CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
649-0 |
649-4 |
0-4 |
0.1% |
645-4 |
| High |
658-0 |
657-0 |
-1-0 |
-0.2% |
659-0 |
| Low |
649-0 |
644-4 |
-4-4 |
-0.7% |
632-0 |
| Close |
653-4 |
655-6 |
2-2 |
0.3% |
655-6 |
| Range |
9-0 |
12-4 |
3-4 |
38.9% |
27-0 |
| ATR |
16-5 |
16-3 |
-0-2 |
-1.8% |
0-0 |
| Volume |
149,488 |
152,435 |
2,947 |
2.0% |
830,713 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689-7 |
685-3 |
662-5 |
|
| R3 |
677-3 |
672-7 |
659-2 |
|
| R2 |
664-7 |
664-7 |
658-0 |
|
| R1 |
660-3 |
660-3 |
656-7 |
662-5 |
| PP |
652-3 |
652-3 |
652-3 |
653-4 |
| S1 |
647-7 |
647-7 |
654-5 |
650-1 |
| S2 |
639-7 |
639-7 |
653-4 |
|
| S3 |
627-3 |
635-3 |
652-2 |
|
| S4 |
614-7 |
622-7 |
648-7 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-7 |
719-7 |
670-5 |
|
| R3 |
702-7 |
692-7 |
663-1 |
|
| R2 |
675-7 |
675-7 |
660-6 |
|
| R1 |
665-7 |
665-7 |
658-2 |
670-7 |
| PP |
648-7 |
648-7 |
648-7 |
651-4 |
| S1 |
638-7 |
638-7 |
653-2 |
643-7 |
| S2 |
621-7 |
621-7 |
650-6 |
|
| S3 |
594-7 |
611-7 |
648-3 |
|
| S4 |
567-7 |
584-7 |
640-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
659-0 |
632-0 |
27-0 |
4.1% |
15-4 |
2.4% |
88% |
False |
False |
166,142 |
| 10 |
660-0 |
632-0 |
28-0 |
4.3% |
14-2 |
2.2% |
85% |
False |
False |
156,527 |
| 20 |
664-0 |
604-0 |
60-0 |
9.1% |
15-4 |
2.4% |
86% |
False |
False |
165,346 |
| 40 |
748-0 |
577-0 |
171-0 |
26.1% |
15-4 |
2.4% |
46% |
False |
False |
172,816 |
| 60 |
777-0 |
577-0 |
200-0 |
30.5% |
14-6 |
2.2% |
39% |
False |
False |
168,771 |
| 80 |
777-0 |
577-0 |
200-0 |
30.5% |
14-6 |
2.2% |
39% |
False |
False |
167,964 |
| 100 |
777-0 |
576-0 |
201-0 |
30.7% |
15-2 |
2.3% |
40% |
False |
False |
162,789 |
| 120 |
777-0 |
576-0 |
201-0 |
30.7% |
15-0 |
2.3% |
40% |
False |
False |
147,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
710-1 |
|
2.618 |
689-6 |
|
1.618 |
677-2 |
|
1.000 |
669-4 |
|
0.618 |
664-6 |
|
HIGH |
657-0 |
|
0.618 |
652-2 |
|
0.500 |
650-6 |
|
0.382 |
649-2 |
|
LOW |
644-4 |
|
0.618 |
636-6 |
|
1.000 |
632-0 |
|
1.618 |
624-2 |
|
2.618 |
611-6 |
|
4.250 |
591-3 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
654-1 |
653-6 |
| PP |
652-3 |
651-6 |
| S1 |
650-6 |
649-6 |
|