CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
659-4 |
657-0 |
-2-4 |
-0.4% |
669-0 |
| High |
668-0 |
661-4 |
-6-4 |
-1.0% |
670-0 |
| Low |
659-4 |
650-4 |
-9-0 |
-1.4% |
648-0 |
| Close |
667-0 |
659-0 |
-8-0 |
-1.2% |
667-0 |
| Range |
8-4 |
11-0 |
2-4 |
29.4% |
22-0 |
| ATR |
14-1 |
14-2 |
0-1 |
1.2% |
0-0 |
| Volume |
47,500 |
66,328 |
18,828 |
39.6% |
237,116 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-0 |
685-4 |
665-0 |
|
| R3 |
679-0 |
674-4 |
662-0 |
|
| R2 |
668-0 |
668-0 |
661-0 |
|
| R1 |
663-4 |
663-4 |
660-0 |
665-6 |
| PP |
657-0 |
657-0 |
657-0 |
658-1 |
| S1 |
652-4 |
652-4 |
658-0 |
654-6 |
| S2 |
646-0 |
646-0 |
657-0 |
|
| S3 |
635-0 |
641-4 |
656-0 |
|
| S4 |
624-0 |
630-4 |
653-0 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727-5 |
719-3 |
679-1 |
|
| R3 |
705-5 |
697-3 |
673-0 |
|
| R2 |
683-5 |
683-5 |
671-0 |
|
| R1 |
675-3 |
675-3 |
669-0 |
668-4 |
| PP |
661-5 |
661-5 |
661-5 |
658-2 |
| S1 |
653-3 |
653-3 |
665-0 |
646-4 |
| S2 |
639-5 |
639-5 |
663-0 |
|
| S3 |
617-5 |
631-3 |
661-0 |
|
| S4 |
595-5 |
609-3 |
654-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
668-0 |
648-0 |
20-0 |
3.0% |
10-2 |
1.6% |
55% |
False |
False |
49,738 |
| 10 |
674-0 |
643-0 |
31-0 |
4.7% |
11-2 |
1.7% |
52% |
False |
False |
51,921 |
| 20 |
674-0 |
594-4 |
79-4 |
12.1% |
12-2 |
1.9% |
81% |
False |
False |
47,871 |
| 40 |
776-4 |
592-4 |
184-0 |
27.9% |
13-2 |
2.0% |
36% |
False |
False |
42,503 |
| 60 |
788-0 |
592-4 |
195-4 |
29.7% |
12-2 |
1.9% |
34% |
False |
False |
36,631 |
| 80 |
788-0 |
592-4 |
195-4 |
29.7% |
12-2 |
1.9% |
34% |
False |
False |
31,746 |
| 100 |
788-0 |
592-4 |
195-4 |
29.7% |
12-4 |
1.9% |
34% |
False |
False |
28,176 |
| 120 |
788-0 |
592-4 |
195-4 |
29.7% |
12-4 |
1.9% |
34% |
False |
False |
24,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708-2 |
|
2.618 |
690-2 |
|
1.618 |
679-2 |
|
1.000 |
672-4 |
|
0.618 |
668-2 |
|
HIGH |
661-4 |
|
0.618 |
657-2 |
|
0.500 |
656-0 |
|
0.382 |
654-6 |
|
LOW |
650-4 |
|
0.618 |
643-6 |
|
1.000 |
639-4 |
|
1.618 |
632-6 |
|
2.618 |
621-6 |
|
4.250 |
603-6 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
658-0 |
659-2 |
| PP |
657-0 |
659-1 |
| S1 |
656-0 |
659-1 |
|