CME Pit-Traded Corn Future March 2012
| 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 |
662-0 |
662-0 |
0-0 |
0.0% |
647-4 |
| High |
663-0 |
662-4 |
-0-4 |
-0.1% |
674-0 |
| Low |
661-0 |
648-0 |
-13-0 |
-2.0% |
643-0 |
| Close |
662-2 |
649-4 |
-12-6 |
-1.9% |
660-0 |
| Range |
2-0 |
14-4 |
12-4 |
625.0% |
31-0 |
| ATR |
14-1 |
14-2 |
0-0 |
0.2% |
0-0 |
| Volume |
33,010 |
40,151 |
7,141 |
21.6% |
269,693 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696-7 |
687-5 |
657-4 |
|
| R3 |
682-3 |
673-1 |
653-4 |
|
| R2 |
667-7 |
667-7 |
652-1 |
|
| R1 |
658-5 |
658-5 |
650-7 |
656-0 |
| PP |
653-3 |
653-3 |
653-3 |
652-0 |
| S1 |
644-1 |
644-1 |
648-1 |
641-4 |
| S2 |
638-7 |
638-7 |
646-7 |
|
| S3 |
624-3 |
629-5 |
645-4 |
|
| S4 |
609-7 |
615-1 |
641-4 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752-0 |
737-0 |
677-0 |
|
| R3 |
721-0 |
706-0 |
668-4 |
|
| R2 |
690-0 |
690-0 |
665-5 |
|
| R1 |
675-0 |
675-0 |
662-7 |
682-4 |
| PP |
659-0 |
659-0 |
659-0 |
662-6 |
| S1 |
644-0 |
644-0 |
657-1 |
651-4 |
| S2 |
628-0 |
628-0 |
654-3 |
|
| S3 |
597-0 |
613-0 |
651-4 |
|
| S4 |
566-0 |
582-0 |
643-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
674-0 |
647-4 |
26-4 |
4.1% |
11-2 |
1.7% |
8% |
False |
False |
44,963 |
| 10 |
674-0 |
636-4 |
37-4 |
5.8% |
11-0 |
1.7% |
35% |
False |
False |
48,934 |
| 20 |
674-0 |
592-4 |
81-4 |
12.5% |
12-2 |
1.9% |
70% |
False |
False |
45,824 |
| 40 |
786-0 |
592-4 |
193-4 |
29.8% |
13-5 |
2.1% |
29% |
False |
False |
39,786 |
| 60 |
788-0 |
592-4 |
195-4 |
30.1% |
12-2 |
1.9% |
29% |
False |
False |
34,944 |
| 80 |
788-0 |
592-4 |
195-4 |
30.1% |
12-2 |
1.9% |
29% |
False |
False |
30,079 |
| 100 |
788-0 |
592-4 |
195-4 |
30.1% |
12-5 |
1.9% |
29% |
False |
False |
26,634 |
| 120 |
788-0 |
592-4 |
195-4 |
30.1% |
12-4 |
1.9% |
29% |
False |
False |
23,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
724-1 |
|
2.618 |
700-4 |
|
1.618 |
686-0 |
|
1.000 |
677-0 |
|
0.618 |
671-4 |
|
HIGH |
662-4 |
|
0.618 |
657-0 |
|
0.500 |
655-2 |
|
0.382 |
653-4 |
|
LOW |
648-0 |
|
0.618 |
639-0 |
|
1.000 |
633-4 |
|
1.618 |
624-4 |
|
2.618 |
610-0 |
|
4.250 |
586-3 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
655-2 |
659-0 |
| PP |
653-3 |
655-7 |
| S1 |
651-3 |
652-5 |
|