CME Pit-Traded Corn Future December 2011
| 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 |
636-4 |
640-4 |
4-0 |
0.6% |
653-4 |
| High |
645-4 |
647-4 |
2-0 |
0.3% |
665-0 |
| Low |
631-4 |
637-0 |
5-4 |
0.9% |
636-4 |
| Close |
645-4 |
642-6 |
-2-6 |
-0.4% |
638-4 |
| Range |
14-0 |
10-4 |
-3-4 |
-25.0% |
28-4 |
| ATR |
14-6 |
14-3 |
-0-2 |
-2.1% |
0-0 |
| Volume |
189,055 |
172,735 |
-16,320 |
-8.6% |
1,188,716 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-7 |
668-7 |
648-4 |
|
| R3 |
663-3 |
658-3 |
645-5 |
|
| R2 |
652-7 |
652-7 |
644-5 |
|
| R1 |
647-7 |
647-7 |
643-6 |
650-3 |
| PP |
642-3 |
642-3 |
642-3 |
643-6 |
| S1 |
637-3 |
637-3 |
641-6 |
639-7 |
| S2 |
631-7 |
631-7 |
640-7 |
|
| S3 |
621-3 |
626-7 |
639-7 |
|
| S4 |
610-7 |
616-3 |
637-0 |
|
|
| 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 |
660-0 |
630-2 |
29-6 |
4.6% |
12-0 |
1.9% |
42% |
False |
False |
194,919 |
| 10 |
665-0 |
630-2 |
34-6 |
5.4% |
11-4 |
1.8% |
36% |
False |
False |
203,972 |
| 20 |
665-0 |
630-2 |
34-6 |
5.4% |
13-4 |
2.1% |
36% |
False |
False |
182,309 |
| 40 |
673-4 |
577-0 |
96-4 |
15.0% |
14-5 |
2.3% |
68% |
False |
False |
181,252 |
| 60 |
777-0 |
577-0 |
200-0 |
31.1% |
15-1 |
2.3% |
33% |
False |
False |
177,685 |
| 80 |
777-0 |
577-0 |
200-0 |
31.1% |
14-3 |
2.2% |
33% |
False |
False |
175,316 |
| 100 |
777-0 |
576-0 |
201-0 |
31.3% |
14-6 |
2.3% |
33% |
False |
False |
169,372 |
| 120 |
777-0 |
576-0 |
201-0 |
31.3% |
14-6 |
2.3% |
33% |
False |
False |
157,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692-1 |
|
2.618 |
675-0 |
|
1.618 |
664-4 |
|
1.000 |
658-0 |
|
0.618 |
654-0 |
|
HIGH |
647-4 |
|
0.618 |
643-4 |
|
0.500 |
642-2 |
|
0.382 |
641-0 |
|
LOW |
637-0 |
|
0.618 |
630-4 |
|
1.000 |
626-4 |
|
1.618 |
620-0 |
|
2.618 |
609-4 |
|
4.250 |
592-3 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
642-5 |
641-4 |
| PP |
642-3 |
640-1 |
| S1 |
642-2 |
638-7 |
|