CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
606-0 |
593-0 |
-13-0 |
-2.1% |
646-0 |
High |
607-0 |
598-6 |
-8-2 |
-1.4% |
656-2 |
Low |
601-4 |
591-0 |
-10-4 |
-1.7% |
609-2 |
Close |
605-6 |
595-4 |
-10-2 |
-1.7% |
618-0 |
Range |
5-4 |
7-6 |
2-2 |
40.9% |
47-0 |
ATR |
13-7 |
14-0 |
0-0 |
0.4% |
0-0 |
Volume |
114,486 |
129,569 |
15,083 |
13.2% |
593,827 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
618-3 |
614-5 |
599-6 |
|
R3 |
610-5 |
606-7 |
597-5 |
|
R2 |
602-7 |
602-7 |
596-7 |
|
R1 |
599-1 |
599-1 |
596-2 |
601-0 |
PP |
595-1 |
595-1 |
595-1 |
596-0 |
S1 |
591-3 |
591-3 |
594-6 |
593-2 |
S2 |
587-3 |
587-3 |
594-1 |
|
S3 |
579-5 |
583-5 |
593-3 |
|
S4 |
571-7 |
575-7 |
591-2 |
|
|
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 |
646-4 |
591-0 |
55-4 |
9.3% |
12-3 |
2.1% |
8% |
False |
True |
121,307 |
10 |
668-4 |
591-0 |
77-4 |
13.0% |
12-0 |
2.0% |
6% |
False |
True |
129,326 |
20 |
674-0 |
591-0 |
83-0 |
13.9% |
11-7 |
2.0% |
5% |
False |
True |
101,659 |
40 |
674-0 |
591-0 |
83-0 |
13.9% |
12-0 |
2.0% |
5% |
False |
True |
73,742 |
60 |
786-0 |
591-0 |
195-0 |
32.7% |
13-0 |
2.2% |
2% |
False |
True |
60,411 |
80 |
788-0 |
591-0 |
197-0 |
33.1% |
12-1 |
2.0% |
2% |
False |
True |
51,623 |
100 |
788-0 |
591-0 |
197-0 |
33.1% |
12-1 |
2.0% |
2% |
False |
True |
44,395 |
120 |
788-0 |
591-0 |
197-0 |
33.1% |
12-4 |
2.1% |
2% |
False |
True |
39,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
631-6 |
2.618 |
619-0 |
1.618 |
611-2 |
1.000 |
606-4 |
0.618 |
603-4 |
HIGH |
598-6 |
0.618 |
595-6 |
0.500 |
594-7 |
0.382 |
594-0 |
LOW |
591-0 |
0.618 |
586-2 |
1.000 |
583-2 |
1.618 |
578-4 |
2.618 |
570-6 |
4.250 |
558-0 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
595-2 |
599-5 |
PP |
595-1 |
598-2 |
S1 |
594-7 |
596-7 |
|