CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
648-0 |
645-4 |
-2-4 |
-0.4% |
659-2 |
| High |
656-4 |
650-0 |
-6-4 |
-1.0% |
660-0 |
| Low |
647-0 |
638-4 |
-8-4 |
-1.3% |
633-0 |
| Close |
655-0 |
647-0 |
-8-0 |
-1.2% |
655-0 |
| Range |
9-4 |
11-4 |
2-0 |
21.1% |
27-0 |
| ATR |
16-1 |
16-1 |
0-0 |
0.2% |
0-0 |
| Volume |
150,722 |
131,055 |
-19,667 |
-13.0% |
734,557 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679-5 |
674-7 |
653-3 |
|
| R3 |
668-1 |
663-3 |
650-1 |
|
| R2 |
656-5 |
656-5 |
649-1 |
|
| R1 |
651-7 |
651-7 |
648-0 |
654-2 |
| PP |
645-1 |
645-1 |
645-1 |
646-3 |
| S1 |
640-3 |
640-3 |
646-0 |
642-6 |
| S2 |
633-5 |
633-5 |
644-7 |
|
| S3 |
622-1 |
628-7 |
643-7 |
|
| S4 |
610-5 |
617-3 |
640-5 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
730-3 |
719-5 |
669-7 |
|
| R3 |
703-3 |
692-5 |
662-3 |
|
| R2 |
676-3 |
676-3 |
660-0 |
|
| R1 |
665-5 |
665-5 |
657-4 |
657-4 |
| PP |
649-3 |
649-3 |
649-3 |
645-2 |
| S1 |
638-5 |
638-5 |
652-4 |
630-4 |
| S2 |
622-3 |
622-3 |
650-0 |
|
| S3 |
595-3 |
611-5 |
647-5 |
|
| S4 |
568-3 |
584-5 |
640-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
656-4 |
633-0 |
23-4 |
3.6% |
12-5 |
1.9% |
60% |
False |
False |
148,855 |
| 10 |
664-0 |
632-4 |
31-4 |
4.9% |
13-5 |
2.1% |
46% |
False |
False |
155,328 |
| 20 |
664-0 |
577-0 |
87-0 |
13.4% |
14-3 |
2.2% |
80% |
False |
False |
162,213 |
| 40 |
764-6 |
577-0 |
187-6 |
29.0% |
15-3 |
2.4% |
37% |
False |
False |
171,572 |
| 60 |
777-0 |
577-0 |
200-0 |
30.9% |
14-4 |
2.2% |
35% |
False |
False |
170,813 |
| 80 |
777-0 |
577-0 |
200-0 |
30.9% |
14-6 |
2.3% |
35% |
False |
False |
167,292 |
| 100 |
777-0 |
576-0 |
201-0 |
31.1% |
15-2 |
2.3% |
35% |
False |
False |
159,576 |
| 120 |
777-0 |
576-0 |
201-0 |
31.1% |
14-7 |
2.3% |
35% |
False |
False |
144,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
698-7 |
|
2.618 |
680-1 |
|
1.618 |
668-5 |
|
1.000 |
661-4 |
|
0.618 |
657-1 |
|
HIGH |
650-0 |
|
0.618 |
645-5 |
|
0.500 |
644-2 |
|
0.382 |
642-7 |
|
LOW |
638-4 |
|
0.618 |
631-3 |
|
1.000 |
627-0 |
|
1.618 |
619-7 |
|
2.618 |
608-3 |
|
4.250 |
589-5 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
646-1 |
647-4 |
| PP |
645-1 |
647-3 |
| S1 |
644-2 |
647-1 |
|