CME Pit-Traded Corn Future December 2011
| 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 |
650-0 |
659-0 |
9-0 |
1.4% |
645-4 |
| High |
665-0 |
660-0 |
-5-0 |
-0.8% |
659-0 |
| Low |
647-0 |
645-0 |
-2-0 |
-0.3% |
632-0 |
| Close |
656-0 |
645-4 |
-10-4 |
-1.6% |
655-6 |
| Range |
18-0 |
15-0 |
-3-0 |
-16.7% |
27-0 |
| ATR |
15-5 |
15-4 |
0-0 |
-0.3% |
0-0 |
| Volume |
330,265 |
237,044 |
-93,221 |
-28.2% |
830,713 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
695-1 |
685-3 |
653-6 |
|
| R3 |
680-1 |
670-3 |
649-5 |
|
| R2 |
665-1 |
665-1 |
648-2 |
|
| R1 |
655-3 |
655-3 |
646-7 |
652-6 |
| PP |
650-1 |
650-1 |
650-1 |
648-7 |
| S1 |
640-3 |
640-3 |
644-1 |
637-6 |
| S2 |
635-1 |
635-1 |
642-6 |
|
| S3 |
620-1 |
625-3 |
641-3 |
|
| S4 |
605-1 |
610-3 |
637-2 |
|
|
| 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 |
665-0 |
644-4 |
20-4 |
3.2% |
12-2 |
1.9% |
5% |
False |
False |
230,536 |
| 10 |
665-0 |
632-0 |
33-0 |
5.1% |
13-5 |
2.1% |
41% |
False |
False |
198,168 |
| 20 |
665-0 |
632-0 |
33-0 |
5.1% |
13-6 |
2.1% |
41% |
False |
False |
177,681 |
| 40 |
705-4 |
577-0 |
128-4 |
19.9% |
14-7 |
2.3% |
53% |
False |
False |
178,696 |
| 60 |
777-0 |
577-0 |
200-0 |
31.0% |
14-7 |
2.3% |
34% |
False |
False |
174,094 |
| 80 |
777-0 |
577-0 |
200-0 |
31.0% |
14-5 |
2.3% |
34% |
False |
False |
172,752 |
| 100 |
777-0 |
576-0 |
201-0 |
31.1% |
15-1 |
2.3% |
35% |
False |
False |
168,369 |
| 120 |
777-0 |
576-0 |
201-0 |
31.1% |
14-7 |
2.3% |
35% |
False |
False |
154,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
723-6 |
|
2.618 |
699-2 |
|
1.618 |
684-2 |
|
1.000 |
675-0 |
|
0.618 |
669-2 |
|
HIGH |
660-0 |
|
0.618 |
654-2 |
|
0.500 |
652-4 |
|
0.382 |
650-6 |
|
LOW |
645-0 |
|
0.618 |
635-6 |
|
1.000 |
630-0 |
|
1.618 |
620-6 |
|
2.618 |
605-6 |
|
4.250 |
581-2 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
652-4 |
655-0 |
| PP |
650-1 |
651-7 |
| S1 |
647-7 |
648-5 |
|