CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 07-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
669-4 |
676-4 |
7-0 |
1.0% |
667-6 |
High |
678-2 |
676-6 |
-1-4 |
-0.2% |
678-2 |
Low |
667-4 |
676-4 |
9-0 |
1.3% |
656-6 |
Close |
678-2 |
676-6 |
-1-4 |
-0.2% |
678-2 |
Range |
10-6 |
0-2 |
-10-4 |
-97.7% |
21-4 |
ATR |
12-3 |
11-5 |
-0-6 |
-6.1% |
0-0 |
Volume |
19,946 |
17,253 |
-2,693 |
-13.5% |
90,886 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-3 |
677-3 |
676-7 |
|
R3 |
677-1 |
677-1 |
676-7 |
|
R2 |
676-7 |
676-7 |
676-6 |
|
R1 |
676-7 |
676-7 |
676-6 |
676-7 |
PP |
676-5 |
676-5 |
676-5 |
676-6 |
S1 |
676-5 |
676-5 |
676-6 |
676-5 |
S2 |
676-3 |
676-3 |
676-6 |
|
S3 |
676-1 |
676-3 |
676-5 |
|
S4 |
675-7 |
676-1 |
676-5 |
|
|
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% |
9-2 |
1.4% |
93% |
False |
False |
18,019 |
10 |
678-2 |
656-6 |
21-4 |
3.2% |
9-0 |
1.3% |
93% |
False |
False |
15,925 |
20 |
682-4 |
632-0 |
50-4 |
7.5% |
9-6 |
1.4% |
89% |
False |
False |
19,610 |
40 |
766-4 |
606-2 |
160-2 |
23.7% |
10-1 |
1.5% |
44% |
False |
False |
17,283 |
60 |
794-4 |
606-2 |
188-2 |
27.8% |
9-1 |
1.4% |
37% |
False |
False |
14,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
677-6 |
2.618 |
677-3 |
1.618 |
677-1 |
1.000 |
677-0 |
0.618 |
676-7 |
HIGH |
676-6 |
0.618 |
676-5 |
0.500 |
676-5 |
0.382 |
676-5 |
LOW |
676-4 |
0.618 |
676-3 |
1.000 |
676-2 |
1.618 |
676-1 |
2.618 |
675-7 |
4.250 |
675-4 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
676-6 |
675-4 |
PP |
676-5 |
674-1 |
S1 |
676-5 |
672-7 |
|