CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
599-2 |
601-0 |
1-6 |
0.3% |
614-4 |
High |
604-6 |
605-0 |
0-2 |
0.0% |
614-4 |
Low |
599-2 |
595-0 |
-4-2 |
-0.7% |
595-0 |
Close |
602-4 |
597-2 |
-5-2 |
-0.9% |
597-2 |
Range |
5-4 |
10-0 |
4-4 |
81.8% |
19-4 |
ATR |
11-6 |
11-5 |
-0-1 |
-1.1% |
0-0 |
Volume |
18,541 |
30,979 |
12,438 |
67.1% |
99,655 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629-1 |
623-1 |
602-6 |
|
R3 |
619-1 |
613-1 |
600-0 |
|
R2 |
609-1 |
609-1 |
599-1 |
|
R1 |
603-1 |
603-1 |
598-1 |
601-1 |
PP |
599-1 |
599-1 |
599-1 |
598-0 |
S1 |
593-1 |
593-1 |
596-3 |
591-1 |
S2 |
589-1 |
589-1 |
595-3 |
|
S3 |
579-1 |
583-1 |
594-4 |
|
S4 |
569-1 |
573-1 |
591-6 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
660-6 |
648-4 |
608-0 |
|
R3 |
641-2 |
629-0 |
602-5 |
|
R2 |
621-6 |
621-6 |
600-7 |
|
R1 |
609-4 |
609-4 |
599-0 |
605-7 |
PP |
602-2 |
602-2 |
602-2 |
600-4 |
S1 |
590-0 |
590-0 |
595-4 |
586-3 |
S2 |
582-6 |
582-6 |
593-5 |
|
S3 |
563-2 |
570-4 |
591-7 |
|
S4 |
543-6 |
551-0 |
586-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
629-4 |
595-0 |
34-4 |
5.8% |
7-2 |
1.2% |
7% |
False |
True |
25,146 |
10 |
663-6 |
595-0 |
68-6 |
11.5% |
9-2 |
1.5% |
3% |
False |
True |
26,235 |
20 |
681-0 |
595-0 |
86-0 |
14.4% |
9-0 |
1.5% |
3% |
False |
True |
24,739 |
40 |
681-0 |
595-0 |
86-0 |
14.4% |
9-2 |
1.6% |
3% |
False |
True |
19,762 |
60 |
780-4 |
595-0 |
185-4 |
31.1% |
9-7 |
1.7% |
1% |
False |
True |
16,747 |
80 |
792-0 |
595-0 |
197-0 |
33.0% |
8-6 |
1.5% |
1% |
False |
True |
13,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
647-4 |
2.618 |
631-1 |
1.618 |
621-1 |
1.000 |
615-0 |
0.618 |
611-1 |
HIGH |
605-0 |
0.618 |
601-1 |
0.500 |
600-0 |
0.382 |
598-7 |
LOW |
595-0 |
0.618 |
588-7 |
1.000 |
585-0 |
1.618 |
578-7 |
2.618 |
568-7 |
4.250 |
552-4 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
600-0 |
603-6 |
PP |
599-1 |
601-5 |
S1 |
598-1 |
599-3 |
|