CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
652-4 |
652-4 |
0-0 |
0.0% |
670-4 |
High |
653-0 |
660-0 |
7-0 |
1.1% |
681-0 |
Low |
647-0 |
649-4 |
2-4 |
0.4% |
653-0 |
Close |
649-2 |
660-4 |
11-2 |
1.7% |
654-4 |
Range |
6-0 |
10-4 |
4-4 |
75.0% |
28-0 |
ATR |
11-0 |
11-0 |
0-0 |
-0.2% |
0-0 |
Volume |
32,820 |
27,105 |
-5,715 |
-17.4% |
165,622 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
688-1 |
684-7 |
666-2 |
|
R3 |
677-5 |
674-3 |
663-3 |
|
R2 |
667-1 |
667-1 |
662-3 |
|
R1 |
663-7 |
663-7 |
661-4 |
665-4 |
PP |
656-5 |
656-5 |
656-5 |
657-4 |
S1 |
653-3 |
653-3 |
659-4 |
655-0 |
S2 |
646-1 |
646-1 |
658-5 |
|
S3 |
635-5 |
642-7 |
657-5 |
|
S4 |
625-1 |
632-3 |
654-6 |
|
|
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 |
680-4 |
647-0 |
33-4 |
5.1% |
9-4 |
1.4% |
40% |
False |
False |
35,823 |
10 |
681-0 |
647-0 |
34-0 |
5.1% |
8-2 |
1.3% |
40% |
False |
False |
28,407 |
20 |
681-0 |
647-0 |
34-0 |
5.1% |
8-2 |
1.3% |
40% |
False |
False |
20,594 |
40 |
706-0 |
599-6 |
106-2 |
16.1% |
9-4 |
1.4% |
57% |
False |
False |
17,486 |
60 |
792-0 |
599-6 |
192-2 |
29.1% |
9-7 |
1.5% |
32% |
False |
False |
14,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
704-5 |
2.618 |
687-4 |
1.618 |
677-0 |
1.000 |
670-4 |
0.618 |
666-4 |
HIGH |
660-0 |
0.618 |
656-0 |
0.500 |
654-6 |
0.382 |
653-4 |
LOW |
649-4 |
0.618 |
643-0 |
1.000 |
639-0 |
1.618 |
632-4 |
2.618 |
622-0 |
4.250 |
604-7 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
658-5 |
658-6 |
PP |
656-5 |
657-1 |
S1 |
654-6 |
655-3 |
|