CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
645-4 |
622-6 |
-22-6 |
-3.5% |
646-0 |
| High |
646-4 |
622-6 |
-23-6 |
-3.7% |
656-2 |
| Low |
619-0 |
609-2 |
-9-6 |
-1.6% |
609-2 |
| Close |
623-2 |
618-0 |
-5-2 |
-0.8% |
618-0 |
| Range |
27-4 |
13-4 |
-14-0 |
-50.9% |
47-0 |
| ATR |
14-3 |
14-3 |
0-0 |
-0.2% |
0-0 |
| Volume |
108,884 |
125,406 |
16,522 |
15.2% |
593,827 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
657-1 |
651-1 |
625-3 |
|
| R3 |
643-5 |
637-5 |
621-6 |
|
| R2 |
630-1 |
630-1 |
620-4 |
|
| R1 |
624-1 |
624-1 |
619-2 |
620-3 |
| PP |
616-5 |
616-5 |
616-5 |
614-6 |
| S1 |
610-5 |
610-5 |
616-6 |
606-7 |
| S2 |
603-1 |
603-1 |
615-4 |
|
| S3 |
589-5 |
597-1 |
614-2 |
|
| S4 |
576-1 |
583-5 |
610-5 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-7 |
740-3 |
643-7 |
|
| R3 |
721-7 |
693-3 |
630-7 |
|
| R2 |
674-7 |
674-7 |
626-5 |
|
| R1 |
646-3 |
646-3 |
622-2 |
637-1 |
| PP |
627-7 |
627-7 |
627-7 |
623-2 |
| S1 |
599-3 |
599-3 |
613-6 |
590-1 |
| S2 |
580-7 |
580-7 |
609-3 |
|
| S3 |
533-7 |
552-3 |
605-1 |
|
| S4 |
486-7 |
505-3 |
592-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
656-2 |
609-2 |
47-0 |
7.6% |
14-6 |
2.4% |
19% |
False |
True |
118,765 |
| 10 |
674-0 |
609-2 |
64-6 |
10.5% |
12-3 |
2.0% |
14% |
False |
True |
123,565 |
| 20 |
674-0 |
609-2 |
64-6 |
10.5% |
12-2 |
2.0% |
14% |
False |
True |
89,443 |
| 40 |
677-4 |
592-4 |
85-0 |
13.8% |
12-6 |
2.1% |
30% |
False |
False |
67,167 |
| 60 |
788-0 |
592-4 |
195-4 |
31.6% |
13-4 |
2.2% |
13% |
False |
False |
55,525 |
| 80 |
788-0 |
592-4 |
195-4 |
31.6% |
12-4 |
2.0% |
13% |
False |
False |
47,544 |
| 100 |
788-0 |
592-4 |
195-4 |
31.6% |
12-2 |
2.0% |
13% |
False |
False |
41,340 |
| 120 |
788-0 |
592-4 |
195-4 |
31.6% |
12-5 |
2.0% |
13% |
False |
False |
36,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
680-1 |
|
2.618 |
658-1 |
|
1.618 |
644-5 |
|
1.000 |
636-2 |
|
0.618 |
631-1 |
|
HIGH |
622-6 |
|
0.618 |
617-5 |
|
0.500 |
616-0 |
|
0.382 |
614-3 |
|
LOW |
609-2 |
|
0.618 |
600-7 |
|
1.000 |
595-6 |
|
1.618 |
587-3 |
|
2.618 |
573-7 |
|
4.250 |
551-7 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
617-3 |
632-6 |
| PP |
616-5 |
627-7 |
| S1 |
616-0 |
622-7 |
|