CME Pit-Traded Corn Future March 2012
| 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 |
600-6 |
599-6 |
-1-0 |
-0.2% |
607-4 |
| High |
602-6 |
612-2 |
9-4 |
1.6% |
608-2 |
| Low |
595-0 |
598-4 |
3-4 |
0.6% |
587-0 |
| Close |
598-4 |
605-4 |
7-0 |
1.2% |
590-0 |
| Range |
7-6 |
13-6 |
6-0 |
77.4% |
21-2 |
| ATR |
13-7 |
13-7 |
0-0 |
-0.1% |
0-0 |
| Volume |
100,716 |
179,178 |
78,462 |
77.9% |
524,846 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646-5 |
639-7 |
613-0 |
|
| R3 |
632-7 |
626-1 |
609-2 |
|
| R2 |
619-1 |
619-1 |
608-0 |
|
| R1 |
612-3 |
612-3 |
606-6 |
615-6 |
| PP |
605-3 |
605-3 |
605-3 |
607-1 |
| S1 |
598-5 |
598-5 |
604-2 |
602-0 |
| S2 |
591-5 |
591-5 |
603-0 |
|
| S3 |
577-7 |
584-7 |
601-6 |
|
| S4 |
564-1 |
571-1 |
598-0 |
|
|
| 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 |
612-2 |
587-0 |
25-2 |
4.2% |
9-5 |
1.6% |
73% |
True |
False |
135,309 |
| 10 |
656-2 |
587-0 |
69-2 |
11.4% |
12-0 |
2.0% |
27% |
False |
False |
128,476 |
| 20 |
674-0 |
587-0 |
87-0 |
14.4% |
11-7 |
2.0% |
21% |
False |
False |
114,508 |
| 40 |
674-0 |
587-0 |
87-0 |
14.4% |
12-0 |
2.0% |
21% |
False |
False |
81,189 |
| 60 |
776-4 |
587-0 |
189-4 |
31.3% |
12-6 |
2.1% |
10% |
False |
False |
66,505 |
| 80 |
788-0 |
587-0 |
201-0 |
33.2% |
12-1 |
2.0% |
9% |
False |
False |
56,100 |
| 100 |
788-0 |
587-0 |
201-0 |
33.2% |
12-2 |
2.0% |
9% |
False |
False |
48,299 |
| 120 |
788-0 |
587-0 |
201-0 |
33.2% |
12-3 |
2.0% |
9% |
False |
False |
42,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
670-6 |
|
2.618 |
648-2 |
|
1.618 |
634-4 |
|
1.000 |
626-0 |
|
0.618 |
620-6 |
|
HIGH |
612-2 |
|
0.618 |
607-0 |
|
0.500 |
605-3 |
|
0.382 |
603-6 |
|
LOW |
598-4 |
|
0.618 |
590-0 |
|
1.000 |
584-6 |
|
1.618 |
576-2 |
|
2.618 |
562-4 |
|
4.250 |
540-0 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
605-4 |
603-4 |
| PP |
605-3 |
601-5 |
| S1 |
605-3 |
599-5 |
|