CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
606-2 |
607-6 |
1-4 |
0.2% |
666-2 |
| High |
621-4 |
616-4 |
-5-0 |
-0.8% |
689-6 |
| Low |
606-2 |
607-0 |
0-6 |
0.1% |
618-4 |
| Close |
619-2 |
613-6 |
-5-4 |
-0.9% |
619-2 |
| Range |
15-2 |
9-4 |
-5-6 |
-37.7% |
71-2 |
| ATR |
16-0 |
15-6 |
-0-2 |
-1.7% |
0-0 |
| Volume |
33,173 |
21,344 |
-11,829 |
-35.7% |
77,540 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640-7 |
636-7 |
619-0 |
|
| R3 |
631-3 |
627-3 |
616-3 |
|
| R2 |
621-7 |
621-7 |
615-4 |
|
| R1 |
617-7 |
617-7 |
614-5 |
619-7 |
| PP |
612-3 |
612-3 |
612-3 |
613-4 |
| S1 |
608-3 |
608-3 |
612-7 |
610-3 |
| S2 |
602-7 |
602-7 |
612-0 |
|
| S3 |
593-3 |
598-7 |
611-1 |
|
| S4 |
583-7 |
589-3 |
608-4 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856-2 |
809-0 |
658-4 |
|
| R3 |
785-0 |
737-6 |
638-7 |
|
| R2 |
713-6 |
713-6 |
632-2 |
|
| R1 |
666-4 |
666-4 |
625-6 |
654-4 |
| PP |
642-4 |
642-4 |
642-4 |
636-4 |
| S1 |
595-2 |
595-2 |
612-6 |
583-2 |
| S2 |
571-2 |
571-2 |
606-2 |
|
| S3 |
500-0 |
524-0 |
599-5 |
|
| S4 |
428-6 |
452-6 |
580-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656-7 |
|
2.618 |
641-3 |
|
1.618 |
631-7 |
|
1.000 |
626-0 |
|
0.618 |
622-3 |
|
HIGH |
616-4 |
|
0.618 |
612-7 |
|
0.500 |
611-6 |
|
0.382 |
610-5 |
|
LOW |
607-0 |
|
0.618 |
601-1 |
|
1.000 |
597-4 |
|
1.618 |
591-5 |
|
2.618 |
582-1 |
|
4.250 |
566-5 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
613-1 |
618-1 |
| PP |
612-3 |
616-5 |
| S1 |
611-6 |
615-2 |
|