CME Pit-Traded Corn Future September 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 |
601-4 |
608-4 |
7-0 |
1.2% |
632-0 |
High |
601-4 |
608-4 |
7-0 |
1.2% |
636-2 |
Low |
599-2 |
608-4 |
9-2 |
1.5% |
603-2 |
Close |
600-0 |
608-4 |
8-4 |
1.4% |
603-2 |
Range |
2-2 |
0-0 |
-2-2 |
-100.0% |
33-0 |
ATR |
7-4 |
7-5 |
0-1 |
0.9% |
0-0 |
Volume |
2,166 |
1,915 |
-251 |
-11.6% |
10,027 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
608-4 |
608-4 |
608-4 |
|
R3 |
608-4 |
608-4 |
608-4 |
|
R2 |
608-4 |
608-4 |
608-4 |
|
R1 |
608-4 |
608-4 |
608-4 |
608-4 |
PP |
608-4 |
608-4 |
608-4 |
608-4 |
S1 |
608-4 |
608-4 |
608-4 |
608-4 |
S2 |
608-4 |
608-4 |
608-4 |
|
S3 |
608-4 |
608-4 |
608-4 |
|
S4 |
608-4 |
608-4 |
608-4 |
|
|
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 |
608-4 |
2.618 |
608-4 |
1.618 |
608-4 |
1.000 |
608-4 |
0.618 |
608-4 |
HIGH |
608-4 |
0.618 |
608-4 |
0.500 |
608-4 |
0.382 |
608-4 |
LOW |
608-4 |
0.618 |
608-4 |
1.000 |
608-4 |
1.618 |
608-4 |
2.618 |
608-4 |
4.250 |
608-4 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
608-4 |
607-0 |
PP |
608-4 |
605-3 |
S1 |
608-4 |
603-7 |
|