CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
586-4 |
569-0 |
-17-4 |
-3.0% |
601-4 |
| High |
586-4 |
569-0 |
-17-4 |
-3.0% |
608-4 |
| Low |
577-0 |
569-0 |
-8-0 |
-1.4% |
577-0 |
| Close |
583-0 |
569-0 |
-14-0 |
-2.4% |
583-0 |
| Range |
9-4 |
0-0 |
-9-4 |
-100.0% |
31-4 |
| ATR |
8-5 |
9-0 |
0-3 |
4.4% |
0-0 |
| Volume |
2,936 |
1,675 |
-1,261 |
-42.9% |
11,446 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569-0 |
569-0 |
569-0 |
|
| R3 |
569-0 |
569-0 |
569-0 |
|
| R2 |
569-0 |
569-0 |
569-0 |
|
| R1 |
569-0 |
569-0 |
569-0 |
569-0 |
| PP |
569-0 |
569-0 |
569-0 |
569-0 |
| S1 |
569-0 |
569-0 |
569-0 |
569-0 |
| S2 |
569-0 |
569-0 |
569-0 |
|
| S3 |
569-0 |
569-0 |
569-0 |
|
| S4 |
569-0 |
569-0 |
569-0 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684-0 |
665-0 |
600-3 |
|
| R3 |
652-4 |
633-4 |
591-5 |
|
| R2 |
621-0 |
621-0 |
588-6 |
|
| R1 |
602-0 |
602-0 |
585-7 |
595-6 |
| PP |
589-4 |
589-4 |
589-4 |
586-3 |
| S1 |
570-4 |
570-4 |
580-1 |
564-2 |
| S2 |
558-0 |
558-0 |
577-2 |
|
| S3 |
526-4 |
539-0 |
574-3 |
|
| S4 |
495-0 |
507-4 |
565-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
569-0 |
|
2.618 |
569-0 |
|
1.618 |
569-0 |
|
1.000 |
569-0 |
|
0.618 |
569-0 |
|
HIGH |
569-0 |
|
0.618 |
569-0 |
|
0.500 |
569-0 |
|
0.382 |
569-0 |
|
LOW |
569-0 |
|
0.618 |
569-0 |
|
1.000 |
569-0 |
|
1.618 |
569-0 |
|
2.618 |
569-0 |
|
4.250 |
569-0 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
569-0 |
584-6 |
| PP |
569-0 |
579-4 |
| S1 |
569-0 |
574-2 |
|