CME Pit-Traded Corn Future July 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 |
674-6 |
669-6 |
-5-0 |
-0.7% |
680-6 |
| High |
675-0 |
676-0 |
1-0 |
0.1% |
681-0 |
| Low |
663-2 |
669-4 |
6-2 |
0.9% |
657-0 |
| Close |
666-0 |
675-2 |
9-2 |
1.4% |
677-2 |
| Range |
11-6 |
6-4 |
-5-2 |
-44.7% |
24-0 |
| ATR |
12-5 |
12-4 |
-0-2 |
-1.5% |
0-0 |
| Volume |
19,905 |
20,135 |
230 |
1.2% |
78,178 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693-1 |
690-5 |
678-7 |
|
| R3 |
686-5 |
684-1 |
677-0 |
|
| R2 |
680-1 |
680-1 |
676-4 |
|
| R1 |
677-5 |
677-5 |
675-7 |
678-7 |
| PP |
673-5 |
673-5 |
673-5 |
674-2 |
| S1 |
671-1 |
671-1 |
674-5 |
672-3 |
| S2 |
667-1 |
667-1 |
674-0 |
|
| S3 |
660-5 |
664-5 |
673-4 |
|
| S4 |
654-1 |
658-1 |
671-5 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743-6 |
734-4 |
690-4 |
|
| R3 |
719-6 |
710-4 |
683-7 |
|
| R2 |
695-6 |
695-6 |
681-5 |
|
| R1 |
686-4 |
686-4 |
679-4 |
679-1 |
| PP |
671-6 |
671-6 |
671-6 |
668-0 |
| S1 |
662-4 |
662-4 |
675-0 |
655-1 |
| S2 |
647-6 |
647-6 |
672-7 |
|
| S3 |
623-6 |
638-4 |
670-5 |
|
| S4 |
599-6 |
614-4 |
664-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
676-4 |
656-6 |
19-6 |
2.9% |
10-2 |
1.5% |
94% |
False |
False |
16,781 |
| 10 |
682-4 |
656-6 |
25-6 |
3.8% |
10-1 |
1.5% |
72% |
False |
False |
16,513 |
| 20 |
682-4 |
622-0 |
60-4 |
9.0% |
9-7 |
1.5% |
88% |
False |
False |
19,001 |
| 40 |
768-6 |
606-2 |
162-4 |
24.1% |
10-0 |
1.5% |
42% |
False |
False |
17,048 |
| 60 |
794-4 |
606-2 |
188-2 |
27.9% |
9-2 |
1.4% |
37% |
False |
False |
14,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703-5 |
|
2.618 |
693-0 |
|
1.618 |
686-4 |
|
1.000 |
682-4 |
|
0.618 |
680-0 |
|
HIGH |
676-0 |
|
0.618 |
673-4 |
|
0.500 |
672-6 |
|
0.382 |
672-0 |
|
LOW |
669-4 |
|
0.618 |
665-4 |
|
1.000 |
663-0 |
|
1.618 |
659-0 |
|
2.618 |
652-4 |
|
4.250 |
641-7 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
674-3 |
672-2 |
| PP |
673-5 |
669-3 |
| S1 |
672-6 |
666-3 |
|