CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
657-0 |
668-0 |
11-0 |
1.7% |
657-0 |
High |
667-6 |
668-4 |
0-6 |
0.1% |
668-4 |
Low |
657-0 |
654-4 |
-2-4 |
-0.4% |
644-4 |
Close |
665-0 |
654-6 |
-10-2 |
-1.5% |
666-2 |
Range |
10-6 |
14-0 |
3-2 |
30.2% |
24-0 |
ATR |
13-4 |
13-4 |
0-0 |
0.3% |
0-0 |
Volume |
130,049 |
189,205 |
59,156 |
45.5% |
316,094 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
701-2 |
692-0 |
662-4 |
|
R3 |
687-2 |
678-0 |
658-5 |
|
R2 |
673-2 |
673-2 |
657-3 |
|
R1 |
664-0 |
664-0 |
656-0 |
661-5 |
PP |
659-2 |
659-2 |
659-2 |
658-0 |
S1 |
650-0 |
650-0 |
653-4 |
647-5 |
S2 |
645-2 |
645-2 |
652-1 |
|
S3 |
631-2 |
636-0 |
650-7 |
|
S4 |
617-2 |
622-0 |
647-0 |
|
|
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 |
674-0 |
654-4 |
19-4 |
3.0% |
10-0 |
1.5% |
1% |
False |
True |
111,726 |
10 |
674-0 |
644-4 |
29-4 |
4.5% |
11-4 |
1.8% |
35% |
False |
False |
86,743 |
20 |
674-0 |
643-0 |
31-0 |
4.7% |
11-2 |
1.7% |
38% |
False |
False |
68,123 |
40 |
718-0 |
592-4 |
125-4 |
19.2% |
12-6 |
2.0% |
50% |
False |
False |
54,233 |
60 |
788-0 |
592-4 |
195-4 |
29.9% |
12-6 |
1.9% |
32% |
False |
False |
45,268 |
80 |
788-0 |
592-4 |
195-4 |
29.9% |
12-2 |
1.9% |
32% |
False |
False |
39,431 |
100 |
788-0 |
592-4 |
195-4 |
29.9% |
12-4 |
1.9% |
32% |
False |
False |
34,873 |
120 |
788-0 |
592-4 |
195-4 |
29.9% |
12-4 |
1.9% |
32% |
False |
False |
30,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
728-0 |
2.618 |
705-1 |
1.618 |
691-1 |
1.000 |
682-4 |
0.618 |
677-1 |
HIGH |
668-4 |
0.618 |
663-1 |
0.500 |
661-4 |
0.382 |
659-7 |
LOW |
654-4 |
0.618 |
645-7 |
1.000 |
640-4 |
1.618 |
631-7 |
2.618 |
617-7 |
4.250 |
595-0 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
661-4 |
664-2 |
PP |
659-2 |
661-1 |
S1 |
657-0 |
657-7 |
|