CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
654-6 |
632-4 |
-22-2 |
-3.4% |
655-6 |
High |
654-6 |
633-0 |
-21-6 |
-3.3% |
661-6 |
Low |
630-6 |
620-0 |
-10-6 |
-1.7% |
620-0 |
Close |
633-4 |
628-0 |
-5-4 |
-0.9% |
628-0 |
Range |
24-0 |
13-0 |
-11-0 |
-45.8% |
41-6 |
ATR |
12-1 |
12-1 |
0-1 |
0.8% |
0-0 |
Volume |
18,084 |
26,287 |
8,203 |
45.4% |
113,344 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-0 |
660-0 |
635-1 |
|
R3 |
653-0 |
647-0 |
631-5 |
|
R2 |
640-0 |
640-0 |
630-3 |
|
R1 |
634-0 |
634-0 |
629-2 |
630-4 |
PP |
627-0 |
627-0 |
627-0 |
625-2 |
S1 |
621-0 |
621-0 |
626-6 |
617-4 |
S2 |
614-0 |
614-0 |
625-5 |
|
S3 |
601-0 |
608-0 |
624-3 |
|
S4 |
588-0 |
595-0 |
620-7 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
761-7 |
736-5 |
651-0 |
|
R3 |
720-1 |
694-7 |
639-4 |
|
R2 |
678-3 |
678-3 |
635-5 |
|
R1 |
653-1 |
653-1 |
631-7 |
644-7 |
PP |
636-5 |
636-5 |
636-5 |
632-4 |
S1 |
611-3 |
611-3 |
624-1 |
603-1 |
S2 |
594-7 |
594-7 |
620-3 |
|
S3 |
553-1 |
569-5 |
616-4 |
|
S4 |
511-3 |
527-7 |
605-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
661-6 |
620-0 |
41-6 |
6.6% |
9-2 |
1.5% |
19% |
False |
True |
22,668 |
10 |
683-0 |
620-0 |
63-0 |
10.0% |
9-2 |
1.5% |
13% |
False |
True |
24,533 |
20 |
683-0 |
620-0 |
63-0 |
10.0% |
9-5 |
1.5% |
13% |
False |
True |
20,720 |
40 |
689-6 |
606-2 |
83-4 |
13.3% |
9-5 |
1.5% |
26% |
False |
False |
20,428 |
60 |
794-4 |
606-2 |
188-2 |
30.0% |
10-0 |
1.6% |
12% |
False |
False |
17,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
688-2 |
2.618 |
667-0 |
1.618 |
654-0 |
1.000 |
646-0 |
0.618 |
641-0 |
HIGH |
633-0 |
0.618 |
628-0 |
0.500 |
626-4 |
0.382 |
625-0 |
LOW |
620-0 |
0.618 |
612-0 |
1.000 |
607-0 |
1.618 |
599-0 |
2.618 |
586-0 |
4.250 |
564-6 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
627-4 |
640-2 |
PP |
627-0 |
636-1 |
S1 |
626-4 |
632-1 |
|