CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
674-2 |
664-0 |
-10-2 |
-1.5% |
658-6 |
High |
681-0 |
680-4 |
-0-4 |
-0.1% |
673-4 |
Low |
674-2 |
664-0 |
-10-2 |
-1.5% |
650-0 |
Close |
678-2 |
671-6 |
-6-4 |
-1.0% |
673-2 |
Range |
6-6 |
16-4 |
9-6 |
144.4% |
23-4 |
ATR |
11-0 |
11-3 |
0-3 |
3.6% |
0-0 |
Volume |
29,129 |
35,587 |
6,458 |
22.2% |
84,768 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
721-5 |
713-1 |
680-7 |
|
R3 |
705-1 |
696-5 |
676-2 |
|
R2 |
688-5 |
688-5 |
674-6 |
|
R1 |
680-1 |
680-1 |
673-2 |
684-3 |
PP |
672-1 |
672-1 |
672-1 |
674-2 |
S1 |
663-5 |
663-5 |
670-2 |
667-7 |
S2 |
655-5 |
655-5 |
668-6 |
|
S3 |
639-1 |
647-1 |
667-2 |
|
S4 |
622-5 |
630-5 |
662-5 |
|
|
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 |
681-0 |
664-0 |
17-0 |
2.5% |
7-4 |
1.1% |
46% |
False |
True |
23,957 |
10 |
681-0 |
650-0 |
31-0 |
4.6% |
10-1 |
1.5% |
70% |
False |
False |
18,963 |
20 |
681-0 |
647-0 |
34-0 |
5.1% |
8-1 |
1.2% |
73% |
False |
False |
16,653 |
40 |
741-0 |
599-6 |
141-2 |
21.0% |
10-1 |
1.5% |
51% |
False |
False |
15,072 |
60 |
792-0 |
599-6 |
192-2 |
28.6% |
9-5 |
1.4% |
37% |
False |
False |
12,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
750-5 |
2.618 |
723-6 |
1.618 |
707-2 |
1.000 |
697-0 |
0.618 |
690-6 |
HIGH |
680-4 |
0.618 |
674-2 |
0.500 |
672-2 |
0.382 |
670-2 |
LOW |
664-0 |
0.618 |
653-6 |
1.000 |
647-4 |
1.618 |
637-2 |
2.618 |
620-6 |
4.250 |
593-7 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
672-2 |
672-4 |
PP |
672-1 |
672-2 |
S1 |
671-7 |
672-0 |
|