CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
629-4 |
614-4 |
-15-0 |
-2.4% |
652-4 |
High |
629-4 |
614-4 |
-15-0 |
-2.4% |
660-0 |
Low |
616-6 |
610-0 |
-6-6 |
-1.1% |
616-6 |
Close |
624-4 |
611-4 |
-13-0 |
-2.1% |
624-4 |
Range |
12-6 |
4-4 |
-8-2 |
-64.7% |
43-2 |
ATR |
12-1 |
12-3 |
0-1 |
1.4% |
0-0 |
Volume |
26,079 |
25,154 |
-925 |
-3.5% |
133,407 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
625-4 |
623-0 |
614-0 |
|
R3 |
621-0 |
618-4 |
612-6 |
|
R2 |
616-4 |
616-4 |
612-3 |
|
R1 |
614-0 |
614-0 |
611-7 |
613-0 |
PP |
612-0 |
612-0 |
612-0 |
611-4 |
S1 |
609-4 |
609-4 |
611-1 |
608-4 |
S2 |
607-4 |
607-4 |
610-5 |
|
S3 |
603-0 |
605-0 |
610-2 |
|
S4 |
598-4 |
600-4 |
609-0 |
|
|
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 |
610-0 |
50-0 |
8.2% |
11-3 |
1.9% |
3% |
False |
True |
25,148 |
10 |
681-0 |
610-0 |
71-0 |
11.6% |
10-0 |
1.6% |
2% |
False |
True |
30,688 |
20 |
681-0 |
610-0 |
71-0 |
11.6% |
9-1 |
1.5% |
2% |
False |
True |
22,630 |
40 |
684-4 |
599-6 |
84-6 |
13.9% |
9-7 |
1.6% |
14% |
False |
False |
18,860 |
60 |
792-0 |
599-6 |
192-2 |
31.4% |
10-0 |
1.6% |
6% |
False |
False |
15,850 |
80 |
792-0 |
599-6 |
192-2 |
31.4% |
9-1 |
1.5% |
6% |
False |
False |
13,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
633-5 |
2.618 |
626-2 |
1.618 |
621-6 |
1.000 |
619-0 |
0.618 |
617-2 |
HIGH |
614-4 |
0.618 |
612-6 |
0.500 |
612-2 |
0.382 |
611-6 |
LOW |
610-0 |
0.618 |
607-2 |
1.000 |
605-4 |
1.618 |
602-6 |
2.618 |
598-2 |
4.250 |
590-7 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
612-2 |
630-5 |
PP |
612-0 |
624-2 |
S1 |
611-6 |
617-7 |
|