CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
593-0 |
594-6 |
1-6 |
0.3% |
607-4 |
| High |
598-6 |
600-4 |
1-6 |
0.3% |
608-2 |
| Low |
591-0 |
587-0 |
-4-0 |
-0.7% |
587-0 |
| Close |
595-4 |
590-0 |
-5-4 |
-0.9% |
590-0 |
| Range |
7-6 |
13-4 |
5-6 |
74.2% |
21-2 |
| ATR |
14-0 |
13-7 |
0-0 |
-0.2% |
0-0 |
| Volume |
129,569 |
152,598 |
23,029 |
17.8% |
524,846 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633-0 |
625-0 |
597-3 |
|
| R3 |
619-4 |
611-4 |
593-6 |
|
| R2 |
606-0 |
606-0 |
592-4 |
|
| R1 |
598-0 |
598-0 |
591-2 |
595-2 |
| PP |
592-4 |
592-4 |
592-4 |
591-1 |
| S1 |
584-4 |
584-4 |
588-6 |
581-6 |
| S2 |
579-0 |
579-0 |
587-4 |
|
| S3 |
565-4 |
571-0 |
586-2 |
|
| S4 |
552-0 |
557-4 |
582-5 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658-7 |
645-5 |
601-6 |
|
| R3 |
637-5 |
624-3 |
595-7 |
|
| R2 |
616-3 |
616-3 |
593-7 |
|
| R1 |
603-1 |
603-1 |
592-0 |
599-1 |
| PP |
595-1 |
595-1 |
595-1 |
593-0 |
| S1 |
581-7 |
581-7 |
588-0 |
577-7 |
| S2 |
573-7 |
573-7 |
586-1 |
|
| S3 |
552-5 |
560-5 |
584-1 |
|
| S4 |
531-3 |
539-3 |
578-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622-6 |
587-0 |
35-6 |
6.1% |
9-5 |
1.6% |
8% |
False |
True |
130,050 |
| 10 |
657-4 |
587-0 |
70-4 |
11.9% |
12-0 |
2.0% |
4% |
False |
True |
125,665 |
| 20 |
674-0 |
587-0 |
87-0 |
14.7% |
11-6 |
2.0% |
3% |
False |
True |
106,204 |
| 40 |
674-0 |
587-0 |
87-0 |
14.7% |
12-2 |
2.1% |
3% |
False |
True |
76,513 |
| 60 |
776-4 |
587-0 |
189-4 |
32.1% |
13-1 |
2.2% |
2% |
False |
True |
62,654 |
| 80 |
788-0 |
587-0 |
201-0 |
34.1% |
12-2 |
2.1% |
1% |
False |
True |
53,086 |
| 100 |
788-0 |
587-0 |
201-0 |
34.1% |
12-2 |
2.1% |
1% |
False |
True |
45,791 |
| 120 |
788-0 |
587-0 |
201-0 |
34.1% |
12-5 |
2.1% |
1% |
False |
True |
40,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
657-7 |
|
2.618 |
635-7 |
|
1.618 |
622-3 |
|
1.000 |
614-0 |
|
0.618 |
608-7 |
|
HIGH |
600-4 |
|
0.618 |
595-3 |
|
0.500 |
593-6 |
|
0.382 |
592-1 |
|
LOW |
587-0 |
|
0.618 |
578-5 |
|
1.000 |
573-4 |
|
1.618 |
565-1 |
|
2.618 |
551-5 |
|
4.250 |
529-5 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
593-6 |
597-0 |
| PP |
592-4 |
594-5 |
| S1 |
591-2 |
592-3 |
|