CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
650-0 |
673-4 |
23-4 |
3.6% |
669-4 |
High |
666-4 |
673-4 |
7-0 |
1.1% |
673-0 |
Low |
650-0 |
659-0 |
9-0 |
1.4% |
655-2 |
Close |
670-0 |
662-0 |
-8-0 |
-1.2% |
673-2 |
Range |
16-4 |
14-4 |
-2-0 |
-12.1% |
17-6 |
ATR |
12-3 |
12-4 |
0-1 |
1.2% |
0-0 |
Volume |
11,169 |
20,756 |
9,587 |
85.8% |
60,246 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
708-3 |
699-5 |
670-0 |
|
R3 |
693-7 |
685-1 |
666-0 |
|
R2 |
679-3 |
679-3 |
664-5 |
|
R1 |
670-5 |
670-5 |
663-3 |
667-6 |
PP |
664-7 |
664-7 |
664-7 |
663-3 |
S1 |
656-1 |
656-1 |
660-5 |
653-2 |
S2 |
650-3 |
650-3 |
659-3 |
|
S3 |
635-7 |
641-5 |
658-0 |
|
S4 |
621-3 |
627-1 |
654-0 |
|
|
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 |
673-4 |
650-0 |
23-4 |
3.5% |
12-5 |
1.9% |
51% |
True |
False |
13,969 |
10 |
676-0 |
650-0 |
26-0 |
3.9% |
9-3 |
1.4% |
46% |
False |
False |
12,977 |
20 |
676-0 |
619-4 |
56-4 |
8.5% |
9-2 |
1.4% |
75% |
False |
False |
14,223 |
40 |
766-0 |
599-6 |
166-2 |
25.1% |
10-1 |
1.5% |
37% |
False |
False |
13,383 |
60 |
792-0 |
599-6 |
192-2 |
29.0% |
9-2 |
1.4% |
32% |
False |
False |
10,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
735-1 |
2.618 |
711-4 |
1.618 |
697-0 |
1.000 |
688-0 |
0.618 |
682-4 |
HIGH |
673-4 |
0.618 |
668-0 |
0.500 |
666-2 |
0.382 |
664-4 |
LOW |
659-0 |
0.618 |
650-0 |
1.000 |
644-4 |
1.618 |
635-4 |
2.618 |
621-0 |
4.250 |
597-3 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
666-2 |
661-7 |
PP |
664-7 |
661-7 |
S1 |
663-3 |
661-6 |
|