CME Pit-Traded Corn Future May 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 |
608-0 |
607-2 |
-0-6 |
-0.1% |
614-4 |
High |
609-2 |
619-0 |
9-6 |
1.6% |
614-4 |
Low |
604-6 |
607-2 |
2-4 |
0.4% |
595-0 |
Close |
605-4 |
612-4 |
7-0 |
1.2% |
597-2 |
Range |
4-4 |
11-6 |
7-2 |
161.1% |
19-4 |
ATR |
11-5 |
11-7 |
0-1 |
1.1% |
0-0 |
Volume |
17,076 |
27,931 |
10,855 |
63.6% |
99,655 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-1 |
642-1 |
619-0 |
|
R3 |
636-3 |
630-3 |
615-6 |
|
R2 |
624-5 |
624-5 |
614-5 |
|
R1 |
618-5 |
618-5 |
613-5 |
621-5 |
PP |
612-7 |
612-7 |
612-7 |
614-4 |
S1 |
606-7 |
606-7 |
611-3 |
609-7 |
S2 |
601-1 |
601-1 |
610-3 |
|
S3 |
589-3 |
595-1 |
609-2 |
|
S4 |
577-5 |
583-3 |
606-0 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
660-6 |
648-4 |
608-0 |
|
R3 |
641-2 |
629-0 |
602-5 |
|
R2 |
621-6 |
621-6 |
600-7 |
|
R1 |
609-4 |
609-4 |
599-0 |
605-7 |
PP |
602-2 |
602-2 |
602-2 |
600-4 |
S1 |
590-0 |
590-0 |
595-4 |
586-3 |
S2 |
582-6 |
582-6 |
593-5 |
|
S3 |
563-2 |
570-4 |
591-7 |
|
S4 |
543-6 |
551-0 |
586-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
619-0 |
595-0 |
24-0 |
3.9% |
7-0 |
1.2% |
73% |
True |
False |
23,901 |
10 |
660-0 |
595-0 |
65-0 |
10.6% |
9-2 |
1.5% |
27% |
False |
False |
24,524 |
20 |
681-0 |
595-0 |
86-0 |
14.0% |
9-0 |
1.5% |
20% |
False |
False |
25,669 |
40 |
681-0 |
595-0 |
86-0 |
14.0% |
9-0 |
1.5% |
20% |
False |
False |
19,918 |
60 |
776-0 |
595-0 |
181-0 |
29.6% |
9-4 |
1.5% |
10% |
False |
False |
17,230 |
80 |
792-0 |
595-0 |
197-0 |
32.2% |
8-7 |
1.4% |
9% |
False |
False |
14,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
669-0 |
2.618 |
649-6 |
1.618 |
638-0 |
1.000 |
630-6 |
0.618 |
626-2 |
HIGH |
619-0 |
0.618 |
614-4 |
0.500 |
613-1 |
0.382 |
611-6 |
LOW |
607-2 |
0.618 |
600-0 |
1.000 |
595-4 |
1.618 |
588-2 |
2.618 |
576-4 |
4.250 |
557-2 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
613-1 |
610-5 |
PP |
612-7 |
608-7 |
S1 |
612-6 |
607-0 |
|