CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
615-0 |
607-4 |
-7-4 |
-1.2% |
579-4 |
| High |
618-4 |
645-0 |
26-4 |
4.3% |
615-0 |
| Low |
604-0 |
607-4 |
3-4 |
0.6% |
577-0 |
| Close |
605-0 |
645-0 |
40-0 |
6.6% |
600-0 |
| Range |
14-4 |
37-4 |
23-0 |
158.6% |
38-0 |
| ATR |
17-6 |
19-3 |
1-5 |
8.9% |
0-0 |
| Volume |
136,279 |
233,739 |
97,460 |
71.5% |
868,113 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
745-0 |
732-4 |
665-5 |
|
| R3 |
707-4 |
695-0 |
655-2 |
|
| R2 |
670-0 |
670-0 |
651-7 |
|
| R1 |
657-4 |
657-4 |
648-4 |
663-6 |
| PP |
632-4 |
632-4 |
632-4 |
635-5 |
| S1 |
620-0 |
620-0 |
641-4 |
626-2 |
| S2 |
595-0 |
595-0 |
638-1 |
|
| S3 |
557-4 |
582-4 |
634-6 |
|
| S4 |
520-0 |
545-0 |
624-3 |
|
|
| 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 |
645-0 |
597-0 |
48-0 |
7.4% |
15-6 |
2.4% |
100% |
True |
False |
160,306 |
| 10 |
650-0 |
577-0 |
73-0 |
11.3% |
15-3 |
2.4% |
93% |
False |
False |
180,273 |
| 20 |
728-2 |
577-0 |
151-2 |
23.4% |
15-7 |
2.5% |
45% |
False |
False |
177,831 |
| 40 |
777-0 |
577-0 |
200-0 |
31.0% |
15-1 |
2.4% |
34% |
False |
False |
169,607 |
| 60 |
777-0 |
577-0 |
200-0 |
31.0% |
14-7 |
2.3% |
34% |
False |
False |
169,704 |
| 80 |
777-0 |
576-0 |
201-0 |
31.2% |
15-3 |
2.4% |
34% |
False |
False |
163,568 |
| 100 |
777-0 |
576-0 |
201-0 |
31.2% |
15-0 |
2.3% |
34% |
False |
False |
146,607 |
| 120 |
777-0 |
576-0 |
201-0 |
31.2% |
15-0 |
2.3% |
34% |
False |
False |
134,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804-3 |
|
2.618 |
743-1 |
|
1.618 |
705-5 |
|
1.000 |
682-4 |
|
0.618 |
668-1 |
|
HIGH |
645-0 |
|
0.618 |
630-5 |
|
0.500 |
626-2 |
|
0.382 |
621-7 |
|
LOW |
607-4 |
|
0.618 |
584-3 |
|
1.000 |
570-0 |
|
1.618 |
546-7 |
|
2.618 |
509-3 |
|
4.250 |
448-1 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
638-6 |
637-1 |
| PP |
632-4 |
629-1 |
| S1 |
626-2 |
621-2 |
|