CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
665-0 |
668-4 |
3-4 |
0.5% |
658-6 |
High |
672-0 |
673-2 |
1-2 |
0.2% |
673-4 |
Low |
665-0 |
668-4 |
3-4 |
0.5% |
650-0 |
Close |
669-4 |
673-2 |
3-6 |
0.6% |
673-2 |
Range |
7-0 |
4-6 |
-2-2 |
-32.1% |
23-4 |
ATR |
12-3 |
11-7 |
-0-4 |
-4.4% |
0-0 |
Volume |
21,681 |
16,088 |
-5,593 |
-25.8% |
84,768 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685-7 |
684-3 |
675-7 |
|
R3 |
681-1 |
679-5 |
674-4 |
|
R2 |
676-3 |
676-3 |
674-1 |
|
R1 |
674-7 |
674-7 |
673-5 |
675-5 |
PP |
671-5 |
671-5 |
671-5 |
672-0 |
S1 |
670-1 |
670-1 |
672-7 |
670-7 |
S2 |
666-7 |
666-7 |
672-3 |
|
S3 |
662-1 |
665-3 |
672-0 |
|
S4 |
657-3 |
660-5 |
670-5 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
736-1 |
728-1 |
686-1 |
|
R3 |
712-5 |
704-5 |
679-6 |
|
R2 |
689-1 |
689-1 |
677-4 |
|
R1 |
681-1 |
681-1 |
675-3 |
685-1 |
PP |
665-5 |
665-5 |
665-5 |
667-4 |
S1 |
657-5 |
657-5 |
671-1 |
661-5 |
S2 |
642-1 |
642-1 |
669-0 |
|
S3 |
618-5 |
634-1 |
666-6 |
|
S4 |
595-1 |
610-5 |
660-3 |
|
|
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% |
10-2 |
1.5% |
99% |
False |
False |
16,953 |
10 |
673-4 |
650-0 |
23-4 |
3.5% |
8-1 |
1.2% |
99% |
False |
False |
14,501 |
20 |
676-0 |
623-4 |
52-4 |
7.8% |
9-3 |
1.4% |
95% |
False |
False |
14,798 |
40 |
766-0 |
599-6 |
166-2 |
24.7% |
10-0 |
1.5% |
44% |
False |
False |
13,763 |
60 |
792-0 |
599-6 |
192-2 |
28.6% |
9-2 |
1.4% |
38% |
False |
False |
11,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
693-4 |
2.618 |
685-5 |
1.618 |
680-7 |
1.000 |
678-0 |
0.618 |
676-1 |
HIGH |
673-2 |
0.618 |
671-3 |
0.500 |
670-7 |
0.382 |
670-3 |
LOW |
668-4 |
0.618 |
665-5 |
1.000 |
663-6 |
1.618 |
660-7 |
2.618 |
656-1 |
4.250 |
648-2 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
672-4 |
670-7 |
PP |
671-5 |
668-5 |
S1 |
670-7 |
666-2 |
|