CME Pit-Traded Corn Future March 2012
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 |
607-4 |
606-0 |
-1-4 |
-0.2% |
646-0 |
High |
608-2 |
607-0 |
-1-2 |
-0.2% |
656-2 |
Low |
600-4 |
601-4 |
1-0 |
0.2% |
609-2 |
Close |
605-0 |
605-6 |
0-6 |
0.1% |
618-0 |
Range |
7-6 |
5-4 |
-2-2 |
-29.0% |
47-0 |
ATR |
14-4 |
13-7 |
-0-5 |
-4.4% |
0-0 |
Volume |
128,193 |
114,486 |
-13,707 |
-10.7% |
593,827 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
621-2 |
619-0 |
608-6 |
|
R3 |
615-6 |
613-4 |
607-2 |
|
R2 |
610-2 |
610-2 |
606-6 |
|
R1 |
608-0 |
608-0 |
606-2 |
606-3 |
PP |
604-6 |
604-6 |
604-6 |
604-0 |
S1 |
602-4 |
602-4 |
605-2 |
600-7 |
S2 |
599-2 |
599-2 |
604-6 |
|
S3 |
593-6 |
597-0 |
604-2 |
|
S4 |
588-2 |
591-4 |
602-6 |
|
|
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 |
600-4 |
55-6 |
9.2% |
12-6 |
2.1% |
9% |
False |
False |
118,841 |
10 |
668-4 |
600-4 |
68-0 |
11.2% |
12-3 |
2.0% |
8% |
False |
False |
129,374 |
20 |
674-0 |
600-4 |
73-4 |
12.1% |
12-2 |
2.0% |
7% |
False |
False |
97,189 |
40 |
674-0 |
592-4 |
81-4 |
13.5% |
12-3 |
2.0% |
16% |
False |
False |
71,629 |
60 |
788-0 |
592-4 |
195-4 |
32.3% |
13-1 |
2.2% |
7% |
False |
False |
58,655 |
80 |
788-0 |
592-4 |
195-4 |
32.3% |
12-4 |
2.1% |
7% |
False |
False |
50,129 |
100 |
788-0 |
592-4 |
195-4 |
32.3% |
12-2 |
2.0% |
7% |
False |
False |
43,444 |
120 |
788-0 |
592-4 |
195-4 |
32.3% |
12-4 |
2.1% |
7% |
False |
False |
38,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
630-3 |
2.618 |
621-3 |
1.618 |
615-7 |
1.000 |
612-4 |
0.618 |
610-3 |
HIGH |
607-0 |
0.618 |
604-7 |
0.500 |
604-2 |
0.382 |
603-5 |
LOW |
601-4 |
0.618 |
598-1 |
1.000 |
596-0 |
1.618 |
592-5 |
2.618 |
587-1 |
4.250 |
578-1 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
605-2 |
611-5 |
PP |
604-6 |
609-5 |
S1 |
604-2 |
607-6 |
|