CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
597-2 |
613-4 |
16-2 |
2.7% |
641-0 |
| High |
607-4 |
615-0 |
7-4 |
1.2% |
665-6 |
| Low |
597-0 |
604-6 |
7-6 |
1.3% |
592-4 |
| Close |
605-4 |
605-4 |
0-0 |
0.0% |
592-4 |
| Range |
10-4 |
10-2 |
-0-2 |
-2.4% |
73-2 |
| ATR |
19-1 |
18-4 |
-0-5 |
-3.3% |
0-0 |
| Volume |
151,563 |
163,234 |
11,671 |
7.7% |
892,088 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
639-1 |
632-5 |
611-1 |
|
| R3 |
628-7 |
622-3 |
608-3 |
|
| R2 |
618-5 |
618-5 |
607-3 |
|
| R1 |
612-1 |
612-1 |
606-4 |
610-2 |
| PP |
608-3 |
608-3 |
608-3 |
607-4 |
| S1 |
601-7 |
601-7 |
604-4 |
600-0 |
| S2 |
598-1 |
598-1 |
603-5 |
|
| S3 |
587-7 |
591-5 |
602-5 |
|
| S4 |
577-5 |
581-3 |
599-7 |
|
|
| 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 |
615-0 |
577-0 |
38-0 |
6.3% |
13-1 |
2.2% |
75% |
True |
False |
191,994 |
| 10 |
665-6 |
577-0 |
88-6 |
14.7% |
14-5 |
2.4% |
32% |
False |
False |
184,070 |
| 20 |
748-0 |
577-0 |
171-0 |
28.2% |
15-5 |
2.6% |
17% |
False |
False |
182,154 |
| 40 |
777-0 |
577-0 |
200-0 |
33.0% |
14-3 |
2.4% |
14% |
False |
False |
172,196 |
| 60 |
777-0 |
577-0 |
200-0 |
33.0% |
14-5 |
2.4% |
14% |
False |
False |
170,087 |
| 80 |
777-0 |
576-0 |
201-0 |
33.2% |
15-3 |
2.5% |
15% |
False |
False |
161,961 |
| 100 |
777-0 |
576-0 |
201-0 |
33.2% |
15-0 |
2.5% |
15% |
False |
False |
143,796 |
| 120 |
777-0 |
576-0 |
201-0 |
33.2% |
14-7 |
2.5% |
15% |
False |
False |
131,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658-4 |
|
2.618 |
641-7 |
|
1.618 |
631-5 |
|
1.000 |
625-2 |
|
0.618 |
621-3 |
|
HIGH |
615-0 |
|
0.618 |
611-1 |
|
0.500 |
609-7 |
|
0.382 |
608-5 |
|
LOW |
604-6 |
|
0.618 |
598-3 |
|
1.000 |
594-4 |
|
1.618 |
588-1 |
|
2.618 |
577-7 |
|
4.250 |
561-2 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
609-7 |
602-3 |
| PP |
608-3 |
599-1 |
| S1 |
607-0 |
596-0 |
|