CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
659-4 |
654-6 |
-4-6 |
-0.7% |
676-4 |
| High |
660-4 |
654-6 |
-5-6 |
-0.9% |
683-0 |
| Low |
659-4 |
630-6 |
-28-6 |
-4.4% |
652-6 |
| Close |
660-4 |
633-4 |
-27-0 |
-4.1% |
656-2 |
| Range |
1-0 |
24-0 |
23-0 |
2,300.0% |
30-2 |
| ATR |
10-6 |
12-1 |
1-3 |
12.7% |
0-0 |
| Volume |
22,474 |
18,084 |
-4,390 |
-19.5% |
131,995 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-5 |
696-5 |
646-6 |
|
| R3 |
687-5 |
672-5 |
640-1 |
|
| R2 |
663-5 |
663-5 |
637-7 |
|
| R1 |
648-5 |
648-5 |
635-6 |
644-1 |
| PP |
639-5 |
639-5 |
639-5 |
637-4 |
| S1 |
624-5 |
624-5 |
631-2 |
620-1 |
| S2 |
615-5 |
615-5 |
629-1 |
|
| S3 |
591-5 |
600-5 |
626-7 |
|
| S4 |
567-5 |
576-5 |
620-2 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
756-6 |
|
2.618 |
717-5 |
|
1.618 |
693-5 |
|
1.000 |
678-6 |
|
0.618 |
669-5 |
|
HIGH |
654-6 |
|
0.618 |
645-5 |
|
0.500 |
642-6 |
|
0.382 |
639-7 |
|
LOW |
630-6 |
|
0.618 |
615-7 |
|
1.000 |
606-6 |
|
1.618 |
591-7 |
|
2.618 |
567-7 |
|
4.250 |
528-6 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
642-6 |
646-2 |
| PP |
639-5 |
642-0 |
| S1 |
636-5 |
637-6 |
|