CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 07-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
658-4 |
665-0 |
6-4 |
1.0% |
657-0 |
High |
667-0 |
666-0 |
-1-0 |
-0.1% |
668-4 |
Low |
655-0 |
660-0 |
5-0 |
0.8% |
644-4 |
Close |
666-2 |
665-2 |
-1-0 |
-0.2% |
666-2 |
Range |
12-0 |
6-0 |
-6-0 |
-50.0% |
24-0 |
ATR |
14-3 |
13-7 |
-0-5 |
-4.0% |
0-0 |
Volume |
54,790 |
71,139 |
16,349 |
29.8% |
316,094 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
681-6 |
679-4 |
668-4 |
|
R3 |
675-6 |
673-4 |
666-7 |
|
R2 |
669-6 |
669-6 |
666-3 |
|
R1 |
667-4 |
667-4 |
665-6 |
668-5 |
PP |
663-6 |
663-6 |
663-6 |
664-2 |
S1 |
661-4 |
661-4 |
664-6 |
662-5 |
S2 |
657-6 |
657-6 |
664-1 |
|
S3 |
651-6 |
655-4 |
663-5 |
|
S4 |
645-6 |
649-4 |
662-0 |
|
|
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% |
12-6 |
1.9% |
86% |
False |
False |
64,181 |
10 |
668-4 |
644-4 |
24-0 |
3.6% |
11-4 |
1.7% |
86% |
False |
False |
56,959 |
20 |
674-0 |
620-0 |
54-0 |
8.1% |
12-7 |
1.9% |
84% |
False |
False |
54,107 |
40 |
754-0 |
592-4 |
161-4 |
24.3% |
13-1 |
2.0% |
45% |
False |
False |
46,311 |
60 |
788-0 |
592-4 |
195-4 |
29.4% |
12-5 |
1.9% |
37% |
False |
False |
39,316 |
80 |
788-0 |
592-4 |
195-4 |
29.4% |
12-2 |
1.8% |
37% |
False |
False |
34,634 |
100 |
788-0 |
592-4 |
195-4 |
29.4% |
12-4 |
1.9% |
37% |
False |
False |
30,786 |
120 |
788-0 |
592-4 |
195-4 |
29.4% |
12-4 |
1.9% |
37% |
False |
False |
26,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
691-4 |
2.618 |
681-6 |
1.618 |
675-6 |
1.000 |
672-0 |
0.618 |
669-6 |
HIGH |
666-0 |
0.618 |
663-6 |
0.500 |
663-0 |
0.382 |
662-2 |
LOW |
660-0 |
0.618 |
656-2 |
1.000 |
654-0 |
1.618 |
650-2 |
2.618 |
644-2 |
4.250 |
634-4 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
664-4 |
663-7 |
PP |
663-6 |
662-3 |
S1 |
663-0 |
661-0 |
|