CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
667-6 |
656-6 |
-11-0 |
-1.6% |
680-6 |
High |
670-0 |
673-4 |
3-4 |
0.5% |
681-0 |
Low |
662-0 |
656-6 |
-5-2 |
-0.8% |
657-0 |
Close |
669-0 |
673-4 |
4-4 |
0.7% |
677-2 |
Range |
8-0 |
16-6 |
8-6 |
109.4% |
24-0 |
ATR |
12-3 |
12-6 |
0-2 |
2.5% |
0-0 |
Volume |
18,042 |
12,858 |
-5,184 |
-28.7% |
78,178 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
718-1 |
712-5 |
682-6 |
|
R3 |
701-3 |
695-7 |
678-1 |
|
R2 |
684-5 |
684-5 |
676-5 |
|
R1 |
679-1 |
679-1 |
675-0 |
681-7 |
PP |
667-7 |
667-7 |
667-7 |
669-2 |
S1 |
662-3 |
662-3 |
672-0 |
665-1 |
S2 |
651-1 |
651-1 |
670-3 |
|
S3 |
634-3 |
645-5 |
668-7 |
|
S4 |
617-5 |
628-7 |
664-2 |
|
|
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 |
656-6 |
19-6 |
2.9% |
11-7 |
1.8% |
85% |
False |
True |
14,368 |
10 |
682-4 |
656-4 |
26-0 |
3.9% |
10-3 |
1.5% |
65% |
False |
False |
17,460 |
20 |
682-4 |
622-0 |
60-4 |
9.0% |
9-6 |
1.5% |
85% |
False |
False |
18,988 |
40 |
771-4 |
606-2 |
165-2 |
24.5% |
9-6 |
1.5% |
41% |
False |
False |
16,759 |
60 |
794-4 |
606-2 |
188-2 |
28.0% |
9-1 |
1.4% |
36% |
False |
False |
14,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
744-6 |
2.618 |
717-3 |
1.618 |
700-5 |
1.000 |
690-2 |
0.618 |
683-7 |
HIGH |
673-4 |
0.618 |
667-1 |
0.500 |
665-1 |
0.382 |
663-1 |
LOW |
656-6 |
0.618 |
646-3 |
1.000 |
640-0 |
1.618 |
629-5 |
2.618 |
612-7 |
4.250 |
585-4 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
670-6 |
671-2 |
PP |
667-7 |
668-7 |
S1 |
665-1 |
666-5 |
|