CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
655-6 |
660-4 |
4-6 |
0.7% |
676-4 |
High |
656-0 |
661-6 |
5-6 |
0.9% |
683-0 |
Low |
649-0 |
660-4 |
11-4 |
1.8% |
652-6 |
Close |
651-2 |
663-0 |
11-6 |
1.8% |
656-2 |
Range |
7-0 |
1-2 |
-5-6 |
-82.1% |
30-2 |
ATR |
11-3 |
11-2 |
0-0 |
-0.5% |
0-0 |
Volume |
22,095 |
24,404 |
2,309 |
10.5% |
131,995 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-4 |
665-4 |
663-6 |
|
R3 |
664-2 |
664-2 |
663-3 |
|
R2 |
663-0 |
663-0 |
663-2 |
|
R1 |
663-0 |
663-0 |
663-1 |
663-0 |
PP |
661-6 |
661-6 |
661-6 |
661-6 |
S1 |
661-6 |
661-6 |
662-7 |
661-6 |
S2 |
660-4 |
660-4 |
662-6 |
|
S3 |
659-2 |
660-4 |
662-5 |
|
S4 |
658-0 |
659-2 |
662-2 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
682-0 |
649-0 |
33-0 |
5.0% |
9-6 |
1.5% |
42% |
False |
False |
28,681 |
10 |
683-0 |
649-0 |
34-0 |
5.1% |
8-2 |
1.3% |
41% |
False |
False |
23,848 |
20 |
683-0 |
649-0 |
34-0 |
5.1% |
9-3 |
1.4% |
41% |
False |
False |
20,654 |
40 |
713-0 |
606-2 |
106-6 |
16.1% |
9-5 |
1.5% |
53% |
False |
False |
19,608 |
60 |
794-4 |
606-2 |
188-2 |
28.4% |
9-5 |
1.5% |
30% |
False |
False |
16,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
667-0 |
2.618 |
665-0 |
1.618 |
663-6 |
1.000 |
663-0 |
0.618 |
662-4 |
HIGH |
661-6 |
0.618 |
661-2 |
0.500 |
661-1 |
0.382 |
661-0 |
LOW |
660-4 |
0.618 |
659-6 |
1.000 |
659-2 |
1.618 |
658-4 |
2.618 |
657-2 |
4.250 |
655-2 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
662-3 |
661-1 |
PP |
661-6 |
659-3 |
S1 |
661-1 |
657-4 |
|