CME Pit-Traded Corn Future March 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 |
594-6 |
600-6 |
6-0 |
1.0% |
607-4 |
| High |
600-4 |
602-6 |
2-2 |
0.4% |
608-2 |
| Low |
587-0 |
595-0 |
8-0 |
1.4% |
587-0 |
| Close |
590-0 |
598-4 |
8-4 |
1.4% |
590-0 |
| Range |
13-4 |
7-6 |
-5-6 |
-42.6% |
21-2 |
| ATR |
13-7 |
13-7 |
-0-1 |
-0.6% |
0-0 |
| Volume |
152,598 |
100,716 |
-51,882 |
-34.0% |
524,846 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622-0 |
618-0 |
602-6 |
|
| R3 |
614-2 |
610-2 |
600-5 |
|
| R2 |
606-4 |
606-4 |
599-7 |
|
| R1 |
602-4 |
602-4 |
599-2 |
600-5 |
| PP |
598-6 |
598-6 |
598-6 |
597-6 |
| S1 |
594-6 |
594-6 |
597-6 |
592-7 |
| S2 |
591-0 |
591-0 |
597-1 |
|
| S3 |
583-2 |
587-0 |
596-3 |
|
| S4 |
575-4 |
579-2 |
594-2 |
|
|
| 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 |
608-2 |
587-0 |
21-2 |
3.6% |
8-4 |
1.4% |
54% |
False |
False |
125,112 |
| 10 |
656-2 |
587-0 |
69-2 |
11.6% |
11-5 |
1.9% |
17% |
False |
False |
121,938 |
| 20 |
674-0 |
587-0 |
87-0 |
14.5% |
11-6 |
2.0% |
13% |
False |
False |
108,865 |
| 40 |
674-0 |
587-0 |
87-0 |
14.5% |
12-1 |
2.0% |
13% |
False |
False |
78,195 |
| 60 |
776-4 |
587-0 |
189-4 |
31.7% |
12-7 |
2.2% |
6% |
False |
False |
64,038 |
| 80 |
788-0 |
587-0 |
201-0 |
33.6% |
12-1 |
2.0% |
6% |
False |
False |
54,087 |
| 100 |
788-0 |
587-0 |
201-0 |
33.6% |
12-2 |
2.0% |
6% |
False |
False |
46,612 |
| 120 |
788-0 |
587-0 |
201-0 |
33.6% |
12-4 |
2.1% |
6% |
False |
False |
41,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
635-6 |
|
2.618 |
623-0 |
|
1.618 |
615-2 |
|
1.000 |
610-4 |
|
0.618 |
607-4 |
|
HIGH |
602-6 |
|
0.618 |
599-6 |
|
0.500 |
598-7 |
|
0.382 |
598-0 |
|
LOW |
595-0 |
|
0.618 |
590-2 |
|
1.000 |
587-2 |
|
1.618 |
582-4 |
|
2.618 |
574-6 |
|
4.250 |
562-0 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
598-7 |
597-2 |
| PP |
598-6 |
596-1 |
| S1 |
598-5 |
594-7 |
|