CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
644-4 |
667-4 |
23-0 |
3.6% |
669-0 |
| High |
667-4 |
668-4 |
1-0 |
0.1% |
670-0 |
| Low |
644-4 |
653-4 |
9-0 |
1.4% |
648-0 |
| Close |
665-2 |
656-0 |
-9-2 |
-1.4% |
667-0 |
| Range |
23-0 |
15-0 |
-8-0 |
-34.8% |
22-0 |
| ATR |
14-7 |
14-7 |
0-0 |
0.1% |
0-0 |
| Volume |
39,760 |
87,552 |
47,792 |
120.2% |
237,116 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704-3 |
695-1 |
664-2 |
|
| R3 |
689-3 |
680-1 |
660-1 |
|
| R2 |
674-3 |
674-3 |
658-6 |
|
| R1 |
665-1 |
665-1 |
657-3 |
662-2 |
| PP |
659-3 |
659-3 |
659-3 |
657-7 |
| S1 |
650-1 |
650-1 |
654-5 |
647-2 |
| S2 |
644-3 |
644-3 |
653-2 |
|
| S3 |
629-3 |
635-1 |
651-7 |
|
| S4 |
614-3 |
620-1 |
647-6 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727-5 |
719-3 |
679-1 |
|
| R3 |
705-5 |
697-3 |
673-0 |
|
| R2 |
683-5 |
683-5 |
671-0 |
|
| R1 |
675-3 |
675-3 |
669-0 |
668-4 |
| PP |
661-5 |
661-5 |
661-5 |
658-2 |
| S1 |
653-3 |
653-3 |
665-0 |
646-4 |
| S2 |
639-5 |
639-5 |
663-0 |
|
| S3 |
617-5 |
631-3 |
661-0 |
|
| S4 |
595-5 |
609-3 |
654-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
668-4 |
644-4 |
24-0 |
3.7% |
14-5 |
2.2% |
48% |
True |
False |
60,568 |
| 10 |
674-0 |
644-4 |
29-4 |
4.5% |
13-0 |
2.0% |
39% |
False |
False |
52,765 |
| 20 |
674-0 |
610-4 |
63-4 |
9.7% |
13-1 |
2.0% |
72% |
False |
False |
48,771 |
| 40 |
760-0 |
592-4 |
167-4 |
25.5% |
13-3 |
2.0% |
38% |
False |
False |
44,330 |
| 60 |
788-0 |
592-4 |
195-4 |
29.8% |
12-4 |
1.9% |
32% |
False |
False |
37,751 |
| 80 |
788-0 |
592-4 |
195-4 |
29.8% |
12-3 |
1.9% |
32% |
False |
False |
32,949 |
| 100 |
788-0 |
592-4 |
195-4 |
29.8% |
12-6 |
1.9% |
32% |
False |
False |
29,196 |
| 120 |
788-0 |
592-4 |
195-4 |
29.8% |
12-5 |
1.9% |
32% |
False |
False |
25,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
732-2 |
|
2.618 |
707-6 |
|
1.618 |
692-6 |
|
1.000 |
683-4 |
|
0.618 |
677-6 |
|
HIGH |
668-4 |
|
0.618 |
662-6 |
|
0.500 |
661-0 |
|
0.382 |
659-2 |
|
LOW |
653-4 |
|
0.618 |
644-2 |
|
1.000 |
638-4 |
|
1.618 |
629-2 |
|
2.618 |
614-2 |
|
4.250 |
589-6 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
661-0 |
656-4 |
| PP |
659-3 |
656-3 |
| S1 |
657-5 |
656-1 |
|