CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
600-6 |
615-0 |
14-2 |
2.4% |
579-4 |
| High |
603-6 |
618-4 |
14-6 |
2.4% |
615-0 |
| Low |
597-4 |
604-0 |
6-4 |
1.1% |
577-0 |
| Close |
600-0 |
605-0 |
5-0 |
0.8% |
600-0 |
| Range |
6-2 |
14-4 |
8-2 |
132.0% |
38-0 |
| ATR |
17-6 |
17-6 |
0-0 |
0.3% |
0-0 |
| Volume |
116,715 |
136,279 |
19,564 |
16.8% |
868,113 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-5 |
643-3 |
613-0 |
|
| R3 |
638-1 |
628-7 |
609-0 |
|
| R2 |
623-5 |
623-5 |
607-5 |
|
| R1 |
614-3 |
614-3 |
606-3 |
611-6 |
| PP |
609-1 |
609-1 |
609-1 |
607-7 |
| S1 |
599-7 |
599-7 |
603-5 |
597-2 |
| S2 |
594-5 |
594-5 |
602-3 |
|
| S3 |
580-1 |
585-3 |
601-0 |
|
| S4 |
565-5 |
570-7 |
597-0 |
|
|
| 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 |
618-4 |
577-0 |
41-4 |
6.9% |
11-3 |
1.9% |
67% |
True |
False |
154,652 |
| 10 |
665-6 |
577-0 |
88-6 |
14.7% |
13-5 |
2.3% |
32% |
False |
False |
175,096 |
| 20 |
742-6 |
577-0 |
165-6 |
27.4% |
15-2 |
2.5% |
17% |
False |
False |
177,559 |
| 40 |
777-0 |
577-0 |
200-0 |
33.1% |
14-4 |
2.4% |
14% |
False |
False |
168,504 |
| 60 |
777-0 |
577-0 |
200-0 |
33.1% |
14-4 |
2.4% |
14% |
False |
False |
168,687 |
| 80 |
777-0 |
576-0 |
201-0 |
33.2% |
15-0 |
2.5% |
14% |
False |
False |
162,108 |
| 100 |
777-0 |
576-0 |
201-0 |
33.2% |
14-7 |
2.5% |
14% |
False |
False |
145,023 |
| 120 |
777-0 |
576-0 |
201-0 |
33.2% |
14-7 |
2.5% |
14% |
False |
False |
132,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
680-1 |
|
2.618 |
656-4 |
|
1.618 |
642-0 |
|
1.000 |
633-0 |
|
0.618 |
627-4 |
|
HIGH |
618-4 |
|
0.618 |
613-0 |
|
0.500 |
611-2 |
|
0.382 |
609-4 |
|
LOW |
604-0 |
|
0.618 |
595-0 |
|
1.000 |
589-4 |
|
1.618 |
580-4 |
|
2.618 |
566-0 |
|
4.250 |
542-3 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
611-2 |
608-0 |
| PP |
609-1 |
607-0 |
| S1 |
607-1 |
606-0 |
|