CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
671-6 |
677-6 |
6-0 |
0.9% |
667-6 |
High |
682-0 |
677-6 |
-4-2 |
-0.6% |
678-2 |
Low |
668-6 |
664-0 |
-4-6 |
-0.7% |
656-6 |
Close |
674-0 |
663-4 |
-10-4 |
-1.6% |
678-2 |
Range |
13-2 |
13-6 |
0-4 |
3.8% |
21-4 |
ATR |
11-3 |
11-4 |
0-1 |
1.5% |
0-0 |
Volume |
22,470 |
43,120 |
20,650 |
91.9% |
90,886 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709-5 |
700-3 |
671-0 |
|
R3 |
695-7 |
686-5 |
667-2 |
|
R2 |
682-1 |
682-1 |
666-0 |
|
R1 |
672-7 |
672-7 |
664-6 |
670-5 |
PP |
668-3 |
668-3 |
668-3 |
667-2 |
S1 |
659-1 |
659-1 |
662-2 |
656-7 |
S2 |
654-5 |
654-5 |
661-0 |
|
S3 |
640-7 |
645-3 |
659-6 |
|
S4 |
627-1 |
631-5 |
656-0 |
|
|
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 |
664-0 |
19-0 |
2.9% |
8-5 |
1.3% |
-3% |
False |
True |
24,125 |
10 |
683-0 |
656-6 |
26-2 |
4.0% |
9-3 |
1.4% |
26% |
False |
False |
20,453 |
20 |
683-0 |
654-6 |
28-2 |
4.3% |
8-7 |
1.3% |
31% |
False |
False |
20,116 |
40 |
728-6 |
606-2 |
122-4 |
18.5% |
9-7 |
1.5% |
47% |
False |
False |
18,448 |
60 |
794-4 |
606-2 |
188-2 |
28.4% |
9-4 |
1.4% |
30% |
False |
False |
15,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-2 |
2.618 |
713-6 |
1.618 |
700-0 |
1.000 |
691-4 |
0.618 |
686-2 |
HIGH |
677-6 |
0.618 |
672-4 |
0.500 |
670-7 |
0.382 |
669-2 |
LOW |
664-0 |
0.618 |
655-4 |
1.000 |
650-2 |
1.618 |
641-6 |
2.618 |
628-0 |
4.250 |
605-4 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
670-7 |
673-4 |
PP |
668-3 |
670-1 |
S1 |
666-0 |
666-7 |
|