CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
660-4 |
659-4 |
-1-0 |
-0.2% |
676-4 |
| High |
661-6 |
660-4 |
-1-2 |
-0.2% |
683-0 |
| Low |
660-4 |
659-4 |
-1-0 |
-0.2% |
652-6 |
| Close |
663-0 |
660-4 |
-2-4 |
-0.4% |
656-2 |
| Range |
1-2 |
1-0 |
-0-2 |
-20.0% |
30-2 |
| ATR |
11-2 |
10-6 |
-0-4 |
-4.9% |
0-0 |
| Volume |
24,404 |
22,474 |
-1,930 |
-7.9% |
131,995 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-1 |
662-7 |
661-0 |
|
| R3 |
662-1 |
661-7 |
660-6 |
|
| R2 |
661-1 |
661-1 |
660-5 |
|
| R1 |
660-7 |
660-7 |
660-5 |
661-0 |
| PP |
660-1 |
660-1 |
660-1 |
660-2 |
| S1 |
659-7 |
659-7 |
660-3 |
660-0 |
| S2 |
659-1 |
659-1 |
660-3 |
|
| S3 |
658-1 |
658-7 |
660-2 |
|
| S4 |
657-1 |
657-7 |
660-0 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754-6 |
735-6 |
672-7 |
|
| R3 |
724-4 |
705-4 |
664-5 |
|
| R2 |
694-2 |
694-2 |
661-6 |
|
| R1 |
675-2 |
675-2 |
659-0 |
669-5 |
| PP |
664-0 |
664-0 |
664-0 |
661-2 |
| S1 |
645-0 |
645-0 |
653-4 |
639-3 |
| S2 |
633-6 |
633-6 |
650-6 |
|
| S3 |
603-4 |
614-6 |
647-7 |
|
| S4 |
573-2 |
584-4 |
639-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
677-6 |
649-0 |
28-6 |
4.4% |
7-2 |
1.1% |
40% |
False |
False |
28,681 |
| 10 |
683-0 |
649-0 |
34-0 |
5.1% |
7-2 |
1.1% |
34% |
False |
False |
24,104 |
| 20 |
683-0 |
649-0 |
34-0 |
5.1% |
8-7 |
1.3% |
34% |
False |
False |
20,075 |
| 40 |
695-0 |
606-2 |
88-6 |
13.4% |
9-5 |
1.4% |
61% |
False |
False |
19,957 |
| 60 |
794-4 |
606-2 |
188-2 |
28.5% |
9-5 |
1.5% |
29% |
False |
False |
17,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
664-6 |
|
2.618 |
663-1 |
|
1.618 |
662-1 |
|
1.000 |
661-4 |
|
0.618 |
661-1 |
|
HIGH |
660-4 |
|
0.618 |
660-1 |
|
0.500 |
660-0 |
|
0.382 |
659-7 |
|
LOW |
659-4 |
|
0.618 |
658-7 |
|
1.000 |
658-4 |
|
1.618 |
657-7 |
|
2.618 |
656-7 |
|
4.250 |
655-2 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
660-3 |
658-6 |
| PP |
660-1 |
657-1 |
| S1 |
660-0 |
655-3 |
|