CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 28-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
563-2 |
569-0 |
5-6 |
1.0% |
569-0 |
High |
566-0 |
569-0 |
3-0 |
0.5% |
570-0 |
Low |
557-4 |
564-0 |
6-4 |
1.2% |
557-4 |
Close |
557-4 |
566-0 |
8-4 |
1.5% |
557-4 |
Range |
8-4 |
5-0 |
-3-4 |
-41.2% |
12-4 |
ATR |
8-4 |
8-6 |
0-2 |
2.5% |
0-0 |
Volume |
1,606 |
1,043 |
-563 |
-35.1% |
7,921 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
581-3 |
578-5 |
568-6 |
|
R3 |
576-3 |
573-5 |
567-3 |
|
R2 |
571-3 |
571-3 |
566-7 |
|
R1 |
568-5 |
568-5 |
566-4 |
567-4 |
PP |
566-3 |
566-3 |
566-3 |
565-6 |
S1 |
563-5 |
563-5 |
565-4 |
562-4 |
S2 |
561-3 |
561-3 |
565-1 |
|
S3 |
556-3 |
558-5 |
564-5 |
|
S4 |
551-3 |
553-5 |
563-2 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
599-1 |
590-7 |
564-3 |
|
R3 |
586-5 |
578-3 |
561-0 |
|
R2 |
574-1 |
574-1 |
559-6 |
|
R1 |
565-7 |
565-7 |
558-5 |
563-6 |
PP |
561-5 |
561-5 |
561-5 |
560-5 |
S1 |
553-3 |
553-3 |
556-3 |
551-2 |
S2 |
549-1 |
549-1 |
555-2 |
|
S3 |
536-5 |
540-7 |
554-0 |
|
S4 |
524-1 |
528-3 |
550-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
590-2 |
2.618 |
582-1 |
1.618 |
577-1 |
1.000 |
574-0 |
0.618 |
572-1 |
HIGH |
569-0 |
0.618 |
567-1 |
0.500 |
566-4 |
0.382 |
565-7 |
LOW |
564-0 |
0.618 |
560-7 |
1.000 |
559-0 |
1.618 |
555-7 |
2.618 |
550-7 |
4.250 |
542-6 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
566-4 |
565-1 |
PP |
566-3 |
564-1 |
S1 |
566-1 |
563-2 |
|