CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
594-0 |
593-0 |
-1-0 |
-0.2% |
600-0 |
High |
596-0 |
605-0 |
9-0 |
1.5% |
601-0 |
Low |
588-4 |
593-0 |
4-4 |
0.8% |
580-4 |
Close |
591-6 |
598-0 |
6-2 |
1.1% |
582-4 |
Range |
7-4 |
12-0 |
4-4 |
60.0% |
20-4 |
ATR |
14-5 |
14-4 |
-0-1 |
-0.7% |
0-0 |
Volume |
171,638 |
165,790 |
-5,848 |
-3.4% |
577,450 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
634-5 |
628-3 |
604-5 |
|
R3 |
622-5 |
616-3 |
601-2 |
|
R2 |
610-5 |
610-5 |
600-2 |
|
R1 |
604-3 |
604-3 |
599-1 |
607-4 |
PP |
598-5 |
598-5 |
598-5 |
600-2 |
S1 |
592-3 |
592-3 |
596-7 |
595-4 |
S2 |
586-5 |
586-5 |
595-6 |
|
S3 |
574-5 |
580-3 |
594-6 |
|
S4 |
562-5 |
568-3 |
591-3 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
649-4 |
636-4 |
593-6 |
|
R3 |
629-0 |
616-0 |
588-1 |
|
R2 |
608-4 |
608-4 |
586-2 |
|
R1 |
595-4 |
595-4 |
584-3 |
591-6 |
PP |
588-0 |
588-0 |
588-0 |
586-1 |
S1 |
575-0 |
575-0 |
580-5 |
571-2 |
S2 |
567-4 |
567-4 |
578-6 |
|
S3 |
547-0 |
554-4 |
576-7 |
|
S4 |
526-4 |
534-0 |
571-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
605-0 |
580-4 |
24-4 |
4.1% |
9-1 |
1.5% |
71% |
True |
False |
151,805 |
10 |
647-4 |
580-4 |
67-0 |
11.2% |
11-5 |
2.0% |
26% |
False |
False |
163,768 |
20 |
665-0 |
580-4 |
84-4 |
14.1% |
12-5 |
2.1% |
21% |
False |
False |
185,667 |
40 |
665-0 |
577-0 |
88-0 |
14.7% |
13-4 |
2.3% |
24% |
False |
False |
173,940 |
60 |
764-6 |
577-0 |
187-6 |
31.4% |
14-3 |
2.4% |
11% |
False |
False |
176,270 |
80 |
777-0 |
577-0 |
200-0 |
33.4% |
14-0 |
2.3% |
11% |
False |
False |
174,526 |
100 |
777-0 |
577-0 |
200-0 |
33.4% |
14-3 |
2.4% |
11% |
False |
False |
170,967 |
120 |
777-0 |
576-0 |
201-0 |
33.6% |
14-6 |
2.5% |
11% |
False |
False |
163,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
656-0 |
2.618 |
636-3 |
1.618 |
624-3 |
1.000 |
617-0 |
0.618 |
612-3 |
HIGH |
605-0 |
0.618 |
600-3 |
0.500 |
599-0 |
0.382 |
597-5 |
LOW |
593-0 |
0.618 |
585-5 |
1.000 |
581-0 |
1.618 |
573-5 |
2.618 |
561-5 |
4.250 |
542-0 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
599-0 |
596-2 |
PP |
598-5 |
594-4 |
S1 |
598-3 |
592-6 |
|