CME Pit-Traded Corn Future December 2011
| 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 |
599-6 |
586-0 |
-13-6 |
-2.3% |
637-2 |
| High |
600-0 |
592-0 |
-8-0 |
-1.3% |
647-4 |
| Low |
595-0 |
584-4 |
-10-4 |
-1.8% |
602-0 |
| Close |
599-0 |
588-6 |
-10-2 |
-1.7% |
610-2 |
| Range |
5-0 |
7-4 |
2-4 |
50.0% |
45-4 |
| ATR |
14-7 |
14-6 |
0-0 |
-0.2% |
0-0 |
| Volume |
170,292 |
156,345 |
-13,947 |
-8.2% |
910,099 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610-7 |
607-3 |
592-7 |
|
| R3 |
603-3 |
599-7 |
590-6 |
|
| R2 |
595-7 |
595-7 |
590-1 |
|
| R1 |
592-3 |
592-3 |
589-4 |
594-1 |
| PP |
588-3 |
588-3 |
588-3 |
589-2 |
| S1 |
584-7 |
584-7 |
588-0 |
586-5 |
| S2 |
580-7 |
580-7 |
587-3 |
|
| S3 |
573-3 |
577-3 |
586-6 |
|
| S4 |
565-7 |
569-7 |
584-5 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756-3 |
728-7 |
635-2 |
|
| R3 |
710-7 |
683-3 |
622-6 |
|
| R2 |
665-3 |
665-3 |
618-5 |
|
| R1 |
637-7 |
637-7 |
614-3 |
628-7 |
| PP |
619-7 |
619-7 |
619-7 |
615-4 |
| S1 |
592-3 |
592-3 |
606-1 |
583-3 |
| S2 |
574-3 |
574-3 |
601-7 |
|
| S3 |
528-7 |
546-7 |
597-6 |
|
| S4 |
483-3 |
501-3 |
585-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
637-0 |
584-4 |
52-4 |
8.9% |
11-7 |
2.0% |
8% |
False |
True |
168,699 |
| 10 |
660-0 |
584-4 |
75-4 |
12.8% |
11-7 |
2.0% |
6% |
False |
True |
181,809 |
| 20 |
665-0 |
584-4 |
80-4 |
13.7% |
12-7 |
2.2% |
5% |
False |
True |
186,447 |
| 40 |
665-0 |
577-0 |
88-0 |
14.9% |
13-5 |
2.3% |
13% |
False |
False |
178,147 |
| 60 |
775-4 |
577-0 |
198-4 |
33.7% |
14-7 |
2.5% |
6% |
False |
False |
177,827 |
| 80 |
777-0 |
577-0 |
200-0 |
34.0% |
14-1 |
2.4% |
6% |
False |
False |
176,988 |
| 100 |
777-0 |
577-0 |
200-0 |
34.0% |
14-3 |
2.5% |
6% |
False |
False |
170,184 |
| 120 |
777-0 |
576-0 |
201-0 |
34.1% |
14-6 |
2.5% |
6% |
False |
False |
162,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
623-7 |
|
2.618 |
611-5 |
|
1.618 |
604-1 |
|
1.000 |
599-4 |
|
0.618 |
596-5 |
|
HIGH |
592-0 |
|
0.618 |
589-1 |
|
0.500 |
588-2 |
|
0.382 |
587-3 |
|
LOW |
584-4 |
|
0.618 |
579-7 |
|
1.000 |
577-0 |
|
1.618 |
572-3 |
|
2.618 |
564-7 |
|
4.250 |
552-5 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
588-5 |
592-6 |
| PP |
588-3 |
591-3 |
| S1 |
588-2 |
590-1 |
|