CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
658-6 |
650-0 |
-8-6 |
-1.3% |
669-4 |
High |
667-0 |
666-4 |
-0-4 |
-0.1% |
673-0 |
Low |
658-6 |
650-0 |
-8-6 |
-1.3% |
655-2 |
Close |
665-0 |
670-0 |
5-0 |
0.8% |
673-2 |
Range |
8-2 |
16-4 |
8-2 |
100.0% |
17-6 |
ATR |
12-1 |
12-3 |
0-3 |
2.6% |
0-0 |
Volume |
15,074 |
11,169 |
-3,905 |
-25.9% |
60,246 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-5 |
707-3 |
679-1 |
|
R3 |
695-1 |
690-7 |
674-4 |
|
R2 |
678-5 |
678-5 |
673-0 |
|
R1 |
674-3 |
674-3 |
671-4 |
676-4 |
PP |
662-1 |
662-1 |
662-1 |
663-2 |
S1 |
657-7 |
657-7 |
668-4 |
660-0 |
S2 |
645-5 |
645-5 |
667-0 |
|
S3 |
629-1 |
641-3 |
665-4 |
|
S4 |
612-5 |
624-7 |
660-7 |
|
|
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 |
650-0 |
23-0 |
3.4% |
9-6 |
1.4% |
87% |
False |
True |
11,493 |
10 |
676-0 |
650-0 |
26-0 |
3.9% |
8-3 |
1.2% |
77% |
False |
True |
12,781 |
20 |
676-0 |
617-4 |
58-4 |
8.7% |
9-1 |
1.4% |
90% |
False |
False |
13,868 |
40 |
770-0 |
599-6 |
170-2 |
25.4% |
9-7 |
1.5% |
41% |
False |
False |
13,073 |
60 |
792-0 |
599-6 |
192-2 |
28.7% |
9-0 |
1.3% |
37% |
False |
False |
10,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-5 |
2.618 |
709-6 |
1.618 |
693-2 |
1.000 |
683-0 |
0.618 |
676-6 |
HIGH |
666-4 |
0.618 |
660-2 |
0.500 |
658-2 |
0.382 |
656-2 |
LOW |
650-0 |
0.618 |
639-6 |
1.000 |
633-4 |
1.618 |
623-2 |
2.618 |
606-6 |
4.250 |
579-7 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
666-1 |
667-1 |
PP |
662-1 |
664-2 |
S1 |
658-2 |
661-3 |
|