CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 06-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
610-0 |
626-6 |
16-6 |
2.7% |
654-0 |
High |
620-0 |
627-6 |
7-6 |
1.3% |
677-4 |
Low |
609-6 |
617-4 |
7-6 |
1.3% |
605-6 |
Close |
618-2 |
618-2 |
0-0 |
0.0% |
605-6 |
Range |
10-2 |
10-2 |
0-0 |
0.0% |
71-6 |
ATR |
17-3 |
16-7 |
-0-4 |
-2.9% |
0-0 |
Volume |
52,065 |
31,789 |
-20,276 |
-38.9% |
184,440 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
651-7 |
645-3 |
623-7 |
|
R3 |
641-5 |
635-1 |
621-1 |
|
R2 |
631-3 |
631-3 |
620-1 |
|
R1 |
624-7 |
624-7 |
619-2 |
623-0 |
PP |
621-1 |
621-1 |
621-1 |
620-2 |
S1 |
614-5 |
614-5 |
617-2 |
612-6 |
S2 |
610-7 |
610-7 |
616-3 |
|
S3 |
600-5 |
604-3 |
615-3 |
|
S4 |
590-3 |
594-1 |
612-5 |
|
|
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 |
627-6 |
592-4 |
35-2 |
5.7% |
11-6 |
1.9% |
73% |
True |
False |
46,784 |
10 |
677-4 |
592-4 |
85-0 |
13.7% |
13-1 |
2.1% |
30% |
False |
False |
41,713 |
20 |
760-0 |
592-4 |
167-4 |
27.1% |
13-4 |
2.2% |
15% |
False |
False |
40,171 |
40 |
788-0 |
592-4 |
195-4 |
31.6% |
12-3 |
2.0% |
13% |
False |
False |
32,238 |
60 |
788-0 |
592-4 |
195-4 |
31.6% |
12-1 |
2.0% |
13% |
False |
False |
27,811 |
80 |
788-0 |
592-4 |
195-4 |
31.6% |
12-5 |
2.0% |
13% |
False |
False |
24,606 |
100 |
788-0 |
592-4 |
195-4 |
31.6% |
12-4 |
2.0% |
13% |
False |
False |
20,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-2 |
2.618 |
654-5 |
1.618 |
644-3 |
1.000 |
638-0 |
0.618 |
634-1 |
HIGH |
627-6 |
0.618 |
623-7 |
0.500 |
622-5 |
0.382 |
621-3 |
LOW |
617-4 |
0.618 |
611-1 |
1.000 |
607-2 |
1.618 |
600-7 |
2.618 |
590-5 |
4.250 |
574-0 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
622-5 |
615-7 |
PP |
621-1 |
613-4 |
S1 |
619-6 |
611-1 |
|