CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
656-4 |
682-0 |
25-4 |
3.9% |
659-4 |
| High |
668-0 |
682-4 |
14-4 |
2.2% |
682-4 |
| Low |
656-4 |
670-2 |
13-6 |
2.1% |
654-6 |
| Close |
668-6 |
670-0 |
1-2 |
0.2% |
670-0 |
| Range |
11-4 |
12-2 |
0-6 |
6.5% |
27-6 |
| ATR |
13-0 |
13-0 |
0-0 |
0.4% |
0-0 |
| Volume |
15,458 |
16,014 |
556 |
3.6% |
112,891 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-0 |
702-6 |
676-6 |
|
| R3 |
698-6 |
690-4 |
673-3 |
|
| R2 |
686-4 |
686-4 |
672-2 |
|
| R1 |
678-2 |
678-2 |
671-1 |
676-2 |
| PP |
674-2 |
674-2 |
674-2 |
673-2 |
| S1 |
666-0 |
666-0 |
668-7 |
664-0 |
| S2 |
662-0 |
662-0 |
667-6 |
|
| S3 |
649-6 |
653-6 |
666-5 |
|
| S4 |
637-4 |
641-4 |
663-2 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752-3 |
738-7 |
685-2 |
|
| R3 |
724-5 |
711-1 |
677-5 |
|
| R2 |
696-7 |
696-7 |
675-1 |
|
| R1 |
683-3 |
683-3 |
672-4 |
690-1 |
| PP |
669-1 |
669-1 |
669-1 |
672-4 |
| S1 |
655-5 |
655-5 |
667-4 |
662-3 |
| S2 |
641-3 |
641-3 |
664-7 |
|
| S3 |
613-5 |
627-7 |
662-3 |
|
| S4 |
585-7 |
600-1 |
654-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
734-4 |
|
2.618 |
714-5 |
|
1.618 |
702-3 |
|
1.000 |
694-6 |
|
0.618 |
690-1 |
|
HIGH |
682-4 |
|
0.618 |
677-7 |
|
0.500 |
676-3 |
|
0.382 |
674-7 |
|
LOW |
670-2 |
|
0.618 |
662-5 |
|
1.000 |
658-0 |
|
1.618 |
650-3 |
|
2.618 |
638-1 |
|
4.250 |
618-2 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
676-3 |
669-7 |
| PP |
674-2 |
669-5 |
| S1 |
672-1 |
669-4 |
|