CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 03-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
667-4 |
660-0 |
-7-4 |
-1.1% |
669-0 |
High |
668-4 |
667-0 |
-1-4 |
-0.2% |
670-0 |
Low |
653-4 |
659-4 |
6-0 |
0.9% |
648-0 |
Close |
656-0 |
663-6 |
7-6 |
1.2% |
667-0 |
Range |
15-0 |
7-4 |
-7-4 |
-50.0% |
22-0 |
ATR |
14-7 |
14-5 |
-0-2 |
-1.9% |
0-0 |
Volume |
87,552 |
67,664 |
-19,888 |
-22.7% |
237,116 |
|
Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685-7 |
682-3 |
667-7 |
|
R3 |
678-3 |
674-7 |
665-6 |
|
R2 |
670-7 |
670-7 |
665-1 |
|
R1 |
667-3 |
667-3 |
664-4 |
669-1 |
PP |
663-3 |
663-3 |
663-3 |
664-2 |
S1 |
659-7 |
659-7 |
663-0 |
661-5 |
S2 |
655-7 |
655-7 |
662-3 |
|
S3 |
648-3 |
652-3 |
661-6 |
|
S4 |
640-7 |
644-7 |
659-5 |
|
|
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 |
668-4 |
644-4 |
24-0 |
3.6% |
13-0 |
2.0% |
80% |
False |
False |
61,760 |
10 |
674-0 |
644-4 |
29-4 |
4.4% |
12-4 |
1.9% |
65% |
False |
False |
54,356 |
20 |
674-0 |
610-4 |
63-4 |
9.6% |
13-0 |
2.0% |
84% |
False |
False |
50,565 |
40 |
760-0 |
592-4 |
167-4 |
25.2% |
13-2 |
2.0% |
43% |
False |
False |
45,368 |
60 |
788-0 |
592-4 |
195-4 |
29.5% |
12-5 |
1.9% |
36% |
False |
False |
38,347 |
80 |
788-0 |
592-4 |
195-4 |
29.5% |
12-3 |
1.9% |
36% |
False |
False |
33,500 |
100 |
788-0 |
592-4 |
195-4 |
29.5% |
12-5 |
1.9% |
36% |
False |
False |
29,798 |
120 |
788-0 |
592-4 |
195-4 |
29.5% |
12-5 |
1.9% |
36% |
False |
False |
25,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
698-7 |
2.618 |
686-5 |
1.618 |
679-1 |
1.000 |
674-4 |
0.618 |
671-5 |
HIGH |
667-0 |
0.618 |
664-1 |
0.500 |
663-2 |
0.382 |
662-3 |
LOW |
659-4 |
0.618 |
654-7 |
1.000 |
652-0 |
1.618 |
647-3 |
2.618 |
639-7 |
4.250 |
627-5 |
|
|
Fisher Pivots for day following 03-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
663-5 |
661-3 |
PP |
663-3 |
658-7 |
S1 |
663-2 |
656-4 |
|