CME Pit-Traded Corn Future July 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 |
669-6 |
670-2 |
0-4 |
0.1% |
659-4 |
| High |
670-6 |
670-4 |
-0-2 |
0.0% |
682-4 |
| Low |
669-6 |
657-0 |
-12-6 |
-1.9% |
654-6 |
| Close |
671-2 |
658-6 |
-12-4 |
-1.9% |
670-0 |
| Range |
1-0 |
13-4 |
12-4 |
1,250.0% |
27-6 |
| ATR |
12-1 |
12-2 |
0-1 |
1.3% |
0-0 |
| Volume |
10,178 |
11,505 |
1,327 |
13.0% |
112,891 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702-5 |
694-1 |
666-1 |
|
| R3 |
689-1 |
680-5 |
662-4 |
|
| R2 |
675-5 |
675-5 |
661-2 |
|
| R1 |
667-1 |
667-1 |
660-0 |
664-5 |
| PP |
662-1 |
662-1 |
662-1 |
660-6 |
| S1 |
653-5 |
653-5 |
657-4 |
651-1 |
| S2 |
648-5 |
648-5 |
656-2 |
|
| S3 |
635-1 |
640-1 |
655-0 |
|
| S4 |
621-5 |
626-5 |
651-3 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
682-4 |
656-4 |
26-0 |
3.9% |
9-6 |
1.5% |
9% |
False |
False |
16,042 |
| 10 |
682-4 |
654-6 |
27-6 |
4.2% |
7-1 |
1.1% |
14% |
False |
False |
20,623 |
| 20 |
682-4 |
606-2 |
76-2 |
11.6% |
9-5 |
1.5% |
69% |
False |
False |
20,465 |
| 40 |
792-0 |
606-2 |
185-6 |
28.2% |
9-6 |
1.5% |
28% |
False |
False |
16,422 |
| 60 |
794-4 |
606-2 |
188-2 |
28.6% |
8-4 |
1.3% |
28% |
False |
False |
13,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
727-7 |
|
2.618 |
705-7 |
|
1.618 |
692-3 |
|
1.000 |
684-0 |
|
0.618 |
678-7 |
|
HIGH |
670-4 |
|
0.618 |
665-3 |
|
0.500 |
663-6 |
|
0.382 |
662-1 |
|
LOW |
657-0 |
|
0.618 |
648-5 |
|
1.000 |
643-4 |
|
1.618 |
635-1 |
|
2.618 |
621-5 |
|
4.250 |
599-5 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
663-6 |
669-0 |
| PP |
662-1 |
665-5 |
| S1 |
660-3 |
662-1 |
|