CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 28-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
604-6 |
610-4 |
5-6 |
1.0% |
617-0 |
High |
608-0 |
610-4 |
2-4 |
0.4% |
617-2 |
Low |
598-4 |
606-6 |
8-2 |
1.4% |
598-4 |
Close |
599-2 |
609-0 |
9-6 |
1.6% |
599-2 |
Range |
9-4 |
3-6 |
-5-6 |
-60.5% |
18-6 |
ATR |
11-7 |
11-6 |
0-0 |
-0.3% |
0-0 |
Volume |
26,177 |
13,176 |
-13,001 |
-49.7% |
96,044 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620-0 |
618-2 |
611-0 |
|
R3 |
616-2 |
614-4 |
610-0 |
|
R2 |
612-4 |
612-4 |
609-6 |
|
R1 |
610-6 |
610-6 |
609-3 |
609-6 |
PP |
608-6 |
608-6 |
608-6 |
608-2 |
S1 |
607-0 |
607-0 |
608-5 |
606-0 |
S2 |
605-0 |
605-0 |
608-2 |
|
S3 |
601-2 |
603-2 |
608-0 |
|
S4 |
597-4 |
599-4 |
607-0 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
661-2 |
649-0 |
609-4 |
|
R3 |
642-4 |
630-2 |
604-3 |
|
R2 |
623-6 |
623-6 |
602-6 |
|
R1 |
611-4 |
611-4 |
601-0 |
608-2 |
PP |
605-0 |
605-0 |
605-0 |
603-3 |
S1 |
592-6 |
592-6 |
597-4 |
589-4 |
S2 |
586-2 |
586-2 |
595-6 |
|
S3 |
567-4 |
574-0 |
594-1 |
|
S4 |
548-6 |
555-2 |
589-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
617-2 |
598-4 |
18-6 |
3.1% |
5-6 |
0.9% |
56% |
False |
False |
21,844 |
10 |
661-6 |
598-4 |
63-2 |
10.4% |
7-4 |
1.2% |
17% |
False |
False |
22,256 |
20 |
683-0 |
598-4 |
84-4 |
13.9% |
8-6 |
1.4% |
12% |
False |
False |
22,272 |
40 |
683-0 |
598-4 |
84-4 |
13.9% |
9-2 |
1.5% |
12% |
False |
False |
21,220 |
60 |
784-0 |
598-4 |
185-4 |
30.5% |
9-4 |
1.6% |
6% |
False |
False |
18,557 |
80 |
794-4 |
598-4 |
196-0 |
32.2% |
8-6 |
1.4% |
5% |
False |
False |
15,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
626-4 |
2.618 |
620-3 |
1.618 |
616-5 |
1.000 |
614-2 |
0.618 |
612-7 |
HIGH |
610-4 |
0.618 |
609-1 |
0.500 |
608-5 |
0.382 |
608-1 |
LOW |
606-6 |
0.618 |
604-3 |
1.000 |
603-0 |
1.618 |
600-5 |
2.618 |
596-7 |
4.250 |
590-6 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
608-7 |
607-4 |
PP |
608-6 |
606-0 |
S1 |
608-5 |
604-4 |
|