CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
668-0 |
657-0 |
-11-0 |
-1.6% |
665-0 |
High |
668-4 |
657-4 |
-11-0 |
-1.6% |
674-0 |
Low |
654-4 |
645-4 |
-9-0 |
-1.4% |
645-4 |
Close |
654-6 |
647-6 |
-7-0 |
-1.1% |
647-6 |
Range |
14-0 |
12-0 |
-2-0 |
-14.3% |
28-4 |
ATR |
13-4 |
13-3 |
-0-1 |
-0.8% |
0-0 |
Volume |
189,205 |
137,985 |
-51,220 |
-27.1% |
641,829 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
686-2 |
679-0 |
654-3 |
|
R3 |
674-2 |
667-0 |
651-0 |
|
R2 |
662-2 |
662-2 |
650-0 |
|
R1 |
655-0 |
655-0 |
648-7 |
652-5 |
PP |
650-2 |
650-2 |
650-2 |
649-0 |
S1 |
643-0 |
643-0 |
646-5 |
640-5 |
S2 |
638-2 |
638-2 |
645-4 |
|
S3 |
626-2 |
631-0 |
644-4 |
|
S4 |
614-2 |
619-0 |
641-1 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
741-2 |
723-0 |
663-3 |
|
R3 |
712-6 |
694-4 |
655-5 |
|
R2 |
684-2 |
684-2 |
653-0 |
|
R1 |
666-0 |
666-0 |
650-3 |
660-7 |
PP |
655-6 |
655-6 |
655-6 |
653-2 |
S1 |
637-4 |
637-4 |
645-1 |
632-3 |
S2 |
627-2 |
627-2 |
642-4 |
|
S3 |
598-6 |
609-0 |
639-7 |
|
S4 |
570-2 |
580-4 |
632-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
674-0 |
645-4 |
28-4 |
4.4% |
10-0 |
1.6% |
8% |
False |
True |
128,365 |
10 |
674-0 |
644-4 |
29-4 |
4.6% |
11-7 |
1.8% |
11% |
False |
False |
95,792 |
20 |
674-0 |
643-0 |
31-0 |
4.8% |
11-3 |
1.8% |
15% |
False |
False |
73,236 |
40 |
714-4 |
592-4 |
122-0 |
18.8% |
12-6 |
2.0% |
45% |
False |
False |
56,848 |
60 |
788-0 |
592-4 |
195-4 |
30.2% |
12-7 |
2.0% |
28% |
False |
False |
47,279 |
80 |
788-0 |
592-4 |
195-4 |
30.2% |
12-2 |
1.9% |
28% |
False |
False |
40,964 |
100 |
788-0 |
592-4 |
195-4 |
30.2% |
12-3 |
1.9% |
28% |
False |
False |
36,161 |
120 |
788-0 |
592-4 |
195-4 |
30.2% |
12-3 |
1.9% |
28% |
False |
False |
31,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
708-4 |
2.618 |
688-7 |
1.618 |
676-7 |
1.000 |
669-4 |
0.618 |
664-7 |
HIGH |
657-4 |
0.618 |
652-7 |
0.500 |
651-4 |
0.382 |
650-1 |
LOW |
645-4 |
0.618 |
638-1 |
1.000 |
633-4 |
1.618 |
626-1 |
2.618 |
614-1 |
4.250 |
594-4 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
651-4 |
657-0 |
PP |
650-2 |
653-7 |
S1 |
649-0 |
650-7 |
|