CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
632-4 |
617-0 |
-15-4 |
-2.5% |
655-6 |
High |
633-0 |
617-2 |
-15-6 |
-2.5% |
661-6 |
Low |
620-0 |
613-0 |
-7-0 |
-1.1% |
620-0 |
Close |
628-0 |
615-4 |
-12-4 |
-2.0% |
628-0 |
Range |
13-0 |
4-2 |
-8-6 |
-67.3% |
41-6 |
ATR |
12-1 |
12-3 |
0-2 |
1.7% |
0-0 |
Volume |
26,287 |
26,431 |
144 |
0.5% |
113,344 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
628-0 |
626-0 |
617-7 |
|
R3 |
623-6 |
621-6 |
616-5 |
|
R2 |
619-4 |
619-4 |
616-2 |
|
R1 |
617-4 |
617-4 |
615-7 |
616-3 |
PP |
615-2 |
615-2 |
615-2 |
614-6 |
S1 |
613-2 |
613-2 |
615-1 |
612-1 |
S2 |
611-0 |
611-0 |
614-6 |
|
S3 |
606-6 |
609-0 |
614-3 |
|
S4 |
602-4 |
604-6 |
613-1 |
|
|
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 |
613-0 |
48-6 |
7.9% |
8-6 |
1.4% |
5% |
False |
True |
23,536 |
10 |
683-0 |
613-0 |
70-0 |
11.4% |
9-5 |
1.6% |
4% |
False |
True |
25,451 |
20 |
683-0 |
613-0 |
70-0 |
11.4% |
9-2 |
1.5% |
4% |
False |
True |
20,688 |
40 |
689-6 |
606-2 |
83-4 |
13.6% |
9-4 |
1.5% |
11% |
False |
False |
20,836 |
60 |
794-4 |
606-2 |
188-2 |
30.6% |
9-5 |
1.6% |
5% |
False |
False |
17,858 |
80 |
794-4 |
606-2 |
188-2 |
30.6% |
8-7 |
1.4% |
5% |
False |
False |
15,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
635-2 |
2.618 |
628-3 |
1.618 |
624-1 |
1.000 |
621-4 |
0.618 |
619-7 |
HIGH |
617-2 |
0.618 |
615-5 |
0.500 |
615-1 |
0.382 |
614-5 |
LOW |
613-0 |
0.618 |
610-3 |
1.000 |
608-6 |
1.618 |
606-1 |
2.618 |
601-7 |
4.250 |
595-0 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
615-3 |
633-7 |
PP |
615-2 |
627-6 |
S1 |
615-1 |
621-5 |
|