CME Pit-Traded Corn Future September 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 |
603-2 |
601-4 |
-1-6 |
-0.3% |
632-0 |
High |
603-2 |
601-4 |
-1-6 |
-0.3% |
636-2 |
Low |
603-2 |
599-2 |
-4-0 |
-0.7% |
603-2 |
Close |
603-2 |
600-0 |
-3-2 |
-0.5% |
603-2 |
Range |
0-0 |
2-2 |
2-2 |
|
33-0 |
ATR |
0-0 |
7-4 |
7-4 |
|
0-0 |
Volume |
3,441 |
2,166 |
-1,275 |
-37.1% |
10,027 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
607-0 |
605-6 |
601-2 |
|
R3 |
604-6 |
603-4 |
600-5 |
|
R2 |
602-4 |
602-4 |
600-3 |
|
R1 |
601-2 |
601-2 |
600-2 |
600-6 |
PP |
600-2 |
600-2 |
600-2 |
600-0 |
S1 |
599-0 |
599-0 |
599-6 |
598-4 |
S2 |
598-0 |
598-0 |
599-5 |
|
S3 |
595-6 |
596-6 |
599-3 |
|
S4 |
593-4 |
594-4 |
598-6 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
713-2 |
691-2 |
621-3 |
|
R3 |
680-2 |
658-2 |
612-3 |
|
R2 |
647-2 |
647-2 |
609-2 |
|
R1 |
625-2 |
625-2 |
606-2 |
619-6 |
PP |
614-2 |
614-2 |
614-2 |
611-4 |
S1 |
592-2 |
592-2 |
600-2 |
586-6 |
S2 |
581-2 |
581-2 |
597-2 |
|
S3 |
548-2 |
559-2 |
594-1 |
|
S4 |
515-2 |
526-2 |
585-1 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
611-0 |
2.618 |
607-3 |
1.618 |
605-1 |
1.000 |
603-6 |
0.618 |
602-7 |
HIGH |
601-4 |
0.618 |
600-5 |
0.500 |
600-3 |
0.382 |
600-1 |
LOW |
599-2 |
0.618 |
597-7 |
1.000 |
597-0 |
1.618 |
595-5 |
2.618 |
593-3 |
4.250 |
589-6 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
600-3 |
612-5 |
PP |
600-2 |
608-3 |
S1 |
600-1 |
604-2 |
|