CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 16-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
652-4 |
655-4 |
3-0 |
0.5% |
670-4 |
High |
660-0 |
660-0 |
0-0 |
0.0% |
681-0 |
Low |
649-4 |
655-0 |
5-4 |
0.8% |
653-0 |
Close |
660-4 |
658-0 |
-2-4 |
-0.4% |
654-4 |
Range |
10-4 |
5-0 |
-5-4 |
-52.4% |
28-0 |
ATR |
11-0 |
10-5 |
-0-3 |
-3.6% |
0-0 |
Volume |
27,105 |
21,201 |
-5,904 |
-21.8% |
165,622 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
672-5 |
670-3 |
660-6 |
|
R3 |
667-5 |
665-3 |
659-3 |
|
R2 |
662-5 |
662-5 |
658-7 |
|
R1 |
660-3 |
660-3 |
658-4 |
661-4 |
PP |
657-5 |
657-5 |
657-5 |
658-2 |
S1 |
655-3 |
655-3 |
657-4 |
656-4 |
S2 |
652-5 |
652-5 |
657-1 |
|
S3 |
647-5 |
650-3 |
656-5 |
|
S4 |
642-5 |
645-3 |
655-2 |
|
|
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 |
664-0 |
647-0 |
17-0 |
2.6% |
7-1 |
1.1% |
65% |
False |
False |
32,945 |
10 |
681-0 |
647-0 |
34-0 |
5.2% |
7-3 |
1.1% |
32% |
False |
False |
28,451 |
20 |
681-0 |
647-0 |
34-0 |
5.2% |
8-3 |
1.3% |
32% |
False |
False |
20,714 |
40 |
688-0 |
599-6 |
88-2 |
13.4% |
9-5 |
1.5% |
66% |
False |
False |
17,717 |
60 |
792-0 |
599-6 |
192-2 |
29.2% |
9-7 |
1.5% |
30% |
False |
False |
14,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
681-2 |
2.618 |
673-1 |
1.618 |
668-1 |
1.000 |
665-0 |
0.618 |
663-1 |
HIGH |
660-0 |
0.618 |
658-1 |
0.500 |
657-4 |
0.382 |
656-7 |
LOW |
655-0 |
0.618 |
651-7 |
1.000 |
650-0 |
1.618 |
646-7 |
2.618 |
641-7 |
4.250 |
633-6 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
657-7 |
656-4 |
PP |
657-5 |
655-0 |
S1 |
657-4 |
653-4 |
|