CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
653-4 |
655-4 |
2-0 |
0.3% |
645-4 |
| High |
655-0 |
664-0 |
9-0 |
1.4% |
659-0 |
| Low |
648-0 |
655-0 |
7-0 |
1.1% |
632-0 |
| Close |
653-2 |
660-4 |
7-2 |
1.1% |
655-6 |
| Range |
7-0 |
9-0 |
2-0 |
28.6% |
27-0 |
| ATR |
15-6 |
15-3 |
-0-3 |
-2.3% |
0-0 |
| Volume |
200,705 |
232,234 |
31,529 |
15.7% |
830,713 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
686-7 |
682-5 |
665-4 |
|
| R3 |
677-7 |
673-5 |
663-0 |
|
| R2 |
668-7 |
668-7 |
662-1 |
|
| R1 |
664-5 |
664-5 |
661-3 |
666-6 |
| PP |
659-7 |
659-7 |
659-7 |
660-7 |
| S1 |
655-5 |
655-5 |
659-5 |
657-6 |
| S2 |
650-7 |
650-7 |
658-7 |
|
| S3 |
641-7 |
646-5 |
658-0 |
|
| S4 |
632-7 |
637-5 |
655-4 |
|
|
| 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 |
664-0 |
640-4 |
23-4 |
3.6% |
11-2 |
1.7% |
85% |
True |
False |
184,449 |
| 10 |
664-0 |
632-0 |
32-0 |
4.8% |
13-6 |
2.1% |
89% |
True |
False |
174,664 |
| 20 |
664-0 |
622-4 |
41-4 |
6.3% |
13-6 |
2.1% |
92% |
True |
False |
168,493 |
| 40 |
728-2 |
577-0 |
151-2 |
22.9% |
14-6 |
2.2% |
55% |
False |
False |
173,162 |
| 60 |
777-0 |
577-0 |
200-0 |
30.3% |
14-6 |
2.2% |
42% |
False |
False |
169,235 |
| 80 |
777-0 |
577-0 |
200-0 |
30.3% |
14-5 |
2.2% |
42% |
False |
False |
169,401 |
| 100 |
777-0 |
576-0 |
201-0 |
30.4% |
15-0 |
2.3% |
42% |
False |
False |
164,553 |
| 120 |
777-0 |
576-0 |
201-0 |
30.4% |
14-7 |
2.2% |
42% |
False |
False |
150,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
702-2 |
|
2.618 |
687-4 |
|
1.618 |
678-4 |
|
1.000 |
673-0 |
|
0.618 |
669-4 |
|
HIGH |
664-0 |
|
0.618 |
660-4 |
|
0.500 |
659-4 |
|
0.382 |
658-4 |
|
LOW |
655-0 |
|
0.618 |
649-4 |
|
1.000 |
646-0 |
|
1.618 |
640-4 |
|
2.618 |
631-4 |
|
4.250 |
616-6 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
660-1 |
658-3 |
| PP |
659-7 |
656-3 |
| S1 |
659-4 |
654-2 |
|