CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
604-4 |
600-4 |
-4-0 |
-0.7% |
632-0 |
High |
607-6 |
600-4 |
-7-2 |
-1.2% |
636-2 |
Low |
603-4 |
584-2 |
-19-2 |
-3.2% |
603-2 |
Close |
607-6 |
584-2 |
-23-4 |
-3.9% |
603-2 |
Range |
4-2 |
16-2 |
12-0 |
282.4% |
33-0 |
ATR |
7-3 |
8-5 |
1-1 |
15.5% |
0-0 |
Volume |
3,314 |
1,115 |
-2,199 |
-66.4% |
10,027 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
638-3 |
627-5 |
593-2 |
|
R3 |
622-1 |
611-3 |
588-6 |
|
R2 |
605-7 |
605-7 |
587-2 |
|
R1 |
595-1 |
595-1 |
585-6 |
592-3 |
PP |
589-5 |
589-5 |
589-5 |
588-2 |
S1 |
578-7 |
578-7 |
582-6 |
576-1 |
S2 |
573-3 |
573-3 |
581-2 |
|
S3 |
557-1 |
562-5 |
579-6 |
|
S4 |
540-7 |
546-3 |
575-2 |
|
|
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 |
669-4 |
2.618 |
643-0 |
1.618 |
626-6 |
1.000 |
616-6 |
0.618 |
610-4 |
HIGH |
600-4 |
0.618 |
594-2 |
0.500 |
592-3 |
0.382 |
590-4 |
LOW |
584-2 |
0.618 |
574-2 |
1.000 |
568-0 |
1.618 |
558-0 |
2.618 |
541-6 |
4.250 |
515-2 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
592-3 |
596-3 |
PP |
589-5 |
592-3 |
S1 |
587-0 |
588-2 |
|