CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
651-0 |
649-4 |
-1-4 |
-0.2% |
636-0 |
| High |
655-2 |
650-0 |
-5-2 |
-0.8% |
664-0 |
| Low |
647-2 |
633-0 |
-14-2 |
-2.2% |
632-4 |
| Close |
650-6 |
637-2 |
-13-4 |
-2.1% |
649-2 |
| Range |
8-0 |
17-0 |
9-0 |
112.5% |
31-4 |
| ATR |
16-3 |
16-4 |
0-1 |
0.6% |
0-0 |
| Volume |
130,234 |
166,056 |
35,822 |
27.5% |
819,327 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691-1 |
681-1 |
646-5 |
|
| R3 |
674-1 |
664-1 |
641-7 |
|
| R2 |
657-1 |
657-1 |
640-3 |
|
| R1 |
647-1 |
647-1 |
638-6 |
643-5 |
| PP |
640-1 |
640-1 |
640-1 |
638-2 |
| S1 |
630-1 |
630-1 |
635-6 |
626-5 |
| S2 |
623-1 |
623-1 |
634-1 |
|
| S3 |
606-1 |
613-1 |
632-5 |
|
| S4 |
589-1 |
596-1 |
627-7 |
|
|
| 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 |
633-0 |
31-0 |
4.9% |
14-2 |
2.2% |
14% |
False |
True |
152,146 |
| 10 |
664-0 |
622-4 |
41-4 |
6.5% |
14-0 |
2.2% |
36% |
False |
False |
158,041 |
| 20 |
664-0 |
577-0 |
87-0 |
13.7% |
14-3 |
2.3% |
69% |
False |
False |
169,847 |
| 40 |
775-4 |
577-0 |
198-4 |
31.1% |
15-7 |
2.5% |
30% |
False |
False |
173,517 |
| 60 |
777-0 |
577-0 |
200-0 |
31.4% |
14-5 |
2.3% |
30% |
False |
False |
173,835 |
| 80 |
777-0 |
577-0 |
200-0 |
31.4% |
14-7 |
2.3% |
30% |
False |
False |
166,118 |
| 100 |
777-0 |
576-0 |
201-0 |
31.5% |
15-1 |
2.4% |
30% |
False |
False |
157,389 |
| 120 |
777-0 |
576-0 |
201-0 |
31.5% |
14-7 |
2.3% |
30% |
False |
False |
142,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
722-2 |
|
2.618 |
694-4 |
|
1.618 |
677-4 |
|
1.000 |
667-0 |
|
0.618 |
660-4 |
|
HIGH |
650-0 |
|
0.618 |
643-4 |
|
0.500 |
641-4 |
|
0.382 |
639-4 |
|
LOW |
633-0 |
|
0.618 |
622-4 |
|
1.000 |
616-0 |
|
1.618 |
605-4 |
|
2.618 |
588-4 |
|
4.250 |
560-6 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
641-4 |
646-4 |
| PP |
640-1 |
643-3 |
| S1 |
638-5 |
640-3 |
|