CME Pit-Traded Corn Future May 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 |
620-0 |
618-0 |
-2-0 |
-0.3% |
614-4 |
High |
620-4 |
618-0 |
-2-4 |
-0.4% |
614-4 |
Low |
611-0 |
605-4 |
-5-4 |
-0.9% |
595-0 |
Close |
615-2 |
609-2 |
-6-0 |
-1.0% |
597-2 |
Range |
9-4 |
12-4 |
3-0 |
31.6% |
19-4 |
ATR |
11-5 |
11-6 |
0-0 |
0.5% |
0-0 |
Volume |
27,239 |
24,471 |
-2,768 |
-10.2% |
99,655 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-3 |
641-3 |
616-1 |
|
R3 |
635-7 |
628-7 |
612-6 |
|
R2 |
623-3 |
623-3 |
611-4 |
|
R1 |
616-3 |
616-3 |
610-3 |
613-5 |
PP |
610-7 |
610-7 |
610-7 |
609-4 |
S1 |
603-7 |
603-7 |
608-1 |
601-1 |
S2 |
598-3 |
598-3 |
607-0 |
|
S3 |
585-7 |
591-3 |
605-6 |
|
S4 |
573-3 |
578-7 |
602-3 |
|
|
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 |
620-4 |
595-0 |
25-4 |
4.2% |
9-5 |
1.6% |
56% |
False |
False |
25,539 |
10 |
651-2 |
595-0 |
56-2 |
9.2% |
9-7 |
1.6% |
25% |
False |
False |
24,865 |
20 |
681-0 |
595-0 |
86-0 |
14.1% |
8-5 |
1.4% |
17% |
False |
False |
26,658 |
40 |
681-0 |
595-0 |
86-0 |
14.1% |
9-0 |
1.5% |
17% |
False |
False |
20,441 |
60 |
766-0 |
595-0 |
171-0 |
28.1% |
9-5 |
1.6% |
8% |
False |
False |
17,808 |
80 |
792-0 |
595-0 |
197-0 |
32.3% |
9-0 |
1.5% |
7% |
False |
False |
14,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-1 |
2.618 |
650-6 |
1.618 |
638-2 |
1.000 |
630-4 |
0.618 |
625-6 |
HIGH |
618-0 |
0.618 |
613-2 |
0.500 |
611-6 |
0.382 |
610-2 |
LOW |
605-4 |
0.618 |
597-6 |
1.000 |
593-0 |
1.618 |
585-2 |
2.618 |
572-6 |
4.250 |
552-3 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
611-6 |
613-0 |
PP |
610-7 |
611-6 |
S1 |
610-1 |
610-4 |
|