CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 03-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
673-4 |
665-0 |
-8-4 |
-1.3% |
669-4 |
High |
673-4 |
672-0 |
-1-4 |
-0.2% |
673-0 |
Low |
659-0 |
665-0 |
6-0 |
0.9% |
655-2 |
Close |
662-0 |
669-4 |
7-4 |
1.1% |
673-2 |
Range |
14-4 |
7-0 |
-7-4 |
-51.7% |
17-6 |
ATR |
12-4 |
12-3 |
-0-1 |
-1.4% |
0-0 |
Volume |
20,756 |
21,681 |
925 |
4.5% |
60,246 |
|
Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
689-7 |
686-5 |
673-3 |
|
R3 |
682-7 |
679-5 |
671-3 |
|
R2 |
675-7 |
675-7 |
670-6 |
|
R1 |
672-5 |
672-5 |
670-1 |
674-2 |
PP |
668-7 |
668-7 |
668-7 |
669-5 |
S1 |
665-5 |
665-5 |
668-7 |
667-2 |
S2 |
661-7 |
661-7 |
668-2 |
|
S3 |
654-7 |
658-5 |
667-5 |
|
S4 |
647-7 |
651-5 |
665-5 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-3 |
714-5 |
683-0 |
|
R3 |
702-5 |
696-7 |
678-1 |
|
R2 |
684-7 |
684-7 |
676-4 |
|
R1 |
679-1 |
679-1 |
674-7 |
682-0 |
PP |
667-1 |
667-1 |
667-1 |
668-5 |
S1 |
661-3 |
661-3 |
671-5 |
664-2 |
S2 |
649-3 |
649-3 |
670-0 |
|
S3 |
631-5 |
643-5 |
668-3 |
|
S4 |
613-7 |
625-7 |
663-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
673-4 |
650-0 |
23-4 |
3.5% |
10-5 |
1.6% |
83% |
False |
False |
16,004 |
10 |
676-0 |
650-0 |
26-0 |
3.9% |
8-6 |
1.3% |
75% |
False |
False |
13,911 |
20 |
676-0 |
619-4 |
56-4 |
8.4% |
9-2 |
1.4% |
88% |
False |
False |
14,725 |
40 |
766-0 |
599-6 |
166-2 |
24.8% |
10-0 |
1.5% |
42% |
False |
False |
13,629 |
60 |
792-0 |
599-6 |
192-2 |
28.7% |
9-2 |
1.4% |
36% |
False |
False |
11,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
701-6 |
2.618 |
690-3 |
1.618 |
683-3 |
1.000 |
679-0 |
0.618 |
676-3 |
HIGH |
672-0 |
0.618 |
669-3 |
0.500 |
668-4 |
0.382 |
667-5 |
LOW |
665-0 |
0.618 |
660-5 |
1.000 |
658-0 |
1.618 |
653-5 |
2.618 |
646-5 |
4.250 |
635-2 |
|
|
Fisher Pivots for day following 03-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
669-1 |
666-7 |
PP |
668-7 |
664-3 |
S1 |
668-4 |
661-6 |
|