CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
600-4 |
586-4 |
-14-0 |
-2.3% |
601-4 |
High |
600-4 |
586-4 |
-14-0 |
-2.3% |
608-4 |
Low |
584-2 |
577-0 |
-7-2 |
-1.2% |
577-0 |
Close |
584-2 |
583-0 |
-1-2 |
-0.2% |
583-0 |
Range |
16-2 |
9-4 |
-6-6 |
-41.5% |
31-4 |
ATR |
8-5 |
8-5 |
0-1 |
0.8% |
0-0 |
Volume |
1,115 |
2,936 |
1,821 |
163.3% |
11,446 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
610-5 |
606-3 |
588-2 |
|
R3 |
601-1 |
596-7 |
585-5 |
|
R2 |
591-5 |
591-5 |
584-6 |
|
R1 |
587-3 |
587-3 |
583-7 |
584-6 |
PP |
582-1 |
582-1 |
582-1 |
580-7 |
S1 |
577-7 |
577-7 |
582-1 |
575-2 |
S2 |
572-5 |
572-5 |
581-2 |
|
S3 |
563-1 |
568-3 |
580-3 |
|
S4 |
553-5 |
558-7 |
577-6 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-0 |
665-0 |
600-3 |
|
R3 |
652-4 |
633-4 |
591-5 |
|
R2 |
621-0 |
621-0 |
588-6 |
|
R1 |
602-0 |
602-0 |
585-7 |
595-6 |
PP |
589-4 |
589-4 |
589-4 |
586-3 |
S1 |
570-4 |
570-4 |
580-1 |
564-2 |
S2 |
558-0 |
558-0 |
577-2 |
|
S3 |
526-4 |
539-0 |
574-3 |
|
S4 |
495-0 |
507-4 |
565-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
626-7 |
2.618 |
611-3 |
1.618 |
601-7 |
1.000 |
596-0 |
0.618 |
592-3 |
HIGH |
586-4 |
0.618 |
582-7 |
0.500 |
581-6 |
0.382 |
580-5 |
LOW |
577-0 |
0.618 |
571-1 |
1.000 |
567-4 |
1.618 |
561-5 |
2.618 |
552-1 |
4.250 |
536-5 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
582-5 |
592-3 |
PP |
582-1 |
589-2 |
S1 |
581-6 |
586-1 |
|