CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
659-2 |
651-0 |
-8-2 |
-1.3% |
636-0 |
| High |
660-0 |
655-2 |
-4-6 |
-0.7% |
664-0 |
| Low |
647-0 |
647-2 |
0-2 |
0.0% |
632-4 |
| Close |
651-0 |
650-6 |
-0-2 |
0.0% |
649-2 |
| Range |
13-0 |
8-0 |
-5-0 |
-38.5% |
31-4 |
| ATR |
17-0 |
16-3 |
-0-5 |
-3.8% |
0-0 |
| Volume |
121,335 |
130,234 |
8,899 |
7.3% |
819,327 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-1 |
670-7 |
655-1 |
|
| R3 |
667-1 |
662-7 |
653-0 |
|
| R2 |
659-1 |
659-1 |
652-2 |
|
| R1 |
654-7 |
654-7 |
651-4 |
653-0 |
| PP |
651-1 |
651-1 |
651-1 |
650-1 |
| S1 |
646-7 |
646-7 |
650-0 |
645-0 |
| S2 |
643-1 |
643-1 |
649-2 |
|
| S3 |
635-1 |
638-7 |
648-4 |
|
| S4 |
627-1 |
630-7 |
646-3 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743-1 |
727-5 |
666-5 |
|
| R3 |
711-5 |
696-1 |
657-7 |
|
| R2 |
680-1 |
680-1 |
655-0 |
|
| R1 |
664-5 |
664-5 |
652-1 |
672-3 |
| PP |
648-5 |
648-5 |
648-5 |
652-4 |
| S1 |
633-1 |
633-1 |
646-3 |
640-7 |
| S2 |
617-1 |
617-1 |
643-4 |
|
| S3 |
585-5 |
601-5 |
640-5 |
|
| S4 |
554-1 |
570-1 |
631-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
664-0 |
635-2 |
28-6 |
4.4% |
13-4 |
2.1% |
54% |
False |
False |
151,712 |
| 10 |
664-0 |
622-4 |
41-4 |
6.4% |
13-6 |
2.1% |
68% |
False |
False |
162,322 |
| 20 |
664-0 |
577-0 |
87-0 |
13.4% |
14-5 |
2.2% |
85% |
False |
False |
171,297 |
| 40 |
777-0 |
577-0 |
200-0 |
30.7% |
15-7 |
2.4% |
37% |
False |
False |
174,538 |
| 60 |
777-0 |
577-0 |
200-0 |
30.7% |
14-7 |
2.3% |
37% |
False |
False |
173,502 |
| 80 |
777-0 |
577-0 |
200-0 |
30.7% |
14-6 |
2.3% |
37% |
False |
False |
166,928 |
| 100 |
777-0 |
576-0 |
201-0 |
30.9% |
15-0 |
2.3% |
37% |
False |
False |
156,314 |
| 120 |
777-0 |
576-0 |
201-0 |
30.9% |
15-0 |
2.3% |
37% |
False |
False |
142,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689-2 |
|
2.618 |
676-2 |
|
1.618 |
668-2 |
|
1.000 |
663-2 |
|
0.618 |
660-2 |
|
HIGH |
655-2 |
|
0.618 |
652-2 |
|
0.500 |
651-2 |
|
0.382 |
650-2 |
|
LOW |
647-2 |
|
0.618 |
642-2 |
|
1.000 |
639-2 |
|
1.618 |
634-2 |
|
2.618 |
626-2 |
|
4.250 |
613-2 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
651-2 |
655-2 |
| PP |
651-1 |
653-6 |
| S1 |
650-7 |
652-2 |
|