CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
646-4 |
637-6 |
-8-6 |
-1.4% |
615-0 |
| High |
651-0 |
651-0 |
0-0 |
0.0% |
648-0 |
| Low |
638-0 |
635-2 |
-2-6 |
-0.4% |
604-0 |
| Close |
638-4 |
649-4 |
11-0 |
1.7% |
640-0 |
| Range |
13-0 |
15-6 |
2-6 |
21.2% |
44-0 |
| ATR |
17-3 |
17-2 |
-0-1 |
-0.7% |
0-0 |
| Volume |
163,882 |
159,507 |
-4,375 |
-2.7% |
922,342 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-4 |
686-6 |
658-1 |
|
| R3 |
676-6 |
671-0 |
653-7 |
|
| R2 |
661-0 |
661-0 |
652-3 |
|
| R1 |
655-2 |
655-2 |
651-0 |
658-1 |
| PP |
645-2 |
645-2 |
645-2 |
646-6 |
| S1 |
639-4 |
639-4 |
648-0 |
642-3 |
| S2 |
629-4 |
629-4 |
646-5 |
|
| S3 |
613-6 |
623-6 |
645-1 |
|
| S4 |
598-0 |
608-0 |
640-7 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762-5 |
745-3 |
664-2 |
|
| R3 |
718-5 |
701-3 |
652-1 |
|
| R2 |
674-5 |
674-5 |
648-1 |
|
| R1 |
657-3 |
657-3 |
644-0 |
666-0 |
| PP |
630-5 |
630-5 |
630-5 |
635-0 |
| S1 |
613-3 |
613-3 |
636-0 |
622-0 |
| S2 |
586-5 |
586-5 |
631-7 |
|
| S3 |
542-5 |
569-3 |
627-7 |
|
| S4 |
498-5 |
525-3 |
615-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
651-0 |
632-4 |
18-4 |
2.8% |
13-1 |
2.0% |
92% |
True |
False |
160,902 |
| 10 |
651-0 |
597-4 |
53-4 |
8.2% |
15-6 |
2.4% |
97% |
True |
False |
167,478 |
| 20 |
665-6 |
577-0 |
88-6 |
13.7% |
15-2 |
2.3% |
82% |
False |
False |
175,774 |
| 40 |
777-0 |
577-0 |
200-0 |
30.8% |
16-0 |
2.5% |
36% |
False |
False |
175,436 |
| 60 |
777-0 |
577-0 |
200-0 |
30.8% |
14-6 |
2.3% |
36% |
False |
False |
173,494 |
| 80 |
777-0 |
576-0 |
201-0 |
30.9% |
15-0 |
2.3% |
37% |
False |
False |
166,531 |
| 100 |
777-0 |
576-0 |
201-0 |
30.9% |
15-0 |
2.3% |
37% |
False |
False |
154,039 |
| 120 |
777-0 |
576-0 |
201-0 |
30.9% |
15-0 |
2.3% |
37% |
False |
False |
139,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
718-0 |
|
2.618 |
692-2 |
|
1.618 |
676-4 |
|
1.000 |
666-6 |
|
0.618 |
660-6 |
|
HIGH |
651-0 |
|
0.618 |
645-0 |
|
0.500 |
643-1 |
|
0.382 |
641-2 |
|
LOW |
635-2 |
|
0.618 |
625-4 |
|
1.000 |
619-4 |
|
1.618 |
609-6 |
|
2.618 |
594-0 |
|
4.250 |
568-2 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
647-3 |
646-7 |
| PP |
645-2 |
644-3 |
| S1 |
643-1 |
641-6 |
|