CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
609-0 |
592-4 |
-16-4 |
-2.7% |
654-0 |
| High |
615-0 |
610-6 |
-4-2 |
-0.7% |
677-4 |
| Low |
605-6 |
592-4 |
-13-2 |
-2.2% |
605-6 |
| Close |
605-6 |
606-0 |
0-2 |
0.0% |
605-6 |
| Range |
9-2 |
18-2 |
9-0 |
97.3% |
71-6 |
| ATR |
17-5 |
17-5 |
0-0 |
0.3% |
0-0 |
| Volume |
33,407 |
59,421 |
26,014 |
77.9% |
184,440 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
657-7 |
650-1 |
616-0 |
|
| R3 |
639-5 |
631-7 |
611-0 |
|
| R2 |
621-3 |
621-3 |
609-3 |
|
| R1 |
613-5 |
613-5 |
607-5 |
617-4 |
| PP |
603-1 |
603-1 |
603-1 |
605-0 |
| S1 |
595-3 |
595-3 |
604-3 |
599-2 |
| S2 |
584-7 |
584-7 |
602-5 |
|
| S3 |
566-5 |
577-1 |
601-0 |
|
| S4 |
548-3 |
558-7 |
596-0 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844-7 |
797-1 |
645-2 |
|
| R3 |
773-1 |
725-3 |
625-4 |
|
| R2 |
701-3 |
701-3 |
618-7 |
|
| R1 |
653-5 |
653-5 |
612-3 |
641-5 |
| PP |
629-5 |
629-5 |
629-5 |
623-6 |
| S1 |
581-7 |
581-7 |
599-1 |
569-7 |
| S2 |
557-7 |
557-7 |
592-5 |
|
| S3 |
486-1 |
510-1 |
586-0 |
|
| S4 |
414-3 |
438-3 |
566-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
677-4 |
592-4 |
85-0 |
14.0% |
14-2 |
2.4% |
16% |
False |
True |
41,759 |
| 10 |
714-4 |
592-4 |
122-0 |
20.1% |
14-1 |
2.3% |
11% |
False |
True |
38,103 |
| 20 |
776-4 |
592-4 |
184-0 |
30.4% |
14-1 |
2.3% |
7% |
False |
True |
37,135 |
| 40 |
788-0 |
592-4 |
195-4 |
32.3% |
12-1 |
2.0% |
7% |
False |
True |
31,011 |
| 60 |
788-0 |
592-4 |
195-4 |
32.3% |
12-2 |
2.0% |
7% |
False |
True |
26,372 |
| 80 |
788-0 |
592-4 |
195-4 |
32.3% |
12-5 |
2.1% |
7% |
False |
True |
23,252 |
| 100 |
788-0 |
592-4 |
195-4 |
32.3% |
12-5 |
2.1% |
7% |
False |
True |
19,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688-2 |
|
2.618 |
658-4 |
|
1.618 |
640-2 |
|
1.000 |
629-0 |
|
0.618 |
622-0 |
|
HIGH |
610-6 |
|
0.618 |
603-6 |
|
0.500 |
601-5 |
|
0.382 |
599-4 |
|
LOW |
592-4 |
|
0.618 |
581-2 |
|
1.000 |
574-2 |
|
1.618 |
563-0 |
|
2.618 |
544-6 |
|
4.250 |
515-0 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
604-4 |
621-6 |
| PP |
603-1 |
616-4 |
| S1 |
601-5 |
611-2 |
|