CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
655-4 |
651-2 |
-4-2 |
-0.6% |
670-4 |
High |
660-0 |
651-2 |
-8-6 |
-1.3% |
681-0 |
Low |
655-0 |
627-2 |
-27-6 |
-4.2% |
653-0 |
Close |
658-0 |
630-0 |
-28-0 |
-4.3% |
654-4 |
Range |
5-0 |
24-0 |
19-0 |
380.0% |
28-0 |
ATR |
10-5 |
12-1 |
1-3 |
13.5% |
0-0 |
Volume |
21,201 |
26,202 |
5,001 |
23.6% |
165,622 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
708-1 |
693-1 |
643-2 |
|
R3 |
684-1 |
669-1 |
636-5 |
|
R2 |
660-1 |
660-1 |
634-3 |
|
R1 |
645-1 |
645-1 |
632-2 |
640-5 |
PP |
636-1 |
636-1 |
636-1 |
634-0 |
S1 |
621-1 |
621-1 |
627-6 |
616-5 |
S2 |
612-1 |
612-1 |
625-5 |
|
S3 |
588-1 |
597-1 |
623-3 |
|
S4 |
564-1 |
573-1 |
616-6 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
753-2 |
2.618 |
714-1 |
1.618 |
690-1 |
1.000 |
675-2 |
0.618 |
666-1 |
HIGH |
651-2 |
0.618 |
642-1 |
0.500 |
639-2 |
0.382 |
636-3 |
LOW |
627-2 |
0.618 |
612-3 |
1.000 |
603-2 |
1.618 |
588-3 |
2.618 |
564-3 |
4.250 |
525-2 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
639-2 |
643-5 |
PP |
636-1 |
639-1 |
S1 |
633-1 |
634-4 |
|