CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 05-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
603-0 |
617-4 |
14-4 |
2.4% |
668-0 |
High |
612-0 |
627-4 |
15-4 |
2.5% |
684-4 |
Low |
599-6 |
617-4 |
17-6 |
3.0% |
613-2 |
Close |
608-4 |
626-0 |
17-4 |
2.9% |
613-4 |
Range |
12-2 |
10-0 |
-2-2 |
-18.4% |
71-2 |
ATR |
15-7 |
16-1 |
0-2 |
1.4% |
0-0 |
Volume |
17,140 |
13,644 |
-3,496 |
-20.4% |
65,890 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
653-5 |
649-7 |
631-4 |
|
R3 |
643-5 |
639-7 |
628-6 |
|
R2 |
633-5 |
633-5 |
627-7 |
|
R1 |
629-7 |
629-7 |
626-7 |
631-6 |
PP |
623-5 |
623-5 |
623-5 |
624-5 |
S1 |
619-7 |
619-7 |
625-1 |
621-6 |
S2 |
613-5 |
613-5 |
624-1 |
|
S3 |
603-5 |
609-7 |
623-2 |
|
S4 |
593-5 |
599-7 |
620-4 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
850-7 |
803-3 |
652-6 |
|
R3 |
779-5 |
732-1 |
633-1 |
|
R2 |
708-3 |
708-3 |
626-4 |
|
R1 |
660-7 |
660-7 |
620-0 |
649-0 |
PP |
637-1 |
637-1 |
637-1 |
631-1 |
S1 |
589-5 |
589-5 |
607-0 |
577-6 |
S2 |
565-7 |
565-7 |
600-4 |
|
S3 |
494-5 |
518-3 |
593-7 |
|
S4 |
423-3 |
447-1 |
574-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
670-0 |
2.618 |
653-5 |
1.618 |
643-5 |
1.000 |
637-4 |
0.618 |
633-5 |
HIGH |
627-4 |
0.618 |
623-5 |
0.500 |
622-4 |
0.382 |
621-3 |
LOW |
617-4 |
0.618 |
611-3 |
1.000 |
607-4 |
1.618 |
601-3 |
2.618 |
591-3 |
4.250 |
575-0 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
624-7 |
621-7 |
PP |
623-5 |
617-6 |
S1 |
622-4 |
613-5 |
|