CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
645-4 |
635-0 |
-10-4 |
-1.6% |
659-2 |
| High |
650-0 |
658-0 |
8-0 |
1.2% |
660-0 |
| Low |
638-4 |
632-0 |
-6-4 |
-1.0% |
633-0 |
| Close |
647-0 |
654-2 |
7-2 |
1.1% |
655-0 |
| Range |
11-4 |
26-0 |
14-4 |
126.1% |
27-0 |
| ATR |
16-1 |
16-7 |
0-6 |
4.4% |
0-0 |
| Volume |
131,055 |
210,349 |
79,294 |
60.5% |
734,557 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
726-1 |
716-1 |
668-4 |
|
| R3 |
700-1 |
690-1 |
661-3 |
|
| R2 |
674-1 |
674-1 |
659-0 |
|
| R1 |
664-1 |
664-1 |
656-5 |
669-1 |
| PP |
648-1 |
648-1 |
648-1 |
650-4 |
| S1 |
638-1 |
638-1 |
651-7 |
643-1 |
| S2 |
622-1 |
622-1 |
649-4 |
|
| S3 |
596-1 |
612-1 |
647-1 |
|
| S4 |
570-1 |
586-1 |
640-0 |
|
|
| 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 |
658-0 |
632-0 |
26-0 |
4.0% |
16-2 |
2.5% |
86% |
True |
True |
164,878 |
| 10 |
664-0 |
632-0 |
32-0 |
4.9% |
14-7 |
2.3% |
70% |
False |
True |
158,295 |
| 20 |
664-0 |
597-0 |
67-0 |
10.2% |
14-7 |
2.3% |
85% |
False |
False |
162,457 |
| 40 |
764-6 |
577-0 |
187-6 |
28.7% |
15-5 |
2.4% |
41% |
False |
False |
172,979 |
| 60 |
777-0 |
577-0 |
200-0 |
30.6% |
14-4 |
2.2% |
39% |
False |
False |
170,787 |
| 80 |
777-0 |
577-0 |
200-0 |
30.6% |
15-0 |
2.3% |
39% |
False |
False |
168,149 |
| 100 |
777-0 |
576-0 |
201-0 |
30.7% |
15-3 |
2.3% |
39% |
False |
False |
160,502 |
| 120 |
777-0 |
576-0 |
201-0 |
30.7% |
15-0 |
2.3% |
39% |
False |
False |
145,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
768-4 |
|
2.618 |
726-1 |
|
1.618 |
700-1 |
|
1.000 |
684-0 |
|
0.618 |
674-1 |
|
HIGH |
658-0 |
|
0.618 |
648-1 |
|
0.500 |
645-0 |
|
0.382 |
641-7 |
|
LOW |
632-0 |
|
0.618 |
615-7 |
|
1.000 |
606-0 |
|
1.618 |
589-7 |
|
2.618 |
563-7 |
|
4.250 |
521-4 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
651-1 |
651-1 |
| PP |
648-1 |
648-1 |
| S1 |
645-0 |
645-0 |
|