CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 07-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
668-4 |
670-4 |
2-0 |
0.3% |
658-6 |
High |
673-2 |
672-6 |
-0-4 |
-0.1% |
673-4 |
Low |
668-4 |
670-0 |
1-4 |
0.2% |
650-0 |
Close |
673-2 |
672-6 |
-0-4 |
-0.1% |
673-2 |
Range |
4-6 |
2-6 |
-2-0 |
-42.1% |
23-4 |
ATR |
11-7 |
11-2 |
-0-5 |
-5.2% |
0-0 |
Volume |
16,088 |
17,303 |
1,215 |
7.6% |
84,768 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-1 |
679-1 |
674-2 |
|
R3 |
677-3 |
676-3 |
673-4 |
|
R2 |
674-5 |
674-5 |
673-2 |
|
R1 |
673-5 |
673-5 |
673-0 |
674-1 |
PP |
671-7 |
671-7 |
671-7 |
672-0 |
S1 |
670-7 |
670-7 |
672-4 |
671-3 |
S2 |
669-1 |
669-1 |
672-2 |
|
S3 |
666-3 |
668-1 |
672-0 |
|
S4 |
663-5 |
665-3 |
671-2 |
|
|
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% |
9-1 |
1.4% |
97% |
False |
False |
17,399 |
10 |
673-4 |
650-0 |
23-4 |
3.5% |
8-1 |
1.2% |
97% |
False |
False |
14,573 |
20 |
676-0 |
628-0 |
48-0 |
7.1% |
8-7 |
1.3% |
93% |
False |
False |
15,350 |
40 |
747-0 |
599-6 |
147-2 |
21.9% |
9-6 |
1.4% |
50% |
False |
False |
13,895 |
60 |
792-0 |
599-6 |
192-2 |
28.6% |
9-2 |
1.4% |
38% |
False |
False |
11,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
684-4 |
2.618 |
680-0 |
1.618 |
677-2 |
1.000 |
675-4 |
0.618 |
674-4 |
HIGH |
672-6 |
0.618 |
671-6 |
0.500 |
671-3 |
0.382 |
671-0 |
LOW |
670-0 |
0.618 |
668-2 |
1.000 |
667-2 |
1.618 |
665-4 |
2.618 |
662-6 |
4.250 |
658-2 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
672-2 |
671-4 |
PP |
671-7 |
670-3 |
S1 |
671-3 |
669-1 |
|