close |
671-6 |
671-2 |
-0-4 |
-0.1% |
670-0 |
Range |
10-2 |
1-0 |
-9-2 |
-90.2% |
27-6 |
ATR |
12-7 |
12-1 |
-0-6 |
-6.0% |
0-0 |
Volume |
27,059 |
10,178 |
-16,881 |
-62.4% |
112,891 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
673-5 |
673-3 |
671-6 |
|
R3 |
672-5 |
672-3 |
671-4 |
|
R2 |
671-5 |
671-5 |
671-3 |
|
R1 |
671-3 |
671-3 |
671-3 |
671-4 |
PP |
670-5 |
670-5 |
670-5 |
670-5 |
S1 |
670-3 |
670-3 |
671-1 |
670-4 |
S2 |
669-5 |
669-5 |
671-1 |
|
S3 |
668-5 |
669-3 |
671-0 |
|
S4 |
667-5 |
668-3 |
670-6 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
752-3 |
738-7 |
685-2 |
|
R3 |
724-5 |
711-1 |
677-5 |
|
R2 |
696-7 |
696-7 |
675-1 |
|
R1 |
683-3 |
683-3 |
672-4 |
690-1 |
PP |
669-1 |
669-1 |
669-1 |
672-4 |
S1 |
655-5 |
655-5 |
667-4 |
662-3 |
S2 |
641-3 |
641-3 |
664-7 |
|
S3 |
613-5 |
627-7 |
662-3 |
|
S4 |
585-7 |
600-1 |
654-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
682-4 |
656-4 |
26-0 |
3.9% |
9-0 |
1.3% |
57% |
False |
False |
20,553 |
10 |
682-4 |
654-6 |
27-6 |
4.1% |
7-0 |
1.0% |
59% |
False |
False |
22,610 |
20 |
682-4 |
606-2 |
76-2 |
11.4% |
9-0 |
1.3% |
85% |
False |
False |
21,001 |
40 |
794-4 |
606-2 |
188-2 |
28.0% |
9-6 |
1.5% |
35% |
False |
False |
16,353 |
60 |
794-4 |
606-2 |
188-2 |
28.0% |
8-6 |
1.3% |
35% |
False |
False |
13,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
675-0 |
2.618 |
673-3 |
1.618 |
672-3 |
1.000 |
671-6 |
0.618 |
671-3 |
HIGH |
670-6 |
0.618 |
670-3 |
0.500 |
670-2 |
0.382 |
670-1 |
LOW |
669-6 |
0.618 |
669-1 |
1.000 |
668-6 |
1.618 |
668-1 |
2.618 |
667-1 |
4.250 |
665-4 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
670-7 |
676-1 |
PP |
670-5 |
674-4 |
S1 |
670-2 |
672-7 |
|