CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
663-2 |
652-4 |
-10-6 |
-1.6% |
670-4 |
High |
663-6 |
653-0 |
-10-6 |
-1.6% |
681-0 |
Low |
653-0 |
647-0 |
-6-0 |
-0.9% |
653-0 |
Close |
654-4 |
649-2 |
-5-2 |
-0.8% |
654-4 |
Range |
10-6 |
6-0 |
-4-6 |
-44.2% |
28-0 |
ATR |
11-3 |
11-0 |
-0-2 |
-2.4% |
0-0 |
Volume |
29,294 |
32,820 |
3,526 |
12.0% |
165,622 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
667-6 |
664-4 |
652-4 |
|
R3 |
661-6 |
658-4 |
650-7 |
|
R2 |
655-6 |
655-6 |
650-3 |
|
R1 |
652-4 |
652-4 |
649-6 |
651-1 |
PP |
649-6 |
649-6 |
649-6 |
649-0 |
S1 |
646-4 |
646-4 |
648-6 |
645-1 |
S2 |
643-6 |
643-6 |
648-1 |
|
S3 |
637-6 |
640-4 |
647-5 |
|
S4 |
631-6 |
634-4 |
646-0 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
678-4 |
2.618 |
668-6 |
1.618 |
662-6 |
1.000 |
659-0 |
0.618 |
656-6 |
HIGH |
653-0 |
0.618 |
650-6 |
0.500 |
650-0 |
0.382 |
649-2 |
LOW |
647-0 |
0.618 |
643-2 |
1.000 |
641-0 |
1.618 |
637-2 |
2.618 |
631-2 |
4.250 |
621-4 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
650-0 |
655-4 |
PP |
649-6 |
653-3 |
S1 |
649-4 |
651-3 |
|