CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
600-0 |
599-6 |
-0-2 |
0.0% |
637-2 |
High |
601-0 |
600-0 |
-1-0 |
-0.2% |
647-4 |
Low |
594-0 |
595-0 |
1-0 |
0.2% |
602-0 |
Close |
597-6 |
599-0 |
1-2 |
0.2% |
610-2 |
Range |
7-0 |
5-0 |
-2-0 |
-28.6% |
45-4 |
ATR |
15-5 |
14-7 |
-0-6 |
-4.9% |
0-0 |
Volume |
155,849 |
170,292 |
14,443 |
9.3% |
910,099 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
613-0 |
611-0 |
601-6 |
|
R3 |
608-0 |
606-0 |
600-3 |
|
R2 |
603-0 |
603-0 |
599-7 |
|
R1 |
601-0 |
601-0 |
599-4 |
599-4 |
PP |
598-0 |
598-0 |
598-0 |
597-2 |
S1 |
596-0 |
596-0 |
598-4 |
594-4 |
S2 |
593-0 |
593-0 |
598-1 |
|
S3 |
588-0 |
591-0 |
597-5 |
|
S4 |
583-0 |
586-0 |
596-2 |
|
|
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 |
8.9% |
12-4 |
2.1% |
9% |
False |
False |
171,977 |
10 |
665-0 |
594-0 |
71-0 |
11.9% |
13-0 |
2.2% |
7% |
False |
False |
199,201 |
20 |
665-0 |
594-0 |
71-0 |
11.9% |
13-3 |
2.2% |
7% |
False |
False |
186,932 |
40 |
665-0 |
577-0 |
88-0 |
14.7% |
14-0 |
2.3% |
25% |
False |
False |
179,115 |
60 |
777-0 |
577-0 |
200-0 |
33.4% |
15-0 |
2.5% |
11% |
False |
False |
178,670 |
80 |
777-0 |
577-0 |
200-0 |
33.4% |
14-4 |
2.4% |
11% |
False |
False |
176,860 |
100 |
777-0 |
577-0 |
200-0 |
33.4% |
14-4 |
2.4% |
11% |
False |
False |
170,929 |
120 |
777-0 |
576-0 |
201-0 |
33.6% |
14-6 |
2.5% |
11% |
False |
False |
161,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
621-2 |
2.618 |
613-1 |
1.618 |
608-1 |
1.000 |
605-0 |
0.618 |
603-1 |
HIGH |
600-0 |
0.618 |
598-1 |
0.500 |
597-4 |
0.382 |
596-7 |
LOW |
595-0 |
0.618 |
591-7 |
1.000 |
590-0 |
1.618 |
586-7 |
2.618 |
581-7 |
4.250 |
573-6 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
598-4 |
604-6 |
PP |
598-0 |
602-7 |
S1 |
597-4 |
600-7 |
|