CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
660-4 |
663-2 |
2-6 |
0.4% |
670-4 |
High |
664-0 |
663-6 |
-0-2 |
0.0% |
681-0 |
Low |
660-4 |
653-0 |
-7-4 |
-1.1% |
653-0 |
Close |
661-6 |
654-4 |
-7-2 |
-1.1% |
654-4 |
Range |
3-4 |
10-6 |
7-2 |
207.1% |
28-0 |
ATR |
11-3 |
11-3 |
0-0 |
-0.4% |
0-0 |
Volume |
54,309 |
29,294 |
-25,015 |
-46.1% |
165,622 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
689-3 |
682-5 |
660-3 |
|
R3 |
678-5 |
671-7 |
657-4 |
|
R2 |
667-7 |
667-7 |
656-4 |
|
R1 |
661-1 |
661-1 |
655-4 |
659-1 |
PP |
657-1 |
657-1 |
657-1 |
656-0 |
S1 |
650-3 |
650-3 |
653-4 |
648-3 |
S2 |
646-3 |
646-3 |
652-4 |
|
S3 |
635-5 |
639-5 |
651-4 |
|
S4 |
624-7 |
628-7 |
648-5 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
746-7 |
728-5 |
669-7 |
|
R3 |
718-7 |
700-5 |
662-2 |
|
R2 |
690-7 |
690-7 |
659-5 |
|
R1 |
672-5 |
672-5 |
657-1 |
667-6 |
PP |
662-7 |
662-7 |
662-7 |
660-3 |
S1 |
644-5 |
644-5 |
651-7 |
639-6 |
S2 |
634-7 |
634-7 |
649-3 |
|
S3 |
606-7 |
616-5 |
646-6 |
|
S4 |
578-7 |
588-5 |
639-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
681-0 |
653-0 |
28-0 |
4.3% |
8-0 |
1.2% |
5% |
False |
True |
33,124 |
10 |
681-0 |
650-0 |
31-0 |
4.7% |
9-1 |
1.4% |
15% |
False |
False |
25,039 |
20 |
681-0 |
650-0 |
31-0 |
4.7% |
7-7 |
1.2% |
15% |
False |
False |
18,975 |
40 |
722-4 |
599-6 |
122-6 |
18.8% |
9-6 |
1.5% |
45% |
False |
False |
16,495 |
60 |
792-0 |
599-6 |
192-2 |
29.4% |
9-6 |
1.5% |
28% |
False |
False |
13,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
709-4 |
2.618 |
691-7 |
1.618 |
681-1 |
1.000 |
674-4 |
0.618 |
670-3 |
HIGH |
663-6 |
0.618 |
659-5 |
0.500 |
658-3 |
0.382 |
657-1 |
LOW |
653-0 |
0.618 |
646-3 |
1.000 |
642-2 |
1.618 |
635-5 |
2.618 |
624-7 |
4.250 |
607-2 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
658-3 |
666-6 |
PP |
657-1 |
662-5 |
S1 |
655-6 |
658-5 |
|