CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
625-4 |
639-2 |
13-6 |
2.2% |
606-2 |
| High |
625-6 |
639-2 |
13-4 |
2.2% |
638-4 |
| Low |
622-0 |
629-0 |
7-0 |
1.1% |
606-2 |
| Close |
624-2 |
629-2 |
5-0 |
0.8% |
624-2 |
| Range |
3-6 |
10-2 |
6-4 |
173.3% |
32-2 |
| ATR |
14-6 |
14-6 |
0-0 |
0.1% |
0-0 |
| Volume |
16,835 |
8,177 |
-8,658 |
-51.4% |
111,123 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-2 |
656-4 |
634-7 |
|
| R3 |
653-0 |
646-2 |
632-1 |
|
| R2 |
642-6 |
642-6 |
631-1 |
|
| R1 |
636-0 |
636-0 |
630-2 |
634-2 |
| PP |
632-4 |
632-4 |
632-4 |
631-5 |
| S1 |
625-6 |
625-6 |
628-2 |
624-0 |
| S2 |
622-2 |
622-2 |
627-3 |
|
| S3 |
612-0 |
615-4 |
626-3 |
|
| S4 |
601-6 |
605-2 |
623-5 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719-6 |
704-2 |
642-0 |
|
| R3 |
687-4 |
672-0 |
633-1 |
|
| R2 |
655-2 |
655-2 |
630-1 |
|
| R1 |
639-6 |
639-6 |
627-2 |
647-4 |
| PP |
623-0 |
623-0 |
623-0 |
626-7 |
| S1 |
607-4 |
607-4 |
621-2 |
615-2 |
| S2 |
590-6 |
590-6 |
618-3 |
|
| S3 |
558-4 |
575-2 |
615-3 |
|
| S4 |
526-2 |
543-0 |
606-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682-6 |
|
2.618 |
666-1 |
|
1.618 |
655-7 |
|
1.000 |
649-4 |
|
0.618 |
645-5 |
|
HIGH |
639-2 |
|
0.618 |
635-3 |
|
0.500 |
634-1 |
|
0.382 |
632-7 |
|
LOW |
629-0 |
|
0.618 |
622-5 |
|
1.000 |
618-6 |
|
1.618 |
612-3 |
|
2.618 |
602-1 |
|
4.250 |
585-4 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
634-1 |
630-5 |
| PP |
632-4 |
630-1 |
| S1 |
630-7 |
629-6 |
|