CME Pit-Traded Corn Future May 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 |
618-0 |
610-6 |
-7-2 |
-1.2% |
608-0 |
High |
618-0 |
613-0 |
-5-0 |
-0.8% |
620-4 |
Low |
605-4 |
602-2 |
-3-2 |
-0.5% |
602-2 |
Close |
609-2 |
603-0 |
-6-2 |
-1.0% |
603-0 |
Range |
12-4 |
10-6 |
-1-6 |
-14.0% |
18-2 |
ATR |
11-6 |
11-5 |
-0-1 |
-0.6% |
0-0 |
Volume |
24,471 |
32,879 |
8,408 |
34.4% |
129,596 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
638-3 |
631-3 |
608-7 |
|
R3 |
627-5 |
620-5 |
606-0 |
|
R2 |
616-7 |
616-7 |
605-0 |
|
R1 |
609-7 |
609-7 |
604-0 |
608-0 |
PP |
606-1 |
606-1 |
606-1 |
605-1 |
S1 |
599-1 |
599-1 |
602-0 |
597-2 |
S2 |
595-3 |
595-3 |
601-0 |
|
S3 |
584-5 |
588-3 |
600-0 |
|
S4 |
573-7 |
577-5 |
597-1 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
663-3 |
651-3 |
613-0 |
|
R3 |
645-1 |
633-1 |
608-0 |
|
R2 |
626-7 |
626-7 |
606-3 |
|
R1 |
614-7 |
614-7 |
604-5 |
611-6 |
PP |
608-5 |
608-5 |
608-5 |
607-0 |
S1 |
596-5 |
596-5 |
601-3 |
593-4 |
S2 |
590-3 |
590-3 |
599-5 |
|
S3 |
572-1 |
578-3 |
598-0 |
|
S4 |
553-7 |
560-1 |
593-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
620-4 |
602-2 |
18-2 |
3.0% |
9-6 |
1.6% |
4% |
False |
True |
25,919 |
10 |
629-4 |
595-0 |
34-4 |
5.7% |
8-4 |
1.4% |
23% |
False |
False |
25,533 |
20 |
681-0 |
595-0 |
86-0 |
14.3% |
8-6 |
1.5% |
9% |
False |
False |
27,218 |
40 |
681-0 |
595-0 |
86-0 |
14.3% |
9-0 |
1.5% |
9% |
False |
False |
20,971 |
60 |
766-0 |
595-0 |
171-0 |
28.4% |
9-5 |
1.6% |
5% |
False |
False |
18,158 |
80 |
792-0 |
595-0 |
197-0 |
32.7% |
9-1 |
1.5% |
4% |
False |
False |
15,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
658-6 |
2.618 |
641-1 |
1.618 |
630-3 |
1.000 |
623-6 |
0.618 |
619-5 |
HIGH |
613-0 |
0.618 |
608-7 |
0.500 |
607-5 |
0.382 |
606-3 |
LOW |
602-2 |
0.618 |
595-5 |
1.000 |
591-4 |
1.618 |
584-7 |
2.618 |
574-1 |
4.250 |
556-4 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
607-5 |
611-3 |
PP |
606-1 |
608-5 |
S1 |
604-4 |
605-6 |
|