CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
651-2 |
629-4 |
-21-6 |
-3.3% |
652-4 |
High |
651-2 |
629-4 |
-21-6 |
-3.3% |
660-0 |
Low |
627-2 |
616-6 |
-10-4 |
-1.7% |
616-6 |
Close |
630-0 |
624-4 |
-5-4 |
-0.9% |
624-4 |
Range |
24-0 |
12-6 |
-11-2 |
-46.9% |
43-2 |
ATR |
12-1 |
12-1 |
0-1 |
0.7% |
0-0 |
Volume |
26,202 |
26,079 |
-123 |
-0.5% |
133,407 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
661-7 |
655-7 |
631-4 |
|
R3 |
649-1 |
643-1 |
628-0 |
|
R2 |
636-3 |
636-3 |
626-7 |
|
R1 |
630-3 |
630-3 |
625-5 |
627-0 |
PP |
623-5 |
623-5 |
623-5 |
621-7 |
S1 |
617-5 |
617-5 |
623-3 |
614-2 |
S2 |
610-7 |
610-7 |
622-1 |
|
S3 |
598-1 |
604-7 |
621-0 |
|
S4 |
585-3 |
592-1 |
617-4 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
763-4 |
737-2 |
648-2 |
|
R3 |
720-2 |
694-0 |
636-3 |
|
R2 |
677-0 |
677-0 |
632-3 |
|
R1 |
650-6 |
650-6 |
628-4 |
642-2 |
PP |
633-6 |
633-6 |
633-6 |
629-4 |
S1 |
607-4 |
607-4 |
620-4 |
599-0 |
S2 |
590-4 |
590-4 |
616-5 |
|
S3 |
547-2 |
564-2 |
612-5 |
|
S4 |
504-0 |
521-0 |
600-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
660-0 |
616-6 |
43-2 |
6.9% |
11-5 |
1.9% |
18% |
False |
True |
26,681 |
10 |
681-0 |
616-6 |
64-2 |
10.3% |
9-7 |
1.6% |
12% |
False |
True |
29,902 |
20 |
681-0 |
616-6 |
64-2 |
10.3% |
9-0 |
1.4% |
12% |
False |
True |
22,202 |
40 |
684-4 |
599-6 |
84-6 |
13.6% |
9-6 |
1.6% |
29% |
False |
False |
18,546 |
60 |
792-0 |
599-6 |
192-2 |
30.8% |
10-2 |
1.6% |
13% |
False |
False |
15,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
683-6 |
2.618 |
662-7 |
1.618 |
650-1 |
1.000 |
642-2 |
0.618 |
637-3 |
HIGH |
629-4 |
0.618 |
624-5 |
0.500 |
623-1 |
0.382 |
621-5 |
LOW |
616-6 |
0.618 |
608-7 |
1.000 |
604-0 |
1.618 |
596-1 |
2.618 |
583-3 |
4.250 |
562-4 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
624-0 |
638-3 |
PP |
623-5 |
633-6 |
S1 |
623-1 |
629-1 |
|