CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
608-4 |
606-0 |
-2-4 |
-0.4% |
600-0 |
High |
609-0 |
606-0 |
-3-0 |
-0.5% |
601-0 |
Low |
598-0 |
591-0 |
-7-0 |
-1.2% |
580-4 |
Close |
601-2 |
594-6 |
-6-4 |
-1.1% |
582-4 |
Range |
11-0 |
15-0 |
4-0 |
36.4% |
20-4 |
ATR |
14-2 |
14-3 |
0-0 |
0.4% |
0-0 |
Volume |
48,615 |
19,942 |
-28,673 |
-59.0% |
577,450 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
642-2 |
633-4 |
603-0 |
|
R3 |
627-2 |
618-4 |
598-7 |
|
R2 |
612-2 |
612-2 |
597-4 |
|
R1 |
603-4 |
603-4 |
596-1 |
600-3 |
PP |
597-2 |
597-2 |
597-2 |
595-6 |
S1 |
588-4 |
588-4 |
593-3 |
585-3 |
S2 |
582-2 |
582-2 |
592-0 |
|
S3 |
567-2 |
573-4 |
590-5 |
|
S4 |
552-2 |
558-4 |
586-4 |
|
|
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 |
609-0 |
580-4 |
28-4 |
4.8% |
11-6 |
2.0% |
50% |
False |
False |
100,189 |
10 |
637-0 |
580-4 |
56-4 |
9.5% |
11-7 |
2.0% |
25% |
False |
False |
134,444 |
20 |
665-0 |
580-4 |
84-4 |
14.2% |
11-5 |
2.0% |
17% |
False |
False |
169,208 |
40 |
665-0 |
580-4 |
84-4 |
14.2% |
13-4 |
2.3% |
17% |
False |
False |
166,728 |
60 |
748-0 |
577-0 |
171-0 |
28.8% |
14-2 |
2.4% |
10% |
False |
False |
172,372 |
80 |
777-0 |
577-0 |
200-0 |
33.6% |
14-0 |
2.3% |
9% |
False |
False |
170,234 |
100 |
777-0 |
577-0 |
200-0 |
33.6% |
14-2 |
2.4% |
9% |
False |
False |
169,103 |
120 |
777-0 |
576-0 |
201-0 |
33.8% |
14-7 |
2.5% |
9% |
False |
False |
162,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
669-6 |
2.618 |
645-2 |
1.618 |
630-2 |
1.000 |
621-0 |
0.618 |
615-2 |
HIGH |
606-0 |
0.618 |
600-2 |
0.500 |
598-4 |
0.382 |
596-6 |
LOW |
591-0 |
0.618 |
581-6 |
1.000 |
576-0 |
1.618 |
566-6 |
2.618 |
551-6 |
4.250 |
527-2 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
598-4 |
600-0 |
PP |
597-2 |
598-2 |
S1 |
596-0 |
596-4 |
|