CME Pit-Traded Corn Future March 2012
| 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 |
614-0 |
612-2 |
-1-6 |
-0.3% |
607-4 |
| High |
615-2 |
612-2 |
-3-0 |
-0.5% |
608-2 |
| Low |
603-2 |
597-4 |
-5-6 |
-1.0% |
587-0 |
| Close |
608-0 |
601-4 |
-6-4 |
-1.1% |
590-0 |
| Range |
12-0 |
14-6 |
2-6 |
22.9% |
21-2 |
| ATR |
13-6 |
13-6 |
0-1 |
0.5% |
0-0 |
| Volume |
210,652 |
162,674 |
-47,978 |
-22.8% |
524,846 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648-0 |
639-4 |
609-5 |
|
| R3 |
633-2 |
624-6 |
605-4 |
|
| R2 |
618-4 |
618-4 |
604-2 |
|
| R1 |
610-0 |
610-0 |
602-7 |
606-7 |
| PP |
603-6 |
603-6 |
603-6 |
602-2 |
| S1 |
595-2 |
595-2 |
600-1 |
592-1 |
| S2 |
589-0 |
589-0 |
598-6 |
|
| S3 |
574-2 |
580-4 |
597-4 |
|
| S4 |
559-4 |
565-6 |
593-3 |
|
|
| 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 |
4.7% |
12-3 |
2.1% |
51% |
False |
False |
161,163 |
| 10 |
646-4 |
587-0 |
59-4 |
9.9% |
12-3 |
2.1% |
24% |
False |
False |
141,235 |
| 20 |
674-0 |
587-0 |
87-0 |
14.5% |
11-2 |
1.9% |
17% |
False |
False |
126,808 |
| 40 |
674-0 |
587-0 |
87-0 |
14.5% |
12-2 |
2.0% |
17% |
False |
False |
87,790 |
| 60 |
760-0 |
587-0 |
173-0 |
28.8% |
12-6 |
2.1% |
8% |
False |
False |
71,823 |
| 80 |
788-0 |
587-0 |
201-0 |
33.4% |
12-2 |
2.0% |
7% |
False |
False |
60,015 |
| 100 |
788-0 |
587-0 |
201-0 |
33.4% |
12-2 |
2.0% |
7% |
False |
False |
51,721 |
| 120 |
788-0 |
587-0 |
201-0 |
33.4% |
12-4 |
2.1% |
7% |
False |
False |
45,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
675-0 |
|
2.618 |
650-7 |
|
1.618 |
636-1 |
|
1.000 |
627-0 |
|
0.618 |
621-3 |
|
HIGH |
612-2 |
|
0.618 |
606-5 |
|
0.500 |
604-7 |
|
0.382 |
603-1 |
|
LOW |
597-4 |
|
0.618 |
588-3 |
|
1.000 |
582-6 |
|
1.618 |
573-5 |
|
2.618 |
558-7 |
|
4.250 |
534-6 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
604-7 |
606-3 |
| PP |
603-6 |
604-6 |
| S1 |
602-5 |
603-1 |
|