CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
648-2 |
648-0 |
-0-2 |
0.0% |
659-2 |
| High |
656-0 |
656-4 |
0-4 |
0.1% |
660-0 |
| Low |
639-0 |
647-0 |
8-0 |
1.3% |
633-0 |
| Close |
651-4 |
655-0 |
3-4 |
0.5% |
655-0 |
| Range |
17-0 |
9-4 |
-7-4 |
-44.1% |
27-0 |
| ATR |
16-5 |
16-1 |
-0-4 |
-3.1% |
0-0 |
| Volume |
166,210 |
150,722 |
-15,488 |
-9.3% |
734,557 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681-3 |
677-5 |
660-2 |
|
| R3 |
671-7 |
668-1 |
657-5 |
|
| R2 |
662-3 |
662-3 |
656-6 |
|
| R1 |
658-5 |
658-5 |
655-7 |
660-4 |
| PP |
652-7 |
652-7 |
652-7 |
653-6 |
| S1 |
649-1 |
649-1 |
654-1 |
651-0 |
| S2 |
643-3 |
643-3 |
653-2 |
|
| S3 |
633-7 |
639-5 |
652-3 |
|
| S4 |
624-3 |
630-1 |
649-6 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
730-3 |
719-5 |
669-7 |
|
| R3 |
703-3 |
692-5 |
662-3 |
|
| R2 |
676-3 |
676-3 |
660-0 |
|
| R1 |
665-5 |
665-5 |
657-4 |
657-4 |
| PP |
649-3 |
649-3 |
649-3 |
645-2 |
| S1 |
638-5 |
638-5 |
652-4 |
630-4 |
| S2 |
622-3 |
622-3 |
650-0 |
|
| S3 |
595-3 |
611-5 |
647-5 |
|
| S4 |
568-3 |
584-5 |
640-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
660-0 |
633-0 |
27-0 |
4.1% |
12-7 |
2.0% |
81% |
False |
False |
146,911 |
| 10 |
664-0 |
632-4 |
31-4 |
4.8% |
13-3 |
2.0% |
71% |
False |
False |
155,388 |
| 20 |
664-0 |
577-0 |
87-0 |
13.3% |
14-7 |
2.3% |
90% |
False |
False |
167,216 |
| 40 |
764-6 |
577-0 |
187-6 |
28.7% |
15-5 |
2.4% |
42% |
False |
False |
172,548 |
| 60 |
777-0 |
577-0 |
200-0 |
30.5% |
14-5 |
2.2% |
39% |
False |
False |
172,231 |
| 80 |
777-0 |
577-0 |
200-0 |
30.5% |
14-7 |
2.3% |
39% |
False |
False |
166,974 |
| 100 |
777-0 |
576-0 |
201-0 |
30.7% |
15-2 |
2.3% |
39% |
False |
False |
159,114 |
| 120 |
777-0 |
576-0 |
201-0 |
30.7% |
14-7 |
2.3% |
39% |
False |
False |
144,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696-7 |
|
2.618 |
681-3 |
|
1.618 |
671-7 |
|
1.000 |
666-0 |
|
0.618 |
662-3 |
|
HIGH |
656-4 |
|
0.618 |
652-7 |
|
0.500 |
651-6 |
|
0.382 |
650-5 |
|
LOW |
647-0 |
|
0.618 |
641-1 |
|
1.000 |
637-4 |
|
1.618 |
631-5 |
|
2.618 |
622-1 |
|
4.250 |
606-5 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
653-7 |
651-5 |
| PP |
652-7 |
648-1 |
| S1 |
651-6 |
644-6 |
|