CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
668-4 |
667-6 |
-0-6 |
-0.1% |
680-6 |
High |
676-4 |
670-0 |
-6-4 |
-1.0% |
681-0 |
Low |
668-4 |
662-0 |
-6-4 |
-1.0% |
657-0 |
Close |
677-2 |
669-0 |
-8-2 |
-1.2% |
677-2 |
Range |
8-0 |
8-0 |
0-0 |
0.0% |
24-0 |
ATR |
12-2 |
12-3 |
0-2 |
1.8% |
0-0 |
Volume |
12,965 |
18,042 |
5,077 |
39.2% |
78,178 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
691-0 |
688-0 |
673-3 |
|
R3 |
683-0 |
680-0 |
671-2 |
|
R2 |
675-0 |
675-0 |
670-4 |
|
R1 |
672-0 |
672-0 |
669-6 |
673-4 |
PP |
667-0 |
667-0 |
667-0 |
667-6 |
S1 |
664-0 |
664-0 |
668-2 |
665-4 |
S2 |
659-0 |
659-0 |
667-4 |
|
S3 |
651-0 |
656-0 |
666-6 |
|
S4 |
643-0 |
648-0 |
664-5 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743-6 |
734-4 |
690-4 |
|
R3 |
719-6 |
710-4 |
683-7 |
|
R2 |
695-6 |
695-6 |
681-5 |
|
R1 |
686-4 |
686-4 |
679-4 |
679-1 |
PP |
671-6 |
671-6 |
671-6 |
668-0 |
S1 |
662-4 |
662-4 |
675-0 |
655-1 |
S2 |
647-6 |
647-6 |
672-7 |
|
S3 |
623-6 |
638-4 |
670-5 |
|
S4 |
599-6 |
614-4 |
664-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
676-4 |
657-0 |
19-4 |
2.9% |
8-6 |
1.3% |
62% |
False |
False |
13,832 |
10 |
682-4 |
654-6 |
27-6 |
4.1% |
9-4 |
1.4% |
51% |
False |
False |
17,816 |
20 |
682-4 |
607-0 |
75-4 |
11.3% |
9-4 |
1.4% |
82% |
False |
False |
19,412 |
40 |
780-0 |
606-2 |
173-6 |
26.0% |
9-4 |
1.4% |
36% |
False |
False |
16,711 |
60 |
794-4 |
606-2 |
188-2 |
28.1% |
8-7 |
1.3% |
33% |
False |
False |
14,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
704-0 |
2.618 |
691-0 |
1.618 |
683-0 |
1.000 |
678-0 |
0.618 |
675-0 |
HIGH |
670-0 |
0.618 |
667-0 |
0.500 |
666-0 |
0.382 |
665-0 |
LOW |
662-0 |
0.618 |
657-0 |
1.000 |
654-0 |
1.618 |
649-0 |
2.618 |
641-0 |
4.250 |
628-0 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
668-0 |
669-2 |
PP |
667-0 |
669-1 |
S1 |
666-0 |
669-1 |
|