CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
637-2 |
636-4 |
-0-6 |
-0.1% |
653-4 |
| High |
639-0 |
645-4 |
6-4 |
1.0% |
665-0 |
| Low |
630-2 |
631-4 |
1-2 |
0.2% |
636-4 |
| Close |
633-4 |
645-4 |
12-0 |
1.9% |
638-4 |
| Range |
8-6 |
14-0 |
5-2 |
60.0% |
28-4 |
| ATR |
14-6 |
14-6 |
0-0 |
-0.4% |
0-0 |
| Volume |
187,297 |
189,055 |
1,758 |
0.9% |
1,188,716 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
682-7 |
678-1 |
653-2 |
|
| R3 |
668-7 |
664-1 |
649-3 |
|
| R2 |
654-7 |
654-7 |
648-1 |
|
| R1 |
650-1 |
650-1 |
646-6 |
652-4 |
| PP |
640-7 |
640-7 |
640-7 |
642-0 |
| S1 |
636-1 |
636-1 |
644-2 |
638-4 |
| S2 |
626-7 |
626-7 |
642-7 |
|
| S3 |
612-7 |
622-1 |
641-5 |
|
| S4 |
598-7 |
608-1 |
637-6 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
732-1 |
713-7 |
654-1 |
|
| R3 |
703-5 |
685-3 |
646-3 |
|
| R2 |
675-1 |
675-1 |
643-6 |
|
| R1 |
656-7 |
656-7 |
641-1 |
651-6 |
| PP |
646-5 |
646-5 |
646-5 |
644-1 |
| S1 |
628-3 |
628-3 |
635-7 |
623-2 |
| S2 |
618-1 |
618-1 |
633-2 |
|
| S3 |
589-5 |
599-7 |
630-5 |
|
| S4 |
561-1 |
571-3 |
622-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
665-0 |
630-2 |
34-6 |
5.4% |
13-4 |
2.1% |
44% |
False |
False |
226,425 |
| 10 |
665-0 |
630-2 |
34-6 |
5.4% |
12-3 |
1.9% |
44% |
False |
False |
205,437 |
| 20 |
665-0 |
630-2 |
34-6 |
5.4% |
13-5 |
2.1% |
44% |
False |
False |
181,866 |
| 40 |
697-0 |
577-0 |
120-0 |
18.6% |
14-5 |
2.3% |
57% |
False |
False |
179,921 |
| 60 |
777-0 |
577-0 |
200-0 |
31.0% |
15-0 |
2.3% |
34% |
False |
False |
176,859 |
| 80 |
777-0 |
577-0 |
200-0 |
31.0% |
14-4 |
2.2% |
34% |
False |
False |
174,707 |
| 100 |
777-0 |
576-0 |
201-0 |
31.1% |
14-6 |
2.3% |
35% |
False |
False |
168,830 |
| 120 |
777-0 |
576-0 |
201-0 |
31.1% |
14-6 |
2.3% |
35% |
False |
False |
157,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
705-0 |
|
2.618 |
682-1 |
|
1.618 |
668-1 |
|
1.000 |
659-4 |
|
0.618 |
654-1 |
|
HIGH |
645-4 |
|
0.618 |
640-1 |
|
0.500 |
638-4 |
|
0.382 |
636-7 |
|
LOW |
631-4 |
|
0.618 |
622-7 |
|
1.000 |
617-4 |
|
1.618 |
608-7 |
|
2.618 |
594-7 |
|
4.250 |
572-0 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
643-1 |
643-3 |
| PP |
640-7 |
641-2 |
| S1 |
638-4 |
639-1 |
|