CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
655-4 |
650-0 |
-5-4 |
-0.8% |
645-4 |
High |
664-0 |
665-0 |
1-0 |
0.2% |
659-0 |
Low |
655-0 |
647-0 |
-8-0 |
-1.2% |
632-0 |
Close |
660-4 |
656-0 |
-4-4 |
-0.7% |
655-6 |
Range |
9-0 |
18-0 |
9-0 |
100.0% |
27-0 |
ATR |
15-3 |
15-5 |
0-1 |
1.2% |
0-0 |
Volume |
232,234 |
330,265 |
98,031 |
42.2% |
830,713 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
710-0 |
701-0 |
665-7 |
|
R3 |
692-0 |
683-0 |
661-0 |
|
R2 |
674-0 |
674-0 |
659-2 |
|
R1 |
665-0 |
665-0 |
657-5 |
669-4 |
PP |
656-0 |
656-0 |
656-0 |
658-2 |
S1 |
647-0 |
647-0 |
654-3 |
651-4 |
S2 |
638-0 |
638-0 |
652-6 |
|
S3 |
620-0 |
629-0 |
651-0 |
|
S4 |
602-0 |
611-0 |
646-1 |
|
|
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 |
665-0 |
644-4 |
20-4 |
3.1% |
11-1 |
1.7% |
56% |
True |
False |
213,025 |
10 |
665-0 |
632-0 |
33-0 |
5.0% |
13-6 |
2.1% |
73% |
True |
False |
191,084 |
20 |
665-0 |
622-4 |
42-4 |
6.5% |
13-7 |
2.1% |
79% |
True |
False |
174,563 |
40 |
720-4 |
577-0 |
143-4 |
21.9% |
15-0 |
2.3% |
55% |
False |
False |
177,727 |
60 |
777-0 |
577-0 |
200-0 |
30.5% |
14-6 |
2.3% |
40% |
False |
False |
172,876 |
80 |
777-0 |
577-0 |
200-0 |
30.5% |
14-5 |
2.2% |
40% |
False |
False |
171,958 |
100 |
777-0 |
576-0 |
201-0 |
30.6% |
15-1 |
2.3% |
40% |
False |
False |
166,792 |
120 |
777-0 |
576-0 |
201-0 |
30.6% |
14-7 |
2.3% |
40% |
False |
False |
152,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
741-4 |
2.618 |
712-1 |
1.618 |
694-1 |
1.000 |
683-0 |
0.618 |
676-1 |
HIGH |
665-0 |
0.618 |
658-1 |
0.500 |
656-0 |
0.382 |
653-7 |
LOW |
647-0 |
0.618 |
635-7 |
1.000 |
629-0 |
1.618 |
617-7 |
2.618 |
599-7 |
4.250 |
570-4 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
656-0 |
656-0 |
PP |
656-0 |
656-0 |
S1 |
656-0 |
656-0 |
|