CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
635-0 |
657-0 |
22-0 |
3.5% |
659-2 |
| High |
658-0 |
659-0 |
1-0 |
0.2% |
660-0 |
| Low |
632-0 |
640-4 |
8-4 |
1.3% |
633-0 |
| Close |
654-2 |
645-0 |
-9-2 |
-1.4% |
655-0 |
| Range |
26-0 |
18-4 |
-7-4 |
-28.8% |
27-0 |
| ATR |
16-7 |
17-0 |
0-1 |
0.7% |
0-0 |
| Volume |
210,349 |
187,386 |
-22,963 |
-10.9% |
734,557 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703-5 |
692-7 |
655-1 |
|
| R3 |
685-1 |
674-3 |
650-1 |
|
| R2 |
666-5 |
666-5 |
648-3 |
|
| R1 |
655-7 |
655-7 |
646-6 |
652-0 |
| PP |
648-1 |
648-1 |
648-1 |
646-2 |
| S1 |
637-3 |
637-3 |
643-2 |
633-4 |
| S2 |
629-5 |
629-5 |
641-5 |
|
| S3 |
611-1 |
618-7 |
639-7 |
|
| S4 |
592-5 |
600-3 |
634-7 |
|
|
| 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 |
659-0 |
632-0 |
27-0 |
4.2% |
16-4 |
2.6% |
48% |
True |
False |
169,144 |
| 10 |
664-0 |
632-0 |
32-0 |
5.0% |
15-3 |
2.4% |
41% |
False |
False |
160,645 |
| 20 |
664-0 |
597-4 |
66-4 |
10.3% |
15-2 |
2.4% |
71% |
False |
False |
164,248 |
| 40 |
748-0 |
577-0 |
171-0 |
26.5% |
15-5 |
2.4% |
40% |
False |
False |
173,954 |
| 60 |
777-0 |
577-0 |
200-0 |
31.0% |
14-6 |
2.3% |
34% |
False |
False |
170,577 |
| 80 |
777-0 |
577-0 |
200-0 |
31.0% |
14-7 |
2.3% |
34% |
False |
False |
169,077 |
| 100 |
777-0 |
576-0 |
201-0 |
31.2% |
15-4 |
2.4% |
34% |
False |
False |
161,547 |
| 120 |
777-0 |
576-0 |
201-0 |
31.2% |
15-0 |
2.3% |
34% |
False |
False |
146,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737-5 |
|
2.618 |
707-3 |
|
1.618 |
688-7 |
|
1.000 |
677-4 |
|
0.618 |
670-3 |
|
HIGH |
659-0 |
|
0.618 |
651-7 |
|
0.500 |
649-6 |
|
0.382 |
647-5 |
|
LOW |
640-4 |
|
0.618 |
629-1 |
|
1.000 |
622-0 |
|
1.618 |
610-5 |
|
2.618 |
592-1 |
|
4.250 |
561-7 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
649-6 |
645-4 |
| PP |
648-1 |
645-3 |
| S1 |
646-5 |
645-1 |
|