CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
657-0 |
649-0 |
-8-0 |
-1.2% |
659-2 |
| High |
659-0 |
658-0 |
-1-0 |
-0.2% |
660-0 |
| Low |
640-4 |
649-0 |
8-4 |
1.3% |
633-0 |
| Close |
645-0 |
653-4 |
8-4 |
1.3% |
655-0 |
| Range |
18-4 |
9-0 |
-9-4 |
-51.4% |
27-0 |
| ATR |
17-0 |
16-5 |
-0-2 |
-1.7% |
0-0 |
| Volume |
187,386 |
149,488 |
-37,898 |
-20.2% |
734,557 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680-4 |
676-0 |
658-4 |
|
| R3 |
671-4 |
667-0 |
656-0 |
|
| R2 |
662-4 |
662-4 |
655-1 |
|
| R1 |
658-0 |
658-0 |
654-3 |
660-2 |
| PP |
653-4 |
653-4 |
653-4 |
654-5 |
| S1 |
649-0 |
649-0 |
652-5 |
651-2 |
| S2 |
644-4 |
644-4 |
651-7 |
|
| S3 |
635-4 |
640-0 |
651-0 |
|
| S4 |
626-4 |
631-0 |
648-4 |
|
|
| 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 |
4.1% |
14-7 |
2.3% |
80% |
False |
False |
165,800 |
| 10 |
664-0 |
632-0 |
32-0 |
4.9% |
14-6 |
2.2% |
67% |
False |
False |
159,643 |
| 20 |
664-0 |
597-4 |
66-4 |
10.2% |
15-2 |
2.3% |
84% |
False |
False |
163,560 |
| 40 |
748-0 |
577-0 |
171-0 |
26.2% |
15-4 |
2.4% |
45% |
False |
False |
172,857 |
| 60 |
777-0 |
577-0 |
200-0 |
30.6% |
14-5 |
2.2% |
38% |
False |
False |
169,318 |
| 80 |
777-0 |
577-0 |
200-0 |
30.6% |
14-6 |
2.3% |
38% |
False |
False |
168,456 |
| 100 |
777-0 |
576-0 |
201-0 |
30.8% |
15-3 |
2.4% |
39% |
False |
False |
162,281 |
| 120 |
777-0 |
576-0 |
201-0 |
30.8% |
15-0 |
2.3% |
39% |
False |
False |
147,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696-2 |
|
2.618 |
681-4 |
|
1.618 |
672-4 |
|
1.000 |
667-0 |
|
0.618 |
663-4 |
|
HIGH |
658-0 |
|
0.618 |
654-4 |
|
0.500 |
653-4 |
|
0.382 |
652-4 |
|
LOW |
649-0 |
|
0.618 |
643-4 |
|
1.000 |
640-0 |
|
1.618 |
634-4 |
|
2.618 |
625-4 |
|
4.250 |
610-6 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
653-4 |
650-7 |
| PP |
653-4 |
648-1 |
| S1 |
653-4 |
645-4 |
|