CME Pit-Traded Corn Future December 2011
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 |
647-4 |
637-2 |
-10-2 |
-1.6% |
653-4 |
High |
648-0 |
639-0 |
-9-0 |
-1.4% |
665-0 |
Low |
636-4 |
630-2 |
-6-2 |
-1.0% |
636-4 |
Close |
638-4 |
633-4 |
-5-0 |
-0.8% |
638-4 |
Range |
11-4 |
8-6 |
-2-6 |
-23.9% |
28-4 |
ATR |
15-2 |
14-6 |
-0-4 |
-3.0% |
0-0 |
Volume |
188,468 |
187,297 |
-1,171 |
-0.6% |
1,188,716 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
660-4 |
655-6 |
638-2 |
|
R3 |
651-6 |
647-0 |
635-7 |
|
R2 |
643-0 |
643-0 |
635-1 |
|
R1 |
638-2 |
638-2 |
634-2 |
636-2 |
PP |
634-2 |
634-2 |
634-2 |
633-2 |
S1 |
629-4 |
629-4 |
632-6 |
627-4 |
S2 |
625-4 |
625-4 |
631-7 |
|
S3 |
616-6 |
620-6 |
631-1 |
|
S4 |
608-0 |
612-0 |
628-6 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-1 |
713-7 |
654-1 |
|
R3 |
703-5 |
685-3 |
646-3 |
|
R2 |
675-1 |
675-1 |
643-6 |
|
R1 |
656-7 |
656-7 |
641-1 |
651-6 |
PP |
646-5 |
646-5 |
646-5 |
644-1 |
S1 |
628-3 |
628-3 |
635-7 |
623-2 |
S2 |
618-1 |
618-1 |
633-2 |
|
S3 |
589-5 |
599-7 |
630-5 |
|
S4 |
561-1 |
571-3 |
622-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
665-0 |
630-2 |
34-6 |
5.5% |
12-4 |
2.0% |
9% |
False |
True |
235,061 |
10 |
665-0 |
630-2 |
34-6 |
5.5% |
13-4 |
2.1% |
9% |
False |
True |
207,567 |
20 |
665-0 |
630-2 |
34-6 |
5.5% |
13-5 |
2.1% |
9% |
False |
True |
181,447 |
40 |
703-0 |
577-0 |
126-0 |
19.9% |
14-5 |
2.3% |
45% |
False |
False |
178,853 |
60 |
777-0 |
577-0 |
200-0 |
31.6% |
14-7 |
2.4% |
28% |
False |
False |
175,840 |
80 |
777-0 |
577-0 |
200-0 |
31.6% |
14-3 |
2.3% |
28% |
False |
False |
173,889 |
100 |
777-0 |
576-0 |
201-0 |
31.7% |
14-6 |
2.3% |
29% |
False |
False |
169,088 |
120 |
777-0 |
576-0 |
201-0 |
31.7% |
14-6 |
2.3% |
29% |
False |
False |
155,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
676-2 |
2.618 |
661-7 |
1.618 |
653-1 |
1.000 |
647-6 |
0.618 |
644-3 |
HIGH |
639-0 |
0.618 |
635-5 |
0.500 |
634-5 |
0.382 |
633-5 |
LOW |
630-2 |
0.618 |
624-7 |
1.000 |
621-4 |
1.618 |
616-1 |
2.618 |
607-3 |
4.250 |
593-0 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
634-5 |
645-1 |
PP |
634-2 |
641-2 |
S1 |
633-7 |
637-3 |
|