CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
670-4 |
674-2 |
3-6 |
0.6% |
658-6 |
High |
672-6 |
681-0 |
8-2 |
1.2% |
673-4 |
Low |
670-0 |
674-2 |
4-2 |
0.6% |
650-0 |
Close |
672-6 |
678-2 |
5-4 |
0.8% |
673-2 |
Range |
2-6 |
6-6 |
4-0 |
145.5% |
23-4 |
ATR |
11-2 |
11-0 |
-0-2 |
-1.9% |
0-0 |
Volume |
17,303 |
29,129 |
11,826 |
68.3% |
84,768 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698-1 |
694-7 |
682-0 |
|
R3 |
691-3 |
688-1 |
680-1 |
|
R2 |
684-5 |
684-5 |
679-4 |
|
R1 |
681-3 |
681-3 |
678-7 |
683-0 |
PP |
677-7 |
677-7 |
677-7 |
678-5 |
S1 |
674-5 |
674-5 |
677-5 |
676-2 |
S2 |
671-1 |
671-1 |
677-0 |
|
S3 |
664-3 |
667-7 |
676-3 |
|
S4 |
657-5 |
661-1 |
674-4 |
|
|
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 |
681-0 |
659-0 |
22-0 |
3.2% |
7-1 |
1.1% |
88% |
True |
False |
20,991 |
10 |
681-0 |
650-0 |
31-0 |
4.6% |
8-3 |
1.2% |
91% |
True |
False |
16,242 |
20 |
681-0 |
647-0 |
34-0 |
5.0% |
7-3 |
1.1% |
92% |
True |
False |
16,198 |
40 |
745-4 |
599-6 |
145-6 |
21.5% |
9-6 |
1.4% |
54% |
False |
False |
14,404 |
60 |
792-0 |
599-6 |
192-2 |
28.3% |
9-3 |
1.4% |
41% |
False |
False |
11,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
709-6 |
2.618 |
698-5 |
1.618 |
691-7 |
1.000 |
687-6 |
0.618 |
685-1 |
HIGH |
681-0 |
0.618 |
678-3 |
0.500 |
677-5 |
0.382 |
676-7 |
LOW |
674-2 |
0.618 |
670-1 |
1.000 |
667-4 |
1.618 |
663-3 |
2.618 |
656-5 |
4.250 |
645-4 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
678-0 |
677-1 |
PP |
677-7 |
675-7 |
S1 |
677-5 |
674-6 |
|