CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
586-4 |
569-0 |
-17-4 |
-3.0% |
601-4 |
High |
586-4 |
569-0 |
-17-4 |
-3.0% |
608-4 |
Low |
577-0 |
569-0 |
-8-0 |
-1.4% |
577-0 |
Close |
583-0 |
569-0 |
-14-0 |
-2.4% |
583-0 |
Range |
9-4 |
0-0 |
-9-4 |
-100.0% |
31-4 |
ATR |
8-5 |
9-0 |
0-3 |
4.4% |
0-0 |
Volume |
2,936 |
1,675 |
-1,261 |
-42.9% |
11,446 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
569-0 |
569-0 |
569-0 |
|
R3 |
569-0 |
569-0 |
569-0 |
|
R2 |
569-0 |
569-0 |
569-0 |
|
R1 |
569-0 |
569-0 |
569-0 |
569-0 |
PP |
569-0 |
569-0 |
569-0 |
569-0 |
S1 |
569-0 |
569-0 |
569-0 |
569-0 |
S2 |
569-0 |
569-0 |
569-0 |
|
S3 |
569-0 |
569-0 |
569-0 |
|
S4 |
569-0 |
569-0 |
569-0 |
|
|
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 |
569-0 |
2.618 |
569-0 |
1.618 |
569-0 |
1.000 |
569-0 |
0.618 |
569-0 |
HIGH |
569-0 |
0.618 |
569-0 |
0.500 |
569-0 |
0.382 |
569-0 |
LOW |
569-0 |
0.618 |
569-0 |
1.000 |
569-0 |
1.618 |
569-0 |
2.618 |
569-0 |
4.250 |
569-0 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
569-0 |
584-6 |
PP |
569-0 |
579-4 |
S1 |
569-0 |
574-2 |
|