CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 27-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
670-2 |
669-4 |
-0-6 |
-0.1% |
659-4 |
High |
670-4 |
675-0 |
4-4 |
0.7% |
682-4 |
Low |
657-0 |
662-0 |
5-0 |
0.8% |
654-6 |
Close |
658-6 |
671-6 |
13-0 |
2.0% |
670-0 |
Range |
13-4 |
13-0 |
-0-4 |
-3.7% |
27-6 |
ATR |
12-2 |
12-4 |
0-2 |
2.3% |
0-0 |
Volume |
11,505 |
16,471 |
4,966 |
43.2% |
112,891 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
708-5 |
703-1 |
678-7 |
|
R3 |
695-5 |
690-1 |
675-3 |
|
R2 |
682-5 |
682-5 |
674-1 |
|
R1 |
677-1 |
677-1 |
673-0 |
679-7 |
PP |
669-5 |
669-5 |
669-5 |
671-0 |
S1 |
664-1 |
664-1 |
670-4 |
666-7 |
S2 |
656-5 |
656-5 |
669-3 |
|
S3 |
643-5 |
651-1 |
668-1 |
|
S4 |
630-5 |
638-1 |
664-5 |
|
|
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 |
657-0 |
25-4 |
3.8% |
10-0 |
1.5% |
58% |
False |
False |
16,245 |
10 |
682-4 |
654-6 |
27-6 |
4.1% |
8-3 |
1.3% |
61% |
False |
False |
19,779 |
20 |
682-4 |
606-2 |
76-2 |
11.4% |
10-0 |
1.5% |
86% |
False |
False |
20,202 |
40 |
784-0 |
606-2 |
177-6 |
26.5% |
10-0 |
1.5% |
37% |
False |
False |
16,579 |
60 |
794-4 |
606-2 |
188-2 |
28.0% |
8-6 |
1.3% |
35% |
False |
False |
13,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
730-2 |
2.618 |
709-0 |
1.618 |
696-0 |
1.000 |
688-0 |
0.618 |
683-0 |
HIGH |
675-0 |
0.618 |
670-0 |
0.500 |
668-4 |
0.382 |
667-0 |
LOW |
662-0 |
0.618 |
654-0 |
1.000 |
649-0 |
1.618 |
641-0 |
2.618 |
628-0 |
4.250 |
606-6 |
|
|
Fisher Pivots for day following 27-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
670-5 |
669-7 |
PP |
669-5 |
667-7 |
S1 |
668-4 |
666-0 |
|