CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
617-0 |
616-4 |
-0-4 |
-0.1% |
655-6 |
High |
617-2 |
616-4 |
-0-6 |
-0.1% |
661-6 |
Low |
613-0 |
611-6 |
-1-2 |
-0.2% |
620-0 |
Close |
615-4 |
615-6 |
0-2 |
0.0% |
628-0 |
Range |
4-2 |
4-6 |
0-4 |
11.8% |
41-6 |
ATR |
12-3 |
11-7 |
-0-4 |
-4.4% |
0-0 |
Volume |
26,431 |
24,544 |
-1,887 |
-7.1% |
113,344 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
628-7 |
627-1 |
618-3 |
|
R3 |
624-1 |
622-3 |
617-0 |
|
R2 |
619-3 |
619-3 |
616-5 |
|
R1 |
617-5 |
617-5 |
616-1 |
616-1 |
PP |
614-5 |
614-5 |
614-5 |
614-0 |
S1 |
612-7 |
612-7 |
615-3 |
611-3 |
S2 |
609-7 |
609-7 |
614-7 |
|
S3 |
605-1 |
608-1 |
614-4 |
|
S4 |
600-3 |
603-3 |
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 |
660-4 |
611-6 |
48-6 |
7.9% |
9-3 |
1.5% |
8% |
False |
True |
23,564 |
10 |
682-0 |
611-6 |
70-2 |
11.4% |
9-4 |
1.6% |
6% |
False |
True |
26,122 |
20 |
683-0 |
611-6 |
71-2 |
11.6% |
9-4 |
1.5% |
6% |
False |
True |
21,407 |
40 |
683-0 |
606-2 |
76-6 |
12.5% |
9-2 |
1.5% |
12% |
False |
False |
21,204 |
60 |
794-4 |
606-2 |
188-2 |
30.6% |
9-5 |
1.6% |
5% |
False |
False |
18,038 |
80 |
794-4 |
606-2 |
188-2 |
30.6% |
8-7 |
1.4% |
5% |
False |
False |
15,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
636-6 |
2.618 |
628-7 |
1.618 |
624-1 |
1.000 |
621-2 |
0.618 |
619-3 |
HIGH |
616-4 |
0.618 |
614-5 |
0.500 |
614-1 |
0.382 |
613-5 |
LOW |
611-6 |
0.618 |
608-7 |
1.000 |
607-0 |
1.618 |
604-1 |
2.618 |
599-3 |
4.250 |
591-4 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
615-2 |
622-3 |
PP |
614-5 |
620-1 |
S1 |
614-1 |
618-0 |
|