CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
614-4 |
612-0 |
-2-4 |
-0.4% |
652-4 |
High |
614-4 |
612-4 |
-2-0 |
-0.3% |
660-0 |
Low |
610-0 |
609-0 |
-1-0 |
-0.2% |
616-6 |
Close |
611-4 |
612-2 |
0-6 |
0.1% |
624-4 |
Range |
4-4 |
3-4 |
-1-0 |
-22.2% |
43-2 |
ATR |
12-3 |
11-6 |
-0-5 |
-5.1% |
0-0 |
Volume |
25,154 |
24,981 |
-173 |
-0.7% |
133,407 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
621-6 |
620-4 |
614-1 |
|
R3 |
618-2 |
617-0 |
613-2 |
|
R2 |
614-6 |
614-6 |
612-7 |
|
R1 |
613-4 |
613-4 |
612-5 |
614-1 |
PP |
611-2 |
611-2 |
611-2 |
611-4 |
S1 |
610-0 |
610-0 |
611-7 |
610-5 |
S2 |
607-6 |
607-6 |
611-5 |
|
S3 |
604-2 |
606-4 |
611-2 |
|
S4 |
600-6 |
603-0 |
610-3 |
|
|
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 |
609-0 |
51-0 |
8.3% |
10-0 |
1.6% |
6% |
False |
True |
24,723 |
10 |
680-4 |
609-0 |
71-4 |
11.7% |
9-6 |
1.6% |
5% |
False |
True |
30,273 |
20 |
681-0 |
609-0 |
72-0 |
11.8% |
9-0 |
1.5% |
5% |
False |
True |
23,257 |
40 |
681-0 |
599-6 |
81-2 |
13.3% |
9-5 |
1.6% |
15% |
False |
False |
19,229 |
60 |
792-0 |
599-6 |
192-2 |
31.4% |
9-7 |
1.6% |
7% |
False |
False |
16,137 |
80 |
792-0 |
599-6 |
192-2 |
31.4% |
9-0 |
1.5% |
7% |
False |
False |
13,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
627-3 |
2.618 |
621-5 |
1.618 |
618-1 |
1.000 |
616-0 |
0.618 |
614-5 |
HIGH |
612-4 |
0.618 |
611-1 |
0.500 |
610-6 |
0.382 |
610-3 |
LOW |
609-0 |
0.618 |
606-7 |
1.000 |
605-4 |
1.618 |
603-3 |
2.618 |
599-7 |
4.250 |
594-1 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
611-6 |
619-2 |
PP |
611-2 |
616-7 |
S1 |
610-6 |
614-5 |
|