CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
613-4 |
600-6 |
-12-6 |
-2.1% |
579-4 |
| High |
615-0 |
603-6 |
-11-2 |
-1.8% |
615-0 |
| Low |
604-6 |
597-4 |
-7-2 |
-1.2% |
577-0 |
| Close |
605-4 |
600-0 |
-5-4 |
-0.9% |
600-0 |
| Range |
10-2 |
6-2 |
-4-0 |
-39.0% |
38-0 |
| ATR |
18-4 |
17-6 |
-0-6 |
-4.0% |
0-0 |
| Volume |
163,234 |
116,715 |
-46,519 |
-28.5% |
868,113 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
619-1 |
615-7 |
603-4 |
|
| R3 |
612-7 |
609-5 |
601-6 |
|
| R2 |
606-5 |
606-5 |
601-1 |
|
| R1 |
603-3 |
603-3 |
600-5 |
601-7 |
| PP |
600-3 |
600-3 |
600-3 |
599-6 |
| S1 |
597-1 |
597-1 |
599-3 |
595-5 |
| S2 |
594-1 |
594-1 |
598-7 |
|
| S3 |
587-7 |
590-7 |
598-2 |
|
| S4 |
581-5 |
584-5 |
596-4 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-3 |
693-5 |
620-7 |
|
| R3 |
673-3 |
655-5 |
610-4 |
|
| R2 |
635-3 |
635-3 |
607-0 |
|
| R1 |
617-5 |
617-5 |
603-4 |
626-4 |
| PP |
597-3 |
597-3 |
597-3 |
601-6 |
| S1 |
579-5 |
579-5 |
596-4 |
588-4 |
| S2 |
559-3 |
559-3 |
593-0 |
|
| S3 |
521-3 |
541-5 |
589-4 |
|
| S4 |
483-3 |
503-5 |
579-1 |
|
|
| 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% |
12-5 |
2.1% |
61% |
False |
False |
173,622 |
| 10 |
665-6 |
577-0 |
88-6 |
14.8% |
13-4 |
2.3% |
26% |
False |
False |
176,020 |
| 20 |
748-0 |
577-0 |
171-0 |
28.5% |
15-4 |
2.6% |
13% |
False |
False |
180,286 |
| 40 |
777-0 |
577-0 |
200-0 |
33.3% |
14-3 |
2.4% |
12% |
False |
False |
170,484 |
| 60 |
777-0 |
577-0 |
200-0 |
33.3% |
14-4 |
2.4% |
12% |
False |
False |
168,836 |
| 80 |
777-0 |
576-0 |
201-0 |
33.5% |
15-1 |
2.5% |
12% |
False |
False |
162,150 |
| 100 |
777-0 |
576-0 |
201-0 |
33.5% |
14-7 |
2.5% |
12% |
False |
False |
144,321 |
| 120 |
777-0 |
576-0 |
201-0 |
33.5% |
14-7 |
2.5% |
12% |
False |
False |
132,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
630-2 |
|
2.618 |
620-1 |
|
1.618 |
613-7 |
|
1.000 |
610-0 |
|
0.618 |
607-5 |
|
HIGH |
603-6 |
|
0.618 |
601-3 |
|
0.500 |
600-5 |
|
0.382 |
599-7 |
|
LOW |
597-4 |
|
0.618 |
593-5 |
|
1.000 |
591-2 |
|
1.618 |
587-3 |
|
2.618 |
581-1 |
|
4.250 |
571-0 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
600-5 |
606-0 |
| PP |
600-3 |
604-0 |
| S1 |
600-2 |
602-0 |
|