CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
669-6 |
669-4 |
-0-2 |
0.0% |
667-6 |
High |
676-0 |
678-2 |
2-2 |
0.3% |
678-2 |
Low |
669-4 |
667-4 |
-2-0 |
-0.3% |
656-6 |
Close |
675-2 |
678-2 |
3-0 |
0.4% |
678-2 |
Range |
6-4 |
10-6 |
4-2 |
65.4% |
21-4 |
ATR |
12-4 |
12-3 |
-0-1 |
-1.0% |
0-0 |
Volume |
20,135 |
19,946 |
-189 |
-0.9% |
90,886 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
706-7 |
703-3 |
684-1 |
|
R3 |
696-1 |
692-5 |
681-2 |
|
R2 |
685-3 |
685-3 |
680-2 |
|
R1 |
681-7 |
681-7 |
679-2 |
683-5 |
PP |
674-5 |
674-5 |
674-5 |
675-4 |
S1 |
671-1 |
671-1 |
677-2 |
672-7 |
S2 |
663-7 |
663-7 |
676-2 |
|
S3 |
653-1 |
660-3 |
675-2 |
|
S4 |
642-3 |
649-5 |
672-3 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
735-5 |
728-3 |
690-1 |
|
R3 |
714-1 |
706-7 |
684-1 |
|
R2 |
692-5 |
692-5 |
682-2 |
|
R1 |
685-3 |
685-3 |
680-2 |
689-0 |
PP |
671-1 |
671-1 |
671-1 |
672-7 |
S1 |
663-7 |
663-7 |
676-2 |
667-4 |
S2 |
649-5 |
649-5 |
674-2 |
|
S3 |
628-1 |
642-3 |
672-3 |
|
S4 |
606-5 |
620-7 |
666-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
678-2 |
656-6 |
21-4 |
3.2% |
10-6 |
1.6% |
100% |
True |
False |
18,177 |
10 |
681-0 |
656-6 |
24-2 |
3.6% |
10-0 |
1.5% |
89% |
False |
False |
16,906 |
20 |
682-4 |
629-0 |
53-4 |
7.9% |
10-2 |
1.5% |
92% |
False |
False |
19,157 |
40 |
768-6 |
606-2 |
162-4 |
24.0% |
10-1 |
1.5% |
44% |
False |
False |
17,148 |
60 |
794-4 |
606-2 |
188-2 |
27.8% |
9-3 |
1.4% |
38% |
False |
False |
14,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
724-0 |
2.618 |
706-3 |
1.618 |
695-5 |
1.000 |
689-0 |
0.618 |
684-7 |
HIGH |
678-2 |
0.618 |
674-1 |
0.500 |
672-7 |
0.382 |
671-5 |
LOW |
667-4 |
0.618 |
660-7 |
1.000 |
656-6 |
1.618 |
650-1 |
2.618 |
639-3 |
4.250 |
621-6 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
676-4 |
675-6 |
PP |
674-5 |
673-2 |
S1 |
672-7 |
670-6 |
|