CME Pit-Traded Corn Future March 2012
| 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 |
650-0 |
645-4 |
-4-4 |
-0.7% |
665-0 |
| High |
656-2 |
646-4 |
-9-6 |
-1.5% |
674-0 |
| Low |
647-0 |
619-0 |
-28-0 |
-4.3% |
645-4 |
| Close |
652-0 |
623-2 |
-28-6 |
-4.4% |
647-6 |
| Range |
9-2 |
27-4 |
18-2 |
197.3% |
28-4 |
| ATR |
12-7 |
14-3 |
1-3 |
11.1% |
0-0 |
| Volume |
117,239 |
108,884 |
-8,355 |
-7.1% |
641,829 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
712-1 |
695-1 |
638-3 |
|
| R3 |
684-5 |
667-5 |
630-6 |
|
| R2 |
657-1 |
657-1 |
628-2 |
|
| R1 |
640-1 |
640-1 |
625-6 |
634-7 |
| PP |
629-5 |
629-5 |
629-5 |
627-0 |
| S1 |
612-5 |
612-5 |
620-6 |
607-3 |
| S2 |
602-1 |
602-1 |
618-2 |
|
| S3 |
574-5 |
585-1 |
615-6 |
|
| S4 |
547-1 |
557-5 |
608-1 |
|
|
| 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 |
657-4 |
619-0 |
38-4 |
6.2% |
14-3 |
2.3% |
11% |
False |
True |
121,281 |
| 10 |
674-0 |
619-0 |
55-0 |
8.8% |
12-2 |
2.0% |
8% |
False |
True |
116,504 |
| 20 |
674-0 |
619-0 |
55-0 |
8.8% |
12-3 |
2.0% |
8% |
False |
True |
85,430 |
| 40 |
677-4 |
592-4 |
85-0 |
13.6% |
12-7 |
2.1% |
36% |
False |
False |
64,837 |
| 60 |
788-0 |
592-4 |
195-4 |
31.4% |
13-3 |
2.2% |
16% |
False |
False |
53,813 |
| 80 |
788-0 |
592-4 |
195-4 |
31.4% |
12-3 |
2.0% |
16% |
False |
False |
46,181 |
| 100 |
788-0 |
592-4 |
195-4 |
31.4% |
12-3 |
2.0% |
16% |
False |
False |
40,225 |
| 120 |
788-0 |
592-4 |
195-4 |
31.4% |
12-4 |
2.0% |
16% |
False |
False |
35,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
763-3 |
|
2.618 |
718-4 |
|
1.618 |
691-0 |
|
1.000 |
674-0 |
|
0.618 |
663-4 |
|
HIGH |
646-4 |
|
0.618 |
636-0 |
|
0.500 |
632-6 |
|
0.382 |
629-4 |
|
LOW |
619-0 |
|
0.618 |
602-0 |
|
1.000 |
591-4 |
|
1.618 |
574-4 |
|
2.618 |
547-0 |
|
4.250 |
502-1 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
632-6 |
637-5 |
| PP |
629-5 |
632-7 |
| S1 |
626-3 |
628-0 |
|