CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
568-0 |
561-0 |
-7-0 |
-1.2% |
601-4 |
| High |
570-0 |
566-0 |
-4-0 |
-0.7% |
608-4 |
| Low |
568-0 |
561-0 |
-7-0 |
-1.2% |
577-0 |
| Close |
569-6 |
565-0 |
-4-6 |
-0.8% |
583-0 |
| Range |
2-0 |
5-0 |
3-0 |
150.0% |
31-4 |
| ATR |
8-4 |
8-4 |
0-0 |
0.2% |
0-0 |
| Volume |
2,919 |
1,721 |
-1,198 |
-41.0% |
11,446 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
579-0 |
577-0 |
567-6 |
|
| R3 |
574-0 |
572-0 |
566-3 |
|
| R2 |
569-0 |
569-0 |
565-7 |
|
| R1 |
567-0 |
567-0 |
565-4 |
568-0 |
| PP |
564-0 |
564-0 |
564-0 |
564-4 |
| S1 |
562-0 |
562-0 |
564-4 |
563-0 |
| S2 |
559-0 |
559-0 |
564-1 |
|
| S3 |
554-0 |
557-0 |
563-5 |
|
| S4 |
549-0 |
552-0 |
562-2 |
|
|
| 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 |
587-2 |
|
2.618 |
579-1 |
|
1.618 |
574-1 |
|
1.000 |
571-0 |
|
0.618 |
569-1 |
|
HIGH |
566-0 |
|
0.618 |
564-1 |
|
0.500 |
563-4 |
|
0.382 |
562-7 |
|
LOW |
561-0 |
|
0.618 |
557-7 |
|
1.000 |
556-0 |
|
1.618 |
552-7 |
|
2.618 |
547-7 |
|
4.250 |
539-6 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
564-4 |
565-4 |
| PP |
564-0 |
565-3 |
| S1 |
563-4 |
565-1 |
|