CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
677-6 |
666-0 |
-11-6 |
-1.7% |
676-4 |
High |
677-6 |
666-0 |
-11-6 |
-1.7% |
683-0 |
Low |
664-0 |
652-6 |
-11-2 |
-1.7% |
652-6 |
Close |
663-4 |
656-2 |
-7-2 |
-1.1% |
656-2 |
Range |
13-6 |
13-2 |
-0-4 |
-3.6% |
30-2 |
ATR |
11-4 |
11-5 |
0-1 |
1.1% |
0-0 |
Volume |
43,120 |
31,316 |
-11,804 |
-27.4% |
131,995 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698-1 |
690-3 |
663-4 |
|
R3 |
684-7 |
677-1 |
659-7 |
|
R2 |
671-5 |
671-5 |
658-5 |
|
R1 |
663-7 |
663-7 |
657-4 |
661-1 |
PP |
658-3 |
658-3 |
658-3 |
657-0 |
S1 |
650-5 |
650-5 |
655-0 |
647-7 |
S2 |
645-1 |
645-1 |
653-7 |
|
S3 |
631-7 |
637-3 |
652-5 |
|
S4 |
618-5 |
624-1 |
649-0 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-6 |
735-6 |
672-7 |
|
R3 |
724-4 |
705-4 |
664-5 |
|
R2 |
694-2 |
694-2 |
661-6 |
|
R1 |
675-2 |
675-2 |
659-0 |
669-5 |
PP |
664-0 |
664-0 |
664-0 |
661-2 |
S1 |
645-0 |
645-0 |
653-4 |
639-3 |
S2 |
633-6 |
633-6 |
650-6 |
|
S3 |
603-4 |
614-6 |
647-7 |
|
S4 |
573-2 |
584-4 |
639-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
683-0 |
652-6 |
30-2 |
4.6% |
9-1 |
1.4% |
12% |
False |
True |
26,399 |
10 |
683-0 |
652-6 |
30-2 |
4.6% |
10-0 |
1.5% |
12% |
False |
True |
22,288 |
20 |
683-0 |
652-6 |
30-2 |
4.6% |
9-5 |
1.5% |
12% |
False |
True |
20,697 |
40 |
725-4 |
606-2 |
119-2 |
18.2% |
9-7 |
1.5% |
42% |
False |
False |
18,909 |
60 |
794-4 |
606-2 |
188-2 |
28.7% |
9-5 |
1.5% |
27% |
False |
False |
16,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
722-2 |
2.618 |
700-6 |
1.618 |
687-4 |
1.000 |
679-2 |
0.618 |
674-2 |
HIGH |
666-0 |
0.618 |
661-0 |
0.500 |
659-3 |
0.382 |
657-6 |
LOW |
652-6 |
0.618 |
644-4 |
1.000 |
639-4 |
1.618 |
631-2 |
2.618 |
618-0 |
4.250 |
596-4 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
659-3 |
667-3 |
PP |
658-3 |
663-5 |
S1 |
657-2 |
660-0 |
|