CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
665-0 |
667-0 |
2-0 |
0.3% |
657-0 |
High |
666-0 |
674-0 |
8-0 |
1.2% |
668-4 |
Low |
660-0 |
666-4 |
6-4 |
1.0% |
644-4 |
Close |
665-2 |
671-0 |
5-6 |
0.9% |
666-2 |
Range |
6-0 |
7-4 |
1-4 |
25.0% |
24-0 |
ATR |
13-7 |
13-4 |
-0-3 |
-2.6% |
0-0 |
Volume |
71,139 |
113,451 |
42,312 |
59.5% |
316,094 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693-0 |
689-4 |
675-1 |
|
R3 |
685-4 |
682-0 |
673-0 |
|
R2 |
678-0 |
678-0 |
672-3 |
|
R1 |
674-4 |
674-4 |
671-6 |
676-2 |
PP |
670-4 |
670-4 |
670-4 |
671-3 |
S1 |
667-0 |
667-0 |
670-2 |
668-6 |
S2 |
663-0 |
663-0 |
669-5 |
|
S3 |
655-4 |
659-4 |
669-0 |
|
S4 |
648-0 |
652-0 |
666-7 |
|
|
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 |
674-0 |
653-4 |
20-4 |
3.1% |
9-5 |
1.4% |
85% |
True |
False |
78,919 |
10 |
674-0 |
644-4 |
29-4 |
4.4% |
12-0 |
1.8% |
90% |
True |
False |
65,003 |
20 |
674-0 |
636-4 |
37-4 |
5.6% |
11-3 |
1.7% |
92% |
True |
False |
57,716 |
40 |
740-0 |
592-4 |
147-4 |
22.0% |
12-7 |
1.9% |
53% |
False |
False |
48,195 |
60 |
788-0 |
592-4 |
195-4 |
29.1% |
12-5 |
1.9% |
40% |
False |
False |
40,669 |
80 |
788-0 |
592-4 |
195-4 |
29.1% |
12-2 |
1.8% |
40% |
False |
False |
35,851 |
100 |
788-0 |
592-4 |
195-4 |
29.1% |
12-3 |
1.9% |
40% |
False |
False |
31,833 |
120 |
788-0 |
592-4 |
195-4 |
29.1% |
12-4 |
1.9% |
40% |
False |
False |
27,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705-7 |
2.618 |
693-5 |
1.618 |
686-1 |
1.000 |
681-4 |
0.618 |
678-5 |
HIGH |
674-0 |
0.618 |
671-1 |
0.500 |
670-2 |
0.382 |
669-3 |
LOW |
666-4 |
0.618 |
661-7 |
1.000 |
659-0 |
1.618 |
654-3 |
2.618 |
646-7 |
4.250 |
634-5 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
670-6 |
668-7 |
PP |
670-4 |
666-5 |
S1 |
670-2 |
664-4 |
|