CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
664-0 |
660-4 |
-3-4 |
-0.5% |
658-6 |
High |
680-4 |
664-0 |
-16-4 |
-2.4% |
673-4 |
Low |
664-0 |
660-4 |
-3-4 |
-0.5% |
650-0 |
Close |
671-6 |
661-6 |
-10-0 |
-1.5% |
673-2 |
Range |
16-4 |
3-4 |
-13-0 |
-78.8% |
23-4 |
ATR |
11-3 |
11-3 |
0-0 |
-0.1% |
0-0 |
Volume |
35,587 |
54,309 |
18,722 |
52.6% |
84,768 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
672-5 |
670-5 |
663-5 |
|
R3 |
669-1 |
667-1 |
662-6 |
|
R2 |
665-5 |
665-5 |
662-3 |
|
R1 |
663-5 |
663-5 |
662-1 |
664-5 |
PP |
662-1 |
662-1 |
662-1 |
662-4 |
S1 |
660-1 |
660-1 |
661-3 |
661-1 |
S2 |
658-5 |
658-5 |
661-1 |
|
S3 |
655-1 |
656-5 |
660-6 |
|
S4 |
651-5 |
653-1 |
659-7 |
|
|
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 |
660-4 |
20-4 |
3.1% |
6-7 |
1.0% |
6% |
False |
True |
30,483 |
10 |
681-0 |
650-0 |
31-0 |
4.7% |
8-6 |
1.3% |
38% |
False |
False |
23,243 |
20 |
681-0 |
650-0 |
31-0 |
4.7% |
7-6 |
1.2% |
38% |
False |
False |
18,264 |
40 |
726-0 |
599-6 |
126-2 |
19.1% |
9-6 |
1.5% |
49% |
False |
False |
16,092 |
60 |
792-0 |
599-6 |
192-2 |
29.1% |
9-5 |
1.5% |
32% |
False |
False |
13,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
678-7 |
2.618 |
673-1 |
1.618 |
669-5 |
1.000 |
667-4 |
0.618 |
666-1 |
HIGH |
664-0 |
0.618 |
662-5 |
0.500 |
662-2 |
0.382 |
661-7 |
LOW |
660-4 |
0.618 |
658-3 |
1.000 |
657-0 |
1.618 |
654-7 |
2.618 |
651-3 |
4.250 |
645-5 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
662-2 |
670-6 |
PP |
662-1 |
667-6 |
S1 |
661-7 |
664-6 |
|