CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
649-4 |
653-4 |
4-0 |
0.6% |
645-4 |
| High |
657-0 |
655-0 |
-2-0 |
-0.3% |
659-0 |
| Low |
644-4 |
648-0 |
3-4 |
0.5% |
632-0 |
| Close |
655-6 |
653-2 |
-2-4 |
-0.4% |
655-6 |
| Range |
12-4 |
7-0 |
-5-4 |
-44.0% |
27-0 |
| ATR |
16-3 |
15-6 |
-0-5 |
-3.8% |
0-0 |
| Volume |
152,435 |
200,705 |
48,270 |
31.7% |
830,713 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-1 |
670-1 |
657-1 |
|
| R3 |
666-1 |
663-1 |
655-1 |
|
| R2 |
659-1 |
659-1 |
654-4 |
|
| R1 |
656-1 |
656-1 |
653-7 |
654-1 |
| PP |
652-1 |
652-1 |
652-1 |
651-0 |
| S1 |
649-1 |
649-1 |
652-5 |
647-1 |
| S2 |
645-1 |
645-1 |
652-0 |
|
| S3 |
638-1 |
642-1 |
651-3 |
|
| S4 |
631-1 |
635-1 |
649-3 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-7 |
719-7 |
670-5 |
|
| R3 |
702-7 |
692-7 |
663-1 |
|
| R2 |
675-7 |
675-7 |
660-6 |
|
| R1 |
665-7 |
665-7 |
658-2 |
670-7 |
| PP |
648-7 |
648-7 |
648-7 |
651-4 |
| S1 |
638-7 |
638-7 |
653-2 |
643-7 |
| S2 |
621-7 |
621-7 |
650-6 |
|
| S3 |
594-7 |
611-7 |
648-3 |
|
| S4 |
567-7 |
584-7 |
640-7 |
|
|
| 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% |
14-5 |
2.2% |
79% |
False |
False |
180,072 |
| 10 |
659-0 |
632-0 |
27-0 |
4.1% |
13-5 |
2.1% |
79% |
False |
False |
164,464 |
| 20 |
664-0 |
607-4 |
56-4 |
8.6% |
15-1 |
2.3% |
81% |
False |
False |
168,568 |
| 40 |
742-6 |
577-0 |
165-6 |
25.4% |
15-2 |
2.3% |
46% |
False |
False |
173,063 |
| 60 |
777-0 |
577-0 |
200-0 |
30.6% |
14-6 |
2.2% |
38% |
False |
False |
168,525 |
| 80 |
777-0 |
577-0 |
200-0 |
30.6% |
14-5 |
2.2% |
38% |
False |
False |
168,657 |
| 100 |
777-0 |
576-0 |
201-0 |
30.8% |
15-1 |
2.3% |
38% |
False |
False |
163,400 |
| 120 |
777-0 |
576-0 |
201-0 |
30.8% |
14-7 |
2.3% |
38% |
False |
False |
148,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684-6 |
|
2.618 |
673-3 |
|
1.618 |
666-3 |
|
1.000 |
662-0 |
|
0.618 |
659-3 |
|
HIGH |
655-0 |
|
0.618 |
652-3 |
|
0.500 |
651-4 |
|
0.382 |
650-5 |
|
LOW |
648-0 |
|
0.618 |
643-5 |
|
1.000 |
641-0 |
|
1.618 |
636-5 |
|
2.618 |
629-5 |
|
4.250 |
618-2 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
652-5 |
652-5 |
| PP |
652-1 |
651-7 |
| S1 |
651-4 |
651-2 |
|