CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
669-4 |
668-4 |
-1-0 |
-0.1% |
680-6 |
High |
675-0 |
676-4 |
1-4 |
0.2% |
681-0 |
Low |
662-0 |
668-4 |
6-4 |
1.0% |
657-0 |
Close |
671-6 |
677-2 |
5-4 |
0.8% |
677-2 |
Range |
13-0 |
8-0 |
-5-0 |
-38.5% |
24-0 |
ATR |
12-4 |
12-2 |
-0-3 |
-2.6% |
0-0 |
Volume |
16,471 |
12,965 |
-3,506 |
-21.3% |
78,178 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698-1 |
695-5 |
681-5 |
|
R3 |
690-1 |
687-5 |
679-4 |
|
R2 |
682-1 |
682-1 |
678-6 |
|
R1 |
679-5 |
679-5 |
678-0 |
680-7 |
PP |
674-1 |
674-1 |
674-1 |
674-6 |
S1 |
671-5 |
671-5 |
676-4 |
672-7 |
S2 |
666-1 |
666-1 |
675-6 |
|
S3 |
658-1 |
663-5 |
675-0 |
|
S4 |
650-1 |
655-5 |
672-7 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743-6 |
734-4 |
690-4 |
|
R3 |
719-6 |
710-4 |
683-7 |
|
R2 |
695-6 |
695-6 |
681-5 |
|
R1 |
686-4 |
686-4 |
679-4 |
679-1 |
PP |
671-6 |
671-6 |
671-6 |
668-0 |
S1 |
662-4 |
662-4 |
675-0 |
655-1 |
S2 |
647-6 |
647-6 |
672-7 |
|
S3 |
623-6 |
638-4 |
670-5 |
|
S4 |
599-6 |
614-4 |
664-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
681-0 |
657-0 |
24-0 |
3.5% |
9-1 |
1.4% |
84% |
False |
False |
15,635 |
10 |
682-4 |
654-6 |
27-6 |
4.1% |
9-2 |
1.4% |
81% |
False |
False |
19,106 |
20 |
682-4 |
606-2 |
76-2 |
11.3% |
9-6 |
1.4% |
93% |
False |
False |
20,168 |
40 |
784-0 |
606-2 |
177-6 |
26.2% |
9-7 |
1.5% |
40% |
False |
False |
16,699 |
60 |
794-4 |
606-2 |
188-2 |
27.8% |
8-6 |
1.3% |
38% |
False |
False |
13,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
710-4 |
2.618 |
697-4 |
1.618 |
689-4 |
1.000 |
684-4 |
0.618 |
681-4 |
HIGH |
676-4 |
0.618 |
673-4 |
0.500 |
672-4 |
0.382 |
671-4 |
LOW |
668-4 |
0.618 |
663-4 |
1.000 |
660-4 |
1.618 |
655-4 |
2.618 |
647-4 |
4.250 |
634-4 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
675-5 |
673-6 |
PP |
674-1 |
670-2 |
S1 |
672-4 |
666-6 |
|