CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
666-0 |
658-6 |
-7-2 |
-1.1% |
669-4 |
High |
672-6 |
667-0 |
-5-6 |
-0.9% |
673-0 |
Low |
666-0 |
658-6 |
-7-2 |
-1.1% |
655-2 |
Close |
673-2 |
665-0 |
-8-2 |
-1.2% |
673-2 |
Range |
6-6 |
8-2 |
1-4 |
22.2% |
17-6 |
ATR |
11-7 |
12-1 |
0-1 |
1.6% |
0-0 |
Volume |
11,342 |
15,074 |
3,732 |
32.9% |
60,246 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
688-3 |
684-7 |
669-4 |
|
R3 |
680-1 |
676-5 |
667-2 |
|
R2 |
671-7 |
671-7 |
666-4 |
|
R1 |
668-3 |
668-3 |
665-6 |
670-1 |
PP |
663-5 |
663-5 |
663-5 |
664-4 |
S1 |
660-1 |
660-1 |
664-2 |
661-7 |
S2 |
655-3 |
655-3 |
663-4 |
|
S3 |
647-1 |
651-7 |
662-6 |
|
S4 |
638-7 |
643-5 |
660-4 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-3 |
714-5 |
683-0 |
|
R3 |
702-5 |
696-7 |
678-1 |
|
R2 |
684-7 |
684-7 |
676-4 |
|
R1 |
679-1 |
679-1 |
674-7 |
682-0 |
PP |
667-1 |
667-1 |
667-1 |
668-5 |
S1 |
661-3 |
661-3 |
671-5 |
664-2 |
S2 |
649-3 |
649-3 |
670-0 |
|
S3 |
631-5 |
643-5 |
668-3 |
|
S4 |
613-7 |
625-7 |
663-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
673-0 |
655-2 |
17-6 |
2.7% |
7-1 |
1.1% |
55% |
False |
False |
11,747 |
10 |
676-0 |
652-0 |
24-0 |
3.6% |
6-6 |
1.0% |
54% |
False |
False |
12,832 |
20 |
676-0 |
599-6 |
76-2 |
11.5% |
8-7 |
1.3% |
86% |
False |
False |
14,166 |
40 |
776-0 |
599-6 |
176-2 |
26.5% |
9-6 |
1.5% |
37% |
False |
False |
13,010 |
60 |
792-0 |
599-6 |
192-2 |
28.9% |
8-6 |
1.3% |
34% |
False |
False |
10,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
702-0 |
2.618 |
688-5 |
1.618 |
680-3 |
1.000 |
675-2 |
0.618 |
672-1 |
HIGH |
667-0 |
0.618 |
663-7 |
0.500 |
662-7 |
0.382 |
661-7 |
LOW |
658-6 |
0.618 |
653-5 |
1.000 |
650-4 |
1.618 |
645-3 |
2.618 |
637-1 |
4.250 |
623-6 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
664-2 |
664-7 |
PP |
663-5 |
664-5 |
S1 |
662-7 |
664-4 |
|