CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
639-2 |
632-0 |
-7-2 |
-1.1% |
606-2 |
| High |
639-2 |
669-2 |
30-0 |
4.7% |
638-4 |
| Low |
629-0 |
632-0 |
3-0 |
0.5% |
606-2 |
| Close |
629-2 |
669-2 |
40-0 |
6.4% |
624-2 |
| Range |
10-2 |
37-2 |
27-0 |
263.4% |
32-2 |
| ATR |
14-6 |
16-5 |
1-6 |
12.2% |
0-0 |
| Volume |
8,177 |
17,028 |
8,851 |
108.2% |
111,123 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-5 |
756-1 |
689-6 |
|
| R3 |
731-3 |
718-7 |
679-4 |
|
| R2 |
694-1 |
694-1 |
676-1 |
|
| R1 |
681-5 |
681-5 |
672-5 |
687-7 |
| PP |
656-7 |
656-7 |
656-7 |
660-0 |
| S1 |
644-3 |
644-3 |
665-7 |
650-5 |
| S2 |
619-5 |
619-5 |
662-3 |
|
| S3 |
582-3 |
607-1 |
659-0 |
|
| S4 |
545-1 |
569-7 |
648-6 |
|
|
| 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 |
827-4 |
|
2.618 |
766-6 |
|
1.618 |
729-4 |
|
1.000 |
706-4 |
|
0.618 |
692-2 |
|
HIGH |
669-2 |
|
0.618 |
655-0 |
|
0.500 |
650-5 |
|
0.382 |
646-2 |
|
LOW |
632-0 |
|
0.618 |
609-0 |
|
1.000 |
594-6 |
|
1.618 |
571-6 |
|
2.618 |
534-4 |
|
4.250 |
473-6 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
663-0 |
661-3 |
| PP |
656-7 |
653-4 |
| S1 |
650-5 |
645-5 |
|