CME Pit-Traded Corn Future December 2011
| 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 |
580-4 |
597-2 |
16-6 |
2.9% |
641-0 |
| High |
592-4 |
607-4 |
15-0 |
2.5% |
665-6 |
| Low |
577-0 |
597-0 |
20-0 |
3.5% |
592-4 |
| Close |
587-6 |
605-4 |
17-6 |
3.0% |
592-4 |
| Range |
15-4 |
10-4 |
-5-0 |
-32.3% |
73-2 |
| ATR |
19-0 |
19-1 |
0-0 |
0.3% |
0-0 |
| Volume |
205,470 |
151,563 |
-53,907 |
-26.2% |
892,088 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634-7 |
630-5 |
611-2 |
|
| R3 |
624-3 |
620-1 |
608-3 |
|
| R2 |
613-7 |
613-7 |
607-3 |
|
| R1 |
609-5 |
609-5 |
606-4 |
611-6 |
| PP |
603-3 |
603-3 |
603-3 |
604-3 |
| S1 |
599-1 |
599-1 |
604-4 |
601-2 |
| S2 |
592-7 |
592-7 |
603-5 |
|
| S3 |
582-3 |
588-5 |
602-5 |
|
| S4 |
571-7 |
578-1 |
599-6 |
|
|
| 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 |
637-0 |
577-0 |
60-0 |
9.9% |
13-0 |
2.1% |
48% |
False |
False |
191,539 |
| 10 |
673-4 |
577-0 |
96-4 |
15.9% |
16-2 |
2.7% |
30% |
False |
False |
192,541 |
| 20 |
748-0 |
577-0 |
171-0 |
28.2% |
15-7 |
2.6% |
17% |
False |
False |
183,660 |
| 40 |
777-0 |
577-0 |
200-0 |
33.0% |
14-3 |
2.4% |
14% |
False |
False |
173,741 |
| 60 |
777-0 |
577-0 |
200-0 |
33.0% |
14-6 |
2.4% |
14% |
False |
False |
170,687 |
| 80 |
777-0 |
576-0 |
201-0 |
33.2% |
15-4 |
2.6% |
15% |
False |
False |
160,872 |
| 100 |
777-0 |
576-0 |
201-0 |
33.2% |
15-0 |
2.5% |
15% |
False |
False |
142,824 |
| 120 |
777-0 |
576-0 |
201-0 |
33.2% |
14-7 |
2.5% |
15% |
False |
False |
130,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
652-1 |
|
2.618 |
635-0 |
|
1.618 |
624-4 |
|
1.000 |
618-0 |
|
0.618 |
614-0 |
|
HIGH |
607-4 |
|
0.618 |
603-4 |
|
0.500 |
602-2 |
|
0.382 |
601-0 |
|
LOW |
597-0 |
|
0.618 |
590-4 |
|
1.000 |
586-4 |
|
1.618 |
580-0 |
|
2.618 |
569-4 |
|
4.250 |
552-3 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
604-3 |
601-1 |
| PP |
603-3 |
596-5 |
| S1 |
602-2 |
592-2 |
|