CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
612-2 |
603-4 |
-8-6 |
-1.4% |
600-6 |
| High |
612-2 |
605-0 |
-7-2 |
-1.2% |
615-2 |
| Low |
597-4 |
594-0 |
-3-4 |
-0.6% |
594-0 |
| Close |
601-4 |
595-2 |
-6-2 |
-1.0% |
595-2 |
| Range |
14-6 |
11-0 |
-3-6 |
-25.4% |
21-2 |
| ATR |
13-6 |
13-5 |
-0-2 |
-1.4% |
0-0 |
| Volume |
162,674 |
132,332 |
-30,342 |
-18.7% |
785,552 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631-1 |
624-1 |
601-2 |
|
| R3 |
620-1 |
613-1 |
598-2 |
|
| R2 |
609-1 |
609-1 |
597-2 |
|
| R1 |
602-1 |
602-1 |
596-2 |
600-1 |
| PP |
598-1 |
598-1 |
598-1 |
597-0 |
| S1 |
591-1 |
591-1 |
594-2 |
589-1 |
| S2 |
587-1 |
587-1 |
593-2 |
|
| S3 |
576-1 |
580-1 |
592-2 |
|
| S4 |
565-1 |
569-1 |
589-2 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-2 |
651-4 |
607-0 |
|
| R3 |
644-0 |
630-2 |
601-1 |
|
| R2 |
622-6 |
622-6 |
599-1 |
|
| R1 |
609-0 |
609-0 |
597-2 |
605-2 |
| PP |
601-4 |
601-4 |
601-4 |
599-5 |
| S1 |
587-6 |
587-6 |
593-2 |
584-0 |
| S2 |
580-2 |
580-2 |
591-3 |
|
| S3 |
559-0 |
566-4 |
589-3 |
|
| S4 |
537-6 |
545-2 |
583-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
615-2 |
594-0 |
21-2 |
3.6% |
11-7 |
2.0% |
6% |
False |
True |
157,110 |
| 10 |
622-6 |
587-0 |
35-6 |
6.0% |
10-6 |
1.8% |
23% |
False |
False |
143,580 |
| 20 |
674-0 |
587-0 |
87-0 |
14.6% |
11-4 |
1.9% |
9% |
False |
False |
130,042 |
| 40 |
674-0 |
587-0 |
87-0 |
14.6% |
12-2 |
2.1% |
9% |
False |
False |
90,303 |
| 60 |
760-0 |
587-0 |
173-0 |
29.1% |
12-5 |
2.1% |
5% |
False |
False |
73,592 |
| 80 |
788-0 |
587-0 |
201-0 |
33.8% |
12-2 |
2.1% |
4% |
False |
False |
61,270 |
| 100 |
788-0 |
587-0 |
201-0 |
33.8% |
12-1 |
2.0% |
4% |
False |
False |
52,808 |
| 120 |
788-0 |
587-0 |
201-0 |
33.8% |
12-4 |
2.1% |
4% |
False |
False |
46,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651-6 |
|
2.618 |
633-6 |
|
1.618 |
622-6 |
|
1.000 |
616-0 |
|
0.618 |
611-6 |
|
HIGH |
605-0 |
|
0.618 |
600-6 |
|
0.500 |
599-4 |
|
0.382 |
598-2 |
|
LOW |
594-0 |
|
0.618 |
587-2 |
|
1.000 |
583-0 |
|
1.618 |
576-2 |
|
2.618 |
565-2 |
|
4.250 |
547-2 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
599-4 |
604-5 |
| PP |
598-1 |
601-4 |
| S1 |
596-5 |
598-3 |
|