CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
616-4 |
603-0 |
-13-4 |
-2.2% |
655-6 |
| High |
616-4 |
608-0 |
-8-4 |
-1.4% |
661-6 |
| Low |
611-6 |
601-6 |
-10-0 |
-1.6% |
620-0 |
| Close |
615-6 |
605-6 |
-10-0 |
-1.6% |
628-0 |
| Range |
4-6 |
6-2 |
1-4 |
31.6% |
41-6 |
| ATR |
11-7 |
12-0 |
0-1 |
1.3% |
0-0 |
| Volume |
24,544 |
18,892 |
-5,652 |
-23.0% |
113,344 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
623-7 |
621-1 |
609-2 |
|
| R3 |
617-5 |
614-7 |
607-4 |
|
| R2 |
611-3 |
611-3 |
606-7 |
|
| R1 |
608-5 |
608-5 |
606-3 |
610-0 |
| PP |
605-1 |
605-1 |
605-1 |
605-7 |
| S1 |
602-3 |
602-3 |
605-1 |
603-6 |
| S2 |
598-7 |
598-7 |
604-5 |
|
| S3 |
592-5 |
596-1 |
604-0 |
|
| S4 |
586-3 |
589-7 |
602-2 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
761-7 |
736-5 |
651-0 |
|
| R3 |
720-1 |
694-7 |
639-4 |
|
| R2 |
678-3 |
678-3 |
635-5 |
|
| R1 |
653-1 |
653-1 |
631-7 |
644-7 |
| PP |
636-5 |
636-5 |
636-5 |
632-4 |
| S1 |
611-3 |
611-3 |
624-1 |
603-1 |
| S2 |
594-7 |
594-7 |
620-3 |
|
| S3 |
553-1 |
569-5 |
616-4 |
|
| S4 |
511-3 |
527-7 |
605-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
654-6 |
601-6 |
53-0 |
8.7% |
10-4 |
1.7% |
8% |
False |
True |
22,847 |
| 10 |
677-6 |
601-6 |
76-0 |
12.5% |
8-7 |
1.5% |
5% |
False |
True |
25,764 |
| 20 |
683-0 |
601-6 |
81-2 |
13.4% |
9-1 |
1.5% |
5% |
False |
True |
21,776 |
| 40 |
683-0 |
601-6 |
81-2 |
13.4% |
9-3 |
1.5% |
5% |
False |
True |
21,121 |
| 60 |
792-0 |
601-6 |
190-2 |
31.4% |
9-5 |
1.6% |
2% |
False |
True |
18,206 |
| 80 |
794-4 |
601-6 |
192-6 |
31.8% |
8-6 |
1.4% |
2% |
False |
True |
15,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
634-4 |
|
2.618 |
624-3 |
|
1.618 |
618-1 |
|
1.000 |
614-2 |
|
0.618 |
611-7 |
|
HIGH |
608-0 |
|
0.618 |
605-5 |
|
0.500 |
604-7 |
|
0.382 |
604-1 |
|
LOW |
601-6 |
|
0.618 |
597-7 |
|
1.000 |
595-4 |
|
1.618 |
591-5 |
|
2.618 |
585-3 |
|
4.250 |
575-2 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
605-4 |
609-4 |
| PP |
605-1 |
608-2 |
| S1 |
604-7 |
607-0 |
|