CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
637-0 |
615-0 |
-22-0 |
-3.5% |
637-2 |
High |
637-0 |
615-4 |
-21-4 |
-3.4% |
647-4 |
Low |
610-6 |
602-0 |
-8-6 |
-1.4% |
602-0 |
Close |
614-4 |
610-2 |
-4-2 |
-0.7% |
610-2 |
Range |
26-2 |
13-4 |
-12-6 |
-48.6% |
45-4 |
ATR |
15-5 |
15-4 |
-0-1 |
-1.0% |
0-0 |
Volume |
204,069 |
156,943 |
-47,126 |
-23.1% |
910,099 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
649-6 |
643-4 |
617-5 |
|
R3 |
636-2 |
630-0 |
614-0 |
|
R2 |
622-6 |
622-6 |
612-6 |
|
R1 |
616-4 |
616-4 |
611-4 |
612-7 |
PP |
609-2 |
609-2 |
609-2 |
607-4 |
S1 |
603-0 |
603-0 |
609-0 |
599-3 |
S2 |
595-6 |
595-6 |
607-6 |
|
S3 |
582-2 |
589-4 |
606-4 |
|
S4 |
568-6 |
576-0 |
602-7 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
756-3 |
728-7 |
635-2 |
|
R3 |
710-7 |
683-3 |
622-6 |
|
R2 |
665-3 |
665-3 |
618-5 |
|
R1 |
637-7 |
637-7 |
614-3 |
628-7 |
PP |
619-7 |
619-7 |
619-7 |
615-4 |
S1 |
592-3 |
592-3 |
606-1 |
583-3 |
S2 |
574-3 |
574-3 |
601-7 |
|
S3 |
528-7 |
546-7 |
597-6 |
|
S4 |
483-3 |
501-3 |
585-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
647-4 |
602-0 |
45-4 |
7.5% |
14-5 |
2.4% |
18% |
False |
True |
182,019 |
10 |
665-0 |
602-0 |
63-0 |
10.3% |
13-3 |
2.2% |
13% |
False |
True |
209,881 |
20 |
665-0 |
602-0 |
63-0 |
10.3% |
13-6 |
2.3% |
13% |
False |
True |
183,204 |
40 |
665-6 |
577-0 |
88-6 |
14.5% |
14-4 |
2.4% |
37% |
False |
False |
179,148 |
60 |
777-0 |
577-0 |
200-0 |
32.8% |
15-3 |
2.5% |
17% |
False |
False |
178,683 |
80 |
777-0 |
577-0 |
200-0 |
32.8% |
14-5 |
2.4% |
17% |
False |
False |
176,448 |
100 |
777-0 |
576-0 |
201-0 |
32.9% |
14-5 |
2.4% |
17% |
False |
False |
170,238 |
120 |
777-0 |
576-0 |
201-0 |
32.9% |
14-7 |
2.4% |
17% |
False |
False |
159,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
672-7 |
2.618 |
650-7 |
1.618 |
637-3 |
1.000 |
629-0 |
0.618 |
623-7 |
HIGH |
615-4 |
0.618 |
610-3 |
0.500 |
608-6 |
0.382 |
607-1 |
LOW |
602-0 |
0.618 |
593-5 |
1.000 |
588-4 |
1.618 |
580-1 |
2.618 |
566-5 |
4.250 |
544-5 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
609-6 |
624-6 |
PP |
609-2 |
619-7 |
S1 |
608-6 |
615-1 |
|