CME Pit-Traded Corn Future March 2012
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 |
645-4 |
650-0 |
4-4 |
0.7% |
665-0 |
High |
655-2 |
656-2 |
1-0 |
0.2% |
674-0 |
Low |
641-0 |
647-0 |
6-0 |
0.9% |
645-4 |
Close |
654-6 |
652-0 |
-2-6 |
-0.4% |
647-6 |
Range |
14-2 |
9-2 |
-5-0 |
-35.1% |
28-4 |
ATR |
13-2 |
12-7 |
-0-2 |
-2.1% |
0-0 |
Volume |
128,497 |
117,239 |
-11,258 |
-8.8% |
641,829 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
679-4 |
675-0 |
657-1 |
|
R3 |
670-2 |
665-6 |
654-4 |
|
R2 |
661-0 |
661-0 |
653-6 |
|
R1 |
656-4 |
656-4 |
652-7 |
658-6 |
PP |
651-6 |
651-6 |
651-6 |
652-7 |
S1 |
647-2 |
647-2 |
651-1 |
649-4 |
S2 |
642-4 |
642-4 |
650-2 |
|
S3 |
633-2 |
638-0 |
649-4 |
|
S4 |
624-0 |
628-6 |
646-7 |
|
|
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 |
668-4 |
639-2 |
29-2 |
4.5% |
11-6 |
1.8% |
44% |
False |
False |
137,345 |
10 |
674-0 |
639-2 |
34-6 |
5.3% |
10-2 |
1.6% |
37% |
False |
False |
112,382 |
20 |
674-0 |
639-2 |
34-6 |
5.3% |
11-5 |
1.8% |
37% |
False |
False |
82,573 |
40 |
683-4 |
592-4 |
91-0 |
14.0% |
12-5 |
1.9% |
65% |
False |
False |
62,711 |
60 |
788-0 |
592-4 |
195-4 |
30.0% |
13-1 |
2.0% |
30% |
False |
False |
52,521 |
80 |
788-0 |
592-4 |
195-4 |
30.0% |
12-2 |
1.9% |
30% |
False |
False |
44,933 |
100 |
788-0 |
592-4 |
195-4 |
30.0% |
12-2 |
1.9% |
30% |
False |
False |
39,240 |
120 |
788-0 |
592-4 |
195-4 |
30.0% |
12-3 |
1.9% |
30% |
False |
False |
34,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
695-4 |
2.618 |
680-4 |
1.618 |
671-2 |
1.000 |
665-4 |
0.618 |
662-0 |
HIGH |
656-2 |
0.618 |
652-6 |
0.500 |
651-5 |
0.382 |
650-4 |
LOW |
647-0 |
0.618 |
641-2 |
1.000 |
637-6 |
1.618 |
632-0 |
2.618 |
622-6 |
4.250 |
607-6 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
651-7 |
650-5 |
PP |
651-6 |
649-1 |
S1 |
651-5 |
647-6 |
|