CME Pit-Traded Corn Future May 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 |
667-4 |
655-2 |
-12-2 |
-1.8% |
654-0 |
High |
669-2 |
655-2 |
-14-0 |
-2.1% |
676-0 |
Low |
665-4 |
655-2 |
-10-2 |
-1.5% |
652-0 |
Close |
667-6 |
655-2 |
-12-4 |
-1.9% |
665-4 |
Range |
3-6 |
0-0 |
-3-6 |
-100.0% |
24-0 |
ATR |
11-6 |
11-7 |
0-0 |
0.4% |
0-0 |
Volume |
12,440 |
8,375 |
-4,065 |
-32.7% |
68,877 |
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
655-2 |
655-2 |
655-2 |
|
R3 |
655-2 |
655-2 |
655-2 |
|
R2 |
655-2 |
655-2 |
655-2 |
|
R1 |
655-2 |
655-2 |
655-2 |
655-2 |
PP |
655-2 |
655-2 |
655-2 |
655-2 |
S1 |
655-2 |
655-2 |
655-2 |
655-2 |
S2 |
655-2 |
655-2 |
655-2 |
|
S3 |
655-2 |
655-2 |
655-2 |
|
S4 |
655-2 |
655-2 |
655-2 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
736-4 |
725-0 |
678-6 |
|
R3 |
712-4 |
701-0 |
672-1 |
|
R2 |
688-4 |
688-4 |
669-7 |
|
R1 |
677-0 |
677-0 |
667-6 |
682-6 |
PP |
664-4 |
664-4 |
664-4 |
667-3 |
S1 |
653-0 |
653-0 |
663-2 |
658-6 |
S2 |
640-4 |
640-4 |
661-1 |
|
S3 |
616-4 |
629-0 |
658-7 |
|
S4 |
592-4 |
605-0 |
652-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
676-0 |
652-0 |
24-0 |
3.7% |
6-1 |
0.9% |
14% |
False |
False |
11,985 |
10 |
676-0 |
647-0 |
29-0 |
4.4% |
6-1 |
0.9% |
28% |
False |
False |
14,343 |
20 |
676-0 |
599-6 |
76-2 |
11.6% |
9-1 |
1.4% |
73% |
False |
False |
14,983 |
40 |
789-4 |
599-6 |
189-6 |
29.0% |
10-0 |
1.5% |
29% |
False |
False |
12,639 |
60 |
792-0 |
599-6 |
192-2 |
29.3% |
8-4 |
1.3% |
29% |
False |
False |
10,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
655-2 |
2.618 |
655-2 |
1.618 |
655-2 |
1.000 |
655-2 |
0.618 |
655-2 |
HIGH |
655-2 |
0.618 |
655-2 |
0.500 |
655-2 |
0.382 |
655-2 |
LOW |
655-2 |
0.618 |
655-2 |
1.000 |
655-2 |
1.618 |
655-2 |
2.618 |
655-2 |
4.250 |
655-2 |
|
|
Fisher Pivots for day following 26-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
655-2 |
662-5 |
PP |
655-2 |
660-1 |
S1 |
655-2 |
657-6 |
|