CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
601-0 |
579-4 |
-21-4 |
-3.6% |
641-0 |
| High |
601-0 |
598-6 |
-2-2 |
-0.4% |
665-6 |
| Low |
592-4 |
578-0 |
-14-4 |
-2.4% |
592-4 |
| Close |
592-4 |
592-4 |
0-0 |
0.0% |
592-4 |
| Range |
8-4 |
20-6 |
12-2 |
144.1% |
73-2 |
| ATR |
19-2 |
19-3 |
0-1 |
0.6% |
0-0 |
| Volume |
208,573 |
231,131 |
22,558 |
10.8% |
892,088 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-0 |
643-0 |
603-7 |
|
| R3 |
631-2 |
622-2 |
598-2 |
|
| R2 |
610-4 |
610-4 |
596-2 |
|
| R1 |
601-4 |
601-4 |
594-3 |
606-0 |
| PP |
589-6 |
589-6 |
589-6 |
592-0 |
| S1 |
580-6 |
580-6 |
590-5 |
585-2 |
| S2 |
569-0 |
569-0 |
588-6 |
|
| S3 |
548-2 |
560-0 |
586-6 |
|
| S4 |
527-4 |
539-2 |
581-1 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836-5 |
787-7 |
632-6 |
|
| R3 |
763-3 |
714-5 |
612-5 |
|
| R2 |
690-1 |
690-1 |
605-7 |
|
| R1 |
641-3 |
641-3 |
599-2 |
629-1 |
| PP |
616-7 |
616-7 |
616-7 |
610-6 |
| S1 |
568-1 |
568-1 |
585-6 |
555-7 |
| S2 |
543-5 |
543-5 |
579-1 |
|
| S3 |
470-3 |
494-7 |
572-3 |
|
| S4 |
397-1 |
421-5 |
552-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
665-6 |
578-0 |
87-6 |
14.8% |
15-7 |
2.7% |
17% |
False |
True |
195,541 |
| 10 |
703-0 |
578-0 |
125-0 |
21.1% |
16-1 |
2.7% |
12% |
False |
True |
183,418 |
| 20 |
764-6 |
578-0 |
186-6 |
31.5% |
16-3 |
2.8% |
8% |
False |
True |
180,930 |
| 40 |
777-0 |
578-0 |
199-0 |
33.6% |
14-4 |
2.4% |
7% |
False |
True |
175,113 |
| 60 |
777-0 |
578-0 |
199-0 |
33.6% |
15-0 |
2.5% |
7% |
False |
True |
168,985 |
| 80 |
777-0 |
576-0 |
201-0 |
33.9% |
15-3 |
2.6% |
8% |
False |
False |
158,917 |
| 100 |
777-0 |
576-0 |
201-0 |
33.9% |
15-0 |
2.5% |
8% |
False |
False |
141,217 |
| 120 |
777-0 |
576-0 |
201-0 |
33.9% |
15-0 |
2.5% |
8% |
False |
False |
128,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687-0 |
|
2.618 |
653-1 |
|
1.618 |
632-3 |
|
1.000 |
619-4 |
|
0.618 |
611-5 |
|
HIGH |
598-6 |
|
0.618 |
590-7 |
|
0.500 |
588-3 |
|
0.382 |
585-7 |
|
LOW |
578-0 |
|
0.618 |
565-1 |
|
1.000 |
557-2 |
|
1.618 |
544-3 |
|
2.618 |
523-5 |
|
4.250 |
489-6 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
591-1 |
607-4 |
| PP |
589-6 |
602-4 |
| S1 |
588-3 |
597-4 |
|