CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
612-0 |
599-2 |
-12-6 |
-2.1% |
652-4 |
High |
612-4 |
604-6 |
-7-6 |
-1.3% |
660-0 |
Low |
609-0 |
599-2 |
-9-6 |
-1.6% |
616-6 |
Close |
612-2 |
602-4 |
-9-6 |
-1.6% |
624-4 |
Range |
3-4 |
5-4 |
2-0 |
57.1% |
43-2 |
ATR |
11-6 |
11-6 |
0-1 |
0.8% |
0-0 |
Volume |
24,981 |
18,541 |
-6,440 |
-25.8% |
133,407 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
618-5 |
616-1 |
605-4 |
|
R3 |
613-1 |
610-5 |
604-0 |
|
R2 |
607-5 |
607-5 |
603-4 |
|
R1 |
605-1 |
605-1 |
603-0 |
606-3 |
PP |
602-1 |
602-1 |
602-1 |
602-6 |
S1 |
599-5 |
599-5 |
602-0 |
600-7 |
S2 |
596-5 |
596-5 |
601-4 |
|
S3 |
591-1 |
594-1 |
601-0 |
|
S4 |
585-5 |
588-5 |
599-4 |
|
|
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 |
651-2 |
599-2 |
52-0 |
8.6% |
10-0 |
1.7% |
6% |
False |
True |
24,191 |
10 |
664-0 |
599-2 |
64-6 |
10.7% |
8-5 |
1.4% |
5% |
False |
True |
28,568 |
20 |
681-0 |
599-2 |
81-6 |
13.6% |
9-3 |
1.5% |
4% |
False |
True |
23,766 |
40 |
681-0 |
599-2 |
81-6 |
13.6% |
9-2 |
1.5% |
4% |
False |
True |
19,374 |
60 |
789-4 |
599-2 |
190-2 |
31.6% |
9-6 |
1.6% |
2% |
False |
True |
16,348 |
80 |
792-0 |
599-2 |
192-6 |
32.0% |
8-6 |
1.4% |
2% |
False |
True |
13,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
628-1 |
2.618 |
619-1 |
1.618 |
613-5 |
1.000 |
610-2 |
0.618 |
608-1 |
HIGH |
604-6 |
0.618 |
602-5 |
0.500 |
602-0 |
0.382 |
601-3 |
LOW |
599-2 |
0.618 |
595-7 |
1.000 |
593-6 |
1.618 |
590-3 |
2.618 |
584-7 |
4.250 |
575-7 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
602-3 |
606-7 |
PP |
602-1 |
605-3 |
S1 |
602-0 |
604-0 |
|