CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
666-0 |
655-6 |
-10-2 |
-1.5% |
676-4 |
High |
666-0 |
656-0 |
-10-0 |
-1.5% |
683-0 |
Low |
652-6 |
649-0 |
-3-6 |
-0.6% |
652-6 |
Close |
656-2 |
651-2 |
-5-0 |
-0.8% |
656-2 |
Range |
13-2 |
7-0 |
-6-2 |
-47.2% |
30-2 |
ATR |
11-5 |
11-3 |
-0-3 |
-2.7% |
0-0 |
Volume |
31,316 |
22,095 |
-9,221 |
-29.4% |
131,995 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
673-1 |
669-1 |
655-1 |
|
R3 |
666-1 |
662-1 |
653-1 |
|
R2 |
659-1 |
659-1 |
652-4 |
|
R1 |
655-1 |
655-1 |
651-7 |
653-5 |
PP |
652-1 |
652-1 |
652-1 |
651-2 |
S1 |
648-1 |
648-1 |
650-5 |
646-5 |
S2 |
645-1 |
645-1 |
650-0 |
|
S3 |
638-1 |
641-1 |
649-3 |
|
S4 |
631-1 |
634-1 |
647-3 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-6 |
735-6 |
672-7 |
|
R3 |
724-4 |
705-4 |
664-5 |
|
R2 |
694-2 |
694-2 |
661-6 |
|
R1 |
675-2 |
675-2 |
659-0 |
669-5 |
PP |
664-0 |
664-0 |
664-0 |
661-2 |
S1 |
645-0 |
645-0 |
653-4 |
639-3 |
S2 |
633-6 |
633-6 |
650-6 |
|
S3 |
603-4 |
614-6 |
647-7 |
|
S4 |
573-2 |
584-4 |
639-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
685-6 |
2.618 |
674-3 |
1.618 |
667-3 |
1.000 |
663-0 |
0.618 |
660-3 |
HIGH |
656-0 |
0.618 |
653-3 |
0.500 |
652-4 |
0.382 |
651-5 |
LOW |
649-0 |
0.618 |
644-5 |
1.000 |
642-0 |
1.618 |
637-5 |
2.618 |
630-5 |
4.250 |
619-2 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
652-4 |
663-3 |
PP |
652-1 |
659-3 |
S1 |
651-5 |
655-2 |
|