CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
660-0 |
658-4 |
-1-4 |
-0.2% |
657-0 |
High |
667-0 |
667-0 |
0-0 |
0.0% |
668-4 |
Low |
659-4 |
655-0 |
-4-4 |
-0.7% |
644-4 |
Close |
663-6 |
666-2 |
2-4 |
0.4% |
666-2 |
Range |
7-4 |
12-0 |
4-4 |
60.0% |
24-0 |
ATR |
14-5 |
14-3 |
-0-1 |
-1.3% |
0-0 |
Volume |
67,664 |
54,790 |
-12,874 |
-19.0% |
316,094 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698-6 |
694-4 |
672-7 |
|
R3 |
686-6 |
682-4 |
669-4 |
|
R2 |
674-6 |
674-6 |
668-4 |
|
R1 |
670-4 |
670-4 |
667-3 |
672-5 |
PP |
662-6 |
662-6 |
662-6 |
663-6 |
S1 |
658-4 |
658-4 |
665-1 |
660-5 |
S2 |
650-6 |
650-6 |
664-0 |
|
S3 |
638-6 |
646-4 |
663-0 |
|
S4 |
626-6 |
634-4 |
659-5 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
731-6 |
723-0 |
679-4 |
|
R3 |
707-6 |
699-0 |
672-7 |
|
R2 |
683-6 |
683-6 |
670-5 |
|
R1 |
675-0 |
675-0 |
668-4 |
679-3 |
PP |
659-6 |
659-6 |
659-6 |
662-0 |
S1 |
651-0 |
651-0 |
664-0 |
655-3 |
S2 |
635-6 |
635-6 |
661-7 |
|
S3 |
611-6 |
627-0 |
659-5 |
|
S4 |
587-6 |
603-0 |
653-0 |
|
|
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% |
13-6 |
2.1% |
91% |
False |
False |
63,218 |
10 |
670-0 |
644-4 |
25-4 |
3.8% |
12-0 |
1.8% |
85% |
False |
False |
55,321 |
20 |
674-0 |
616-0 |
58-0 |
8.7% |
13-3 |
2.0% |
87% |
False |
False |
51,423 |
40 |
760-0 |
592-4 |
167-4 |
25.1% |
13-3 |
2.0% |
44% |
False |
False |
45,630 |
60 |
788-0 |
592-4 |
195-4 |
29.3% |
12-5 |
1.9% |
38% |
False |
False |
38,714 |
80 |
788-0 |
592-4 |
195-4 |
29.3% |
12-3 |
1.9% |
38% |
False |
False |
33,914 |
100 |
788-0 |
592-4 |
195-4 |
29.3% |
12-4 |
1.9% |
38% |
False |
False |
30,204 |
120 |
788-0 |
592-4 |
195-4 |
29.3% |
12-5 |
1.9% |
38% |
False |
False |
26,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
718-0 |
2.618 |
698-3 |
1.618 |
686-3 |
1.000 |
679-0 |
0.618 |
674-3 |
HIGH |
667-0 |
0.618 |
662-3 |
0.500 |
661-0 |
0.382 |
659-5 |
LOW |
655-0 |
0.618 |
647-5 |
1.000 |
643-0 |
1.618 |
635-5 |
2.618 |
623-5 |
4.250 |
604-0 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
664-4 |
664-4 |
PP |
662-6 |
662-6 |
S1 |
661-0 |
661-0 |
|