CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
599-6 |
614-0 |
14-2 |
2.4% |
607-4 |
| High |
612-2 |
615-2 |
3-0 |
0.5% |
608-2 |
| Low |
598-4 |
603-2 |
4-6 |
0.8% |
587-0 |
| Close |
605-4 |
608-0 |
2-4 |
0.4% |
590-0 |
| Range |
13-6 |
12-0 |
-1-6 |
-12.7% |
21-2 |
| ATR |
13-7 |
13-6 |
-0-1 |
-1.0% |
0-0 |
| Volume |
179,178 |
210,652 |
31,474 |
17.6% |
524,846 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644-7 |
638-3 |
614-5 |
|
| R3 |
632-7 |
626-3 |
611-2 |
|
| R2 |
620-7 |
620-7 |
610-2 |
|
| R1 |
614-3 |
614-3 |
609-1 |
611-5 |
| PP |
608-7 |
608-7 |
608-7 |
607-4 |
| S1 |
602-3 |
602-3 |
606-7 |
599-5 |
| S2 |
596-7 |
596-7 |
605-6 |
|
| S3 |
584-7 |
590-3 |
604-6 |
|
| S4 |
572-7 |
578-3 |
601-3 |
|
|
| 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 |
615-2 |
587-0 |
28-2 |
4.6% |
11-0 |
1.8% |
74% |
True |
False |
154,542 |
| 10 |
656-2 |
587-0 |
69-2 |
11.4% |
11-7 |
1.9% |
30% |
False |
False |
136,692 |
| 20 |
674-0 |
587-0 |
87-0 |
14.3% |
11-2 |
1.9% |
24% |
False |
False |
123,052 |
| 40 |
674-0 |
587-0 |
87-0 |
14.3% |
12-1 |
2.0% |
24% |
False |
False |
85,024 |
| 60 |
776-4 |
587-0 |
189-4 |
31.2% |
12-6 |
2.1% |
11% |
False |
False |
69,455 |
| 80 |
788-0 |
587-0 |
201-0 |
33.1% |
12-1 |
2.0% |
10% |
False |
False |
58,353 |
| 100 |
788-0 |
587-0 |
201-0 |
33.1% |
12-2 |
2.0% |
10% |
False |
False |
50,262 |
| 120 |
788-0 |
587-0 |
201-0 |
33.1% |
12-3 |
2.0% |
10% |
False |
False |
44,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
666-2 |
|
2.618 |
646-5 |
|
1.618 |
634-5 |
|
1.000 |
627-2 |
|
0.618 |
622-5 |
|
HIGH |
615-2 |
|
0.618 |
610-5 |
|
0.500 |
609-2 |
|
0.382 |
607-7 |
|
LOW |
603-2 |
|
0.618 |
595-7 |
|
1.000 |
591-2 |
|
1.618 |
583-7 |
|
2.618 |
571-7 |
|
4.250 |
552-2 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
609-2 |
607-0 |
| PP |
608-7 |
606-1 |
| S1 |
608-3 |
605-1 |
|