CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
667-0 |
657-0 |
-10-0 |
-1.5% |
657-0 |
High |
674-0 |
667-6 |
-6-2 |
-0.9% |
668-4 |
Low |
666-4 |
657-0 |
-9-4 |
-1.4% |
644-4 |
Close |
671-0 |
665-0 |
-6-0 |
-0.9% |
666-2 |
Range |
7-4 |
10-6 |
3-2 |
43.3% |
24-0 |
ATR |
13-4 |
13-4 |
0-0 |
0.3% |
0-0 |
Volume |
113,451 |
130,049 |
16,598 |
14.6% |
316,094 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695-4 |
691-0 |
670-7 |
|
R3 |
684-6 |
680-2 |
668-0 |
|
R2 |
674-0 |
674-0 |
667-0 |
|
R1 |
669-4 |
669-4 |
666-0 |
671-6 |
PP |
663-2 |
663-2 |
663-2 |
664-3 |
S1 |
658-6 |
658-6 |
664-0 |
661-0 |
S2 |
652-4 |
652-4 |
663-0 |
|
S3 |
641-6 |
648-0 |
662-0 |
|
S4 |
631-0 |
637-2 |
659-1 |
|
|
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 |
655-0 |
19-0 |
2.9% |
8-6 |
1.3% |
53% |
False |
False |
87,418 |
10 |
674-0 |
644-4 |
29-4 |
4.4% |
11-5 |
1.8% |
69% |
False |
False |
73,993 |
20 |
674-0 |
636-4 |
37-4 |
5.6% |
11-2 |
1.7% |
76% |
False |
False |
61,464 |
40 |
733-4 |
592-4 |
141-0 |
21.2% |
12-7 |
1.9% |
51% |
False |
False |
50,284 |
60 |
788-0 |
592-4 |
195-4 |
29.4% |
12-5 |
1.9% |
37% |
False |
False |
42,648 |
80 |
788-0 |
592-4 |
195-4 |
29.4% |
12-1 |
1.8% |
37% |
False |
False |
37,317 |
100 |
788-0 |
592-4 |
195-4 |
29.4% |
12-4 |
1.9% |
37% |
False |
False |
33,040 |
120 |
788-0 |
592-4 |
195-4 |
29.4% |
12-4 |
1.9% |
37% |
False |
False |
28,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
713-4 |
2.618 |
695-7 |
1.618 |
685-1 |
1.000 |
678-4 |
0.618 |
674-3 |
HIGH |
667-6 |
0.618 |
663-5 |
0.500 |
662-3 |
0.382 |
661-1 |
LOW |
657-0 |
0.618 |
650-3 |
1.000 |
646-2 |
1.618 |
639-5 |
2.618 |
628-7 |
4.250 |
611-2 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
664-1 |
665-4 |
PP |
663-2 |
665-3 |
S1 |
662-3 |
665-1 |
|