CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
657-0 |
644-4 |
-12-4 |
-1.9% |
669-0 |
High |
661-4 |
667-4 |
6-0 |
0.9% |
670-0 |
Low |
650-4 |
644-4 |
-6-0 |
-0.9% |
648-0 |
Close |
659-0 |
665-2 |
6-2 |
0.9% |
667-0 |
Range |
11-0 |
23-0 |
12-0 |
109.1% |
22-0 |
ATR |
14-2 |
14-7 |
0-5 |
4.4% |
0-0 |
Volume |
66,328 |
39,760 |
-26,568 |
-40.1% |
237,116 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728-1 |
719-5 |
677-7 |
|
R3 |
705-1 |
696-5 |
671-5 |
|
R2 |
682-1 |
682-1 |
669-4 |
|
R1 |
673-5 |
673-5 |
667-3 |
677-7 |
PP |
659-1 |
659-1 |
659-1 |
661-2 |
S1 |
650-5 |
650-5 |
663-1 |
654-7 |
S2 |
636-1 |
636-1 |
661-0 |
|
S3 |
613-1 |
627-5 |
658-7 |
|
S4 |
590-1 |
604-5 |
652-5 |
|
|
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 |
644-4 |
23-4 |
3.5% |
14-4 |
2.2% |
88% |
False |
True |
51,088 |
10 |
674-0 |
644-4 |
29-4 |
4.4% |
12-3 |
1.9% |
70% |
False |
True |
51,990 |
20 |
674-0 |
609-6 |
64-2 |
9.7% |
12-7 |
1.9% |
86% |
False |
False |
46,997 |
40 |
776-4 |
592-4 |
184-0 |
27.7% |
13-4 |
2.0% |
40% |
False |
False |
42,657 |
60 |
788-0 |
592-4 |
195-4 |
29.4% |
12-4 |
1.9% |
37% |
False |
False |
36,787 |
80 |
788-0 |
592-4 |
195-4 |
29.4% |
12-4 |
1.9% |
37% |
False |
False |
32,064 |
100 |
788-0 |
592-4 |
195-4 |
29.4% |
12-5 |
1.9% |
37% |
False |
False |
28,392 |
120 |
788-0 |
592-4 |
195-4 |
29.4% |
12-5 |
1.9% |
37% |
False |
False |
24,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
765-2 |
2.618 |
727-6 |
1.618 |
704-6 |
1.000 |
690-4 |
0.618 |
681-6 |
HIGH |
667-4 |
0.618 |
658-6 |
0.500 |
656-0 |
0.382 |
653-2 |
LOW |
644-4 |
0.618 |
630-2 |
1.000 |
621-4 |
1.618 |
607-2 |
2.618 |
584-2 |
4.250 |
546-6 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
662-1 |
662-2 |
PP |
659-1 |
659-2 |
S1 |
656-0 |
656-2 |
|