CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
676-4 |
677-6 |
1-2 |
0.2% |
667-6 |
High |
676-6 |
683-0 |
6-2 |
0.9% |
678-2 |
Low |
676-4 |
677-6 |
1-2 |
0.2% |
656-6 |
Close |
676-6 |
681-2 |
4-4 |
0.7% |
678-2 |
Range |
0-2 |
5-2 |
5-0 |
2,000.0% |
21-4 |
ATR |
11-5 |
11-2 |
-0-3 |
-3.3% |
0-0 |
Volume |
17,253 |
17,836 |
583 |
3.4% |
90,886 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
696-3 |
694-1 |
684-1 |
|
R3 |
691-1 |
688-7 |
682-6 |
|
R2 |
685-7 |
685-7 |
682-2 |
|
R1 |
683-5 |
683-5 |
681-6 |
684-6 |
PP |
680-5 |
680-5 |
680-5 |
681-2 |
S1 |
678-3 |
678-3 |
680-6 |
679-4 |
S2 |
675-3 |
675-3 |
680-2 |
|
S3 |
670-1 |
673-1 |
679-6 |
|
S4 |
664-7 |
667-7 |
678-3 |
|
|
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 |
683-0 |
663-2 |
19-6 |
2.9% |
6-7 |
1.0% |
91% |
True |
False |
19,015 |
10 |
683-0 |
656-6 |
26-2 |
3.9% |
9-3 |
1.4% |
93% |
True |
False |
16,691 |
20 |
683-0 |
654-6 |
28-2 |
4.1% |
8-1 |
1.2% |
94% |
True |
False |
19,651 |
40 |
749-0 |
606-2 |
142-6 |
21.0% |
9-5 |
1.4% |
53% |
False |
False |
17,418 |
60 |
794-4 |
606-2 |
188-2 |
27.6% |
9-2 |
1.4% |
40% |
False |
False |
14,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705-2 |
2.618 |
696-6 |
1.618 |
691-4 |
1.000 |
688-2 |
0.618 |
686-2 |
HIGH |
683-0 |
0.618 |
681-0 |
0.500 |
680-3 |
0.382 |
679-6 |
LOW |
677-6 |
0.618 |
674-4 |
1.000 |
672-4 |
1.618 |
669-2 |
2.618 |
664-0 |
4.250 |
655-4 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
681-0 |
679-2 |
PP |
680-5 |
677-2 |
S1 |
680-3 |
675-2 |
|