CME Pit-Traded Corn Future July 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 |
617-2 |
615-4 |
-1-6 |
-0.3% |
610-4 |
High |
617-2 |
615-4 |
-1-6 |
-0.3% |
624-4 |
Low |
611-4 |
608-0 |
-3-4 |
-0.6% |
606-6 |
Close |
614-2 |
608-6 |
-5-4 |
-0.9% |
608-6 |
Range |
5-6 |
7-4 |
1-6 |
30.4% |
17-6 |
ATR |
11-2 |
11-0 |
-0-2 |
-2.4% |
0-0 |
Volume |
22,598 |
36,757 |
14,159 |
62.7% |
123,526 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
633-2 |
628-4 |
612-7 |
|
R3 |
625-6 |
621-0 |
610-6 |
|
R2 |
618-2 |
618-2 |
610-1 |
|
R1 |
613-4 |
613-4 |
609-4 |
612-1 |
PP |
610-6 |
610-6 |
610-6 |
610-0 |
S1 |
606-0 |
606-0 |
608-0 |
604-5 |
S2 |
603-2 |
603-2 |
607-3 |
|
S3 |
595-6 |
598-4 |
606-6 |
|
S4 |
588-2 |
591-0 |
604-5 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-5 |
655-3 |
618-4 |
|
R3 |
648-7 |
637-5 |
613-5 |
|
R2 |
631-1 |
631-1 |
612-0 |
|
R1 |
619-7 |
619-7 |
610-3 |
616-5 |
PP |
613-3 |
613-3 |
613-3 |
611-6 |
S1 |
602-1 |
602-1 |
607-1 |
598-7 |
S2 |
595-5 |
595-5 |
605-4 |
|
S3 |
577-7 |
584-3 |
603-7 |
|
S4 |
560-1 |
566-5 |
599-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
624-4 |
606-6 |
17-6 |
2.9% |
7-2 |
1.2% |
11% |
False |
False |
24,705 |
10 |
633-0 |
598-4 |
34-4 |
5.7% |
7-3 |
1.2% |
30% |
False |
False |
24,585 |
20 |
683-0 |
598-4 |
84-4 |
13.9% |
8-1 |
1.3% |
12% |
False |
False |
24,242 |
40 |
683-0 |
598-4 |
84-4 |
13.9% |
9-0 |
1.5% |
12% |
False |
False |
21,622 |
60 |
768-6 |
598-4 |
170-2 |
28.0% |
9-3 |
1.5% |
6% |
False |
False |
19,446 |
80 |
794-4 |
598-4 |
196-0 |
32.2% |
9-0 |
1.5% |
5% |
False |
False |
16,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
647-3 |
2.618 |
635-1 |
1.618 |
627-5 |
1.000 |
623-0 |
0.618 |
620-1 |
HIGH |
615-4 |
0.618 |
612-5 |
0.500 |
611-6 |
0.382 |
610-7 |
LOW |
608-0 |
0.618 |
603-3 |
1.000 |
600-4 |
1.618 |
595-7 |
2.618 |
588-3 |
4.250 |
576-1 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
611-6 |
616-2 |
PP |
610-6 |
613-6 |
S1 |
609-6 |
611-2 |
|