CME Pit-Traded Corn Future December 2011
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 |
615-0 |
600-0 |
-15-0 |
-2.4% |
637-2 |
High |
615-4 |
601-0 |
-14-4 |
-2.4% |
647-4 |
Low |
602-0 |
594-0 |
-8-0 |
-1.3% |
602-0 |
Close |
610-2 |
597-6 |
-12-4 |
-2.0% |
610-2 |
Range |
13-4 |
7-0 |
-6-4 |
-48.1% |
45-4 |
ATR |
15-4 |
15-5 |
0-0 |
0.3% |
0-0 |
Volume |
156,943 |
155,849 |
-1,094 |
-0.7% |
910,099 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
618-5 |
615-1 |
601-5 |
|
R3 |
611-5 |
608-1 |
599-5 |
|
R2 |
604-5 |
604-5 |
599-0 |
|
R1 |
601-1 |
601-1 |
598-3 |
599-3 |
PP |
597-5 |
597-5 |
597-5 |
596-6 |
S1 |
594-1 |
594-1 |
597-1 |
592-3 |
S2 |
590-5 |
590-5 |
596-4 |
|
S3 |
583-5 |
587-1 |
595-7 |
|
S4 |
576-5 |
580-1 |
593-7 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
756-3 |
728-7 |
635-2 |
|
R3 |
710-7 |
683-3 |
622-6 |
|
R2 |
665-3 |
665-3 |
618-5 |
|
R1 |
637-7 |
637-7 |
614-3 |
628-7 |
PP |
619-7 |
619-7 |
619-7 |
615-4 |
S1 |
592-3 |
592-3 |
606-1 |
583-3 |
S2 |
574-3 |
574-3 |
601-7 |
|
S3 |
528-7 |
546-7 |
597-6 |
|
S4 |
483-3 |
501-3 |
585-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
647-4 |
594-0 |
53-4 |
9.0% |
14-2 |
2.4% |
7% |
False |
True |
175,730 |
10 |
665-0 |
594-0 |
71-0 |
11.9% |
13-3 |
2.2% |
5% |
False |
True |
205,395 |
20 |
665-0 |
594-0 |
71-0 |
11.9% |
13-4 |
2.3% |
5% |
False |
True |
184,929 |
40 |
665-6 |
577-0 |
88-6 |
14.8% |
14-3 |
2.4% |
23% |
False |
False |
179,407 |
60 |
777-0 |
577-0 |
200-0 |
33.5% |
15-1 |
2.5% |
10% |
False |
False |
178,766 |
80 |
777-0 |
577-0 |
200-0 |
33.5% |
14-4 |
2.4% |
10% |
False |
False |
176,695 |
100 |
777-0 |
576-0 |
201-0 |
33.6% |
14-6 |
2.5% |
11% |
False |
False |
170,063 |
120 |
777-0 |
576-0 |
201-0 |
33.6% |
14-7 |
2.5% |
11% |
False |
False |
160,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
630-6 |
2.618 |
619-3 |
1.618 |
612-3 |
1.000 |
608-0 |
0.618 |
605-3 |
HIGH |
601-0 |
0.618 |
598-3 |
0.500 |
597-4 |
0.382 |
596-5 |
LOW |
594-0 |
0.618 |
589-5 |
1.000 |
587-0 |
1.618 |
582-5 |
2.618 |
575-5 |
4.250 |
564-2 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
597-5 |
615-4 |
PP |
597-5 |
609-5 |
S1 |
597-4 |
603-5 |
|