CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
657-0 |
646-0 |
-11-0 |
-1.7% |
665-0 |
High |
657-4 |
648-2 |
-9-2 |
-1.4% |
674-0 |
Low |
645-4 |
639-2 |
-6-2 |
-1.0% |
645-4 |
Close |
647-6 |
643-2 |
-4-4 |
-0.7% |
647-6 |
Range |
12-0 |
9-0 |
-3-0 |
-25.0% |
28-4 |
ATR |
13-3 |
13-1 |
-0-3 |
-2.4% |
0-0 |
Volume |
137,985 |
113,801 |
-24,184 |
-17.5% |
641,829 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-5 |
665-7 |
648-2 |
|
R3 |
661-5 |
656-7 |
645-6 |
|
R2 |
652-5 |
652-5 |
644-7 |
|
R1 |
647-7 |
647-7 |
644-1 |
645-6 |
PP |
643-5 |
643-5 |
643-5 |
642-4 |
S1 |
638-7 |
638-7 |
642-3 |
636-6 |
S2 |
634-5 |
634-5 |
641-5 |
|
S3 |
625-5 |
629-7 |
640-6 |
|
S4 |
616-5 |
620-7 |
638-2 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
741-2 |
723-0 |
663-3 |
|
R3 |
712-6 |
694-4 |
655-5 |
|
R2 |
684-2 |
684-2 |
653-0 |
|
R1 |
666-0 |
666-0 |
650-3 |
660-7 |
PP |
655-6 |
655-6 |
655-6 |
653-2 |
S1 |
637-4 |
637-4 |
645-1 |
632-3 |
S2 |
627-2 |
627-2 |
642-4 |
|
S3 |
598-6 |
609-0 |
639-7 |
|
S4 |
570-2 |
580-4 |
632-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
674-0 |
639-2 |
34-6 |
5.4% |
10-5 |
1.7% |
12% |
False |
True |
136,898 |
10 |
674-0 |
639-2 |
34-6 |
5.4% |
11-5 |
1.8% |
12% |
False |
True |
100,539 |
20 |
674-0 |
639-2 |
34-6 |
5.4% |
11-4 |
1.8% |
12% |
False |
True |
76,230 |
40 |
714-4 |
592-4 |
122-0 |
19.0% |
12-5 |
2.0% |
42% |
False |
False |
58,596 |
60 |
788-0 |
592-4 |
195-4 |
30.4% |
12-7 |
2.0% |
26% |
False |
False |
48,908 |
80 |
788-0 |
592-4 |
195-4 |
30.4% |
12-1 |
1.9% |
26% |
False |
False |
42,135 |
100 |
788-0 |
592-4 |
195-4 |
30.4% |
12-2 |
1.9% |
26% |
False |
False |
37,134 |
120 |
788-0 |
592-4 |
195-4 |
30.4% |
12-3 |
1.9% |
26% |
False |
False |
32,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
686-4 |
2.618 |
671-6 |
1.618 |
662-6 |
1.000 |
657-2 |
0.618 |
653-6 |
HIGH |
648-2 |
0.618 |
644-6 |
0.500 |
643-6 |
0.382 |
642-6 |
LOW |
639-2 |
0.618 |
633-6 |
1.000 |
630-2 |
1.618 |
624-6 |
2.618 |
615-6 |
4.250 |
601-0 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
643-6 |
653-7 |
PP |
643-5 |
650-3 |
S1 |
643-3 |
646-6 |
|