CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
677-6 |
671-6 |
-6-0 |
-0.9% |
667-6 |
High |
683-0 |
682-0 |
-1-0 |
-0.1% |
678-2 |
Low |
677-6 |
668-6 |
-9-0 |
-1.3% |
656-6 |
Close |
681-2 |
674-0 |
-7-2 |
-1.1% |
678-2 |
Range |
5-2 |
13-2 |
8-0 |
152.4% |
21-4 |
ATR |
11-2 |
11-3 |
0-1 |
1.3% |
0-0 |
Volume |
17,836 |
22,470 |
4,634 |
26.0% |
90,886 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
714-5 |
707-5 |
681-2 |
|
R3 |
701-3 |
694-3 |
677-5 |
|
R2 |
688-1 |
688-1 |
676-3 |
|
R1 |
681-1 |
681-1 |
675-2 |
684-5 |
PP |
674-7 |
674-7 |
674-7 |
676-6 |
S1 |
667-7 |
667-7 |
672-6 |
671-3 |
S2 |
661-5 |
661-5 |
671-5 |
|
S3 |
648-3 |
654-5 |
670-3 |
|
S4 |
635-1 |
641-3 |
666-6 |
|
|
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 |
667-4 |
15-4 |
2.3% |
7-2 |
1.1% |
42% |
False |
False |
19,528 |
10 |
683-0 |
656-6 |
26-2 |
3.9% |
9-3 |
1.4% |
66% |
False |
False |
17,788 |
20 |
683-0 |
654-6 |
28-2 |
4.2% |
8-2 |
1.2% |
68% |
False |
False |
19,205 |
40 |
737-0 |
606-2 |
130-6 |
19.4% |
9-6 |
1.5% |
52% |
False |
False |
17,681 |
60 |
794-4 |
606-2 |
188-2 |
27.9% |
9-3 |
1.4% |
36% |
False |
False |
15,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
738-2 |
2.618 |
716-6 |
1.618 |
703-4 |
1.000 |
695-2 |
0.618 |
690-2 |
HIGH |
682-0 |
0.618 |
677-0 |
0.500 |
675-3 |
0.382 |
673-6 |
LOW |
668-6 |
0.618 |
660-4 |
1.000 |
655-4 |
1.618 |
647-2 |
2.618 |
634-0 |
4.250 |
612-4 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
675-3 |
675-7 |
PP |
674-7 |
675-2 |
S1 |
674-4 |
674-5 |
|