CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
656-6 |
674-6 |
18-0 |
2.7% |
680-6 |
High |
673-4 |
675-0 |
1-4 |
0.2% |
681-0 |
Low |
656-6 |
663-2 |
6-4 |
1.0% |
657-0 |
Close |
673-4 |
666-0 |
-7-4 |
-1.1% |
677-2 |
Range |
16-6 |
11-6 |
-5-0 |
-29.9% |
24-0 |
ATR |
12-6 |
12-5 |
-0-1 |
-0.6% |
0-0 |
Volume |
12,858 |
19,905 |
7,047 |
54.8% |
78,178 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703-3 |
696-3 |
672-4 |
|
R3 |
691-5 |
684-5 |
669-2 |
|
R2 |
679-7 |
679-7 |
668-1 |
|
R1 |
672-7 |
672-7 |
667-1 |
670-4 |
PP |
668-1 |
668-1 |
668-1 |
666-7 |
S1 |
661-1 |
661-1 |
664-7 |
658-6 |
S2 |
656-3 |
656-3 |
663-7 |
|
S3 |
644-5 |
649-3 |
662-6 |
|
S4 |
632-7 |
637-5 |
659-4 |
|
|
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 |
3.0% |
11-4 |
1.7% |
47% |
False |
False |
16,048 |
10 |
682-4 |
656-4 |
26-0 |
3.9% |
10-5 |
1.6% |
37% |
False |
False |
16,045 |
20 |
682-4 |
622-0 |
60-4 |
9.1% |
10-0 |
1.5% |
73% |
False |
False |
18,867 |
40 |
768-6 |
606-2 |
162-4 |
24.4% |
10-1 |
1.5% |
37% |
False |
False |
16,958 |
60 |
794-4 |
606-2 |
188-2 |
28.3% |
9-2 |
1.4% |
32% |
False |
False |
14,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
725-0 |
2.618 |
705-6 |
1.618 |
694-0 |
1.000 |
686-6 |
0.618 |
682-2 |
HIGH |
675-0 |
0.618 |
670-4 |
0.500 |
669-1 |
0.382 |
667-6 |
LOW |
663-2 |
0.618 |
656-0 |
1.000 |
651-4 |
1.618 |
644-2 |
2.618 |
632-4 |
4.250 |
613-2 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
669-1 |
666-0 |
PP |
668-1 |
665-7 |
S1 |
667-0 |
665-7 |
|