CME Pit-Traded Corn Future December 2011
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 |
640-4 |
637-0 |
-3-4 |
-0.5% |
653-4 |
High |
647-4 |
637-0 |
-10-4 |
-1.6% |
665-0 |
Low |
637-0 |
610-6 |
-26-2 |
-4.1% |
636-4 |
Close |
642-6 |
614-4 |
-28-2 |
-4.4% |
638-4 |
Range |
10-4 |
26-2 |
15-6 |
150.0% |
28-4 |
ATR |
14-3 |
15-5 |
1-2 |
8.7% |
0-0 |
Volume |
172,735 |
204,069 |
31,334 |
18.1% |
1,188,716 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
699-4 |
683-2 |
629-0 |
|
R3 |
673-2 |
657-0 |
621-6 |
|
R2 |
647-0 |
647-0 |
619-2 |
|
R1 |
630-6 |
630-6 |
616-7 |
625-6 |
PP |
620-6 |
620-6 |
620-6 |
618-2 |
S1 |
604-4 |
604-4 |
612-1 |
599-4 |
S2 |
594-4 |
594-4 |
609-6 |
|
S3 |
568-2 |
578-2 |
607-2 |
|
S4 |
542-0 |
552-0 |
600-0 |
|
|
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 |
648-0 |
610-6 |
37-2 |
6.1% |
14-2 |
2.3% |
10% |
False |
True |
188,324 |
10 |
665-0 |
610-6 |
54-2 |
8.8% |
13-2 |
2.2% |
7% |
False |
True |
209,430 |
20 |
665-0 |
610-6 |
54-2 |
8.8% |
14-0 |
2.3% |
7% |
False |
True |
184,537 |
40 |
665-6 |
577-0 |
88-6 |
14.4% |
14-5 |
2.4% |
42% |
False |
False |
180,155 |
60 |
777-0 |
577-0 |
200-0 |
32.5% |
15-3 |
2.5% |
19% |
False |
False |
178,470 |
80 |
777-0 |
577-0 |
200-0 |
32.5% |
14-4 |
2.4% |
19% |
False |
False |
176,255 |
100 |
777-0 |
576-0 |
201-0 |
32.7% |
14-6 |
2.4% |
19% |
False |
False |
170,132 |
120 |
777-0 |
576-0 |
201-0 |
32.7% |
14-7 |
2.4% |
19% |
False |
False |
159,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
748-4 |
2.618 |
705-6 |
1.618 |
679-4 |
1.000 |
663-2 |
0.618 |
653-2 |
HIGH |
637-0 |
0.618 |
627-0 |
0.500 |
623-7 |
0.382 |
620-6 |
LOW |
610-6 |
0.618 |
594-4 |
1.000 |
584-4 |
1.618 |
568-2 |
2.618 |
542-0 |
4.250 |
499-2 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
623-7 |
629-1 |
PP |
620-6 |
624-2 |
S1 |
617-5 |
619-3 |
|