CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
597-0 |
591-6 |
-5-2 |
-0.9% |
594-0 |
High |
597-0 |
592-0 |
-5-0 |
-0.8% |
609-0 |
Low |
585-4 |
580-2 |
-5-2 |
-0.9% |
585-4 |
Close |
586-4 |
580-2 |
-6-2 |
-1.1% |
586-4 |
Range |
11-4 |
11-6 |
0-2 |
2.2% |
23-4 |
ATR |
14-1 |
14-0 |
-0-1 |
-1.2% |
0-0 |
Volume |
16,222 |
9,428 |
-6,794 |
-41.9% |
422,207 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619-3 |
611-5 |
586-6 |
|
R3 |
607-5 |
599-7 |
583-4 |
|
R2 |
595-7 |
595-7 |
582-3 |
|
R1 |
588-1 |
588-1 |
581-3 |
586-1 |
PP |
584-1 |
584-1 |
584-1 |
583-2 |
S1 |
576-3 |
576-3 |
579-1 |
574-3 |
S2 |
572-3 |
572-3 |
578-1 |
|
S3 |
560-5 |
564-5 |
577-0 |
|
S4 |
548-7 |
552-7 |
573-6 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-1 |
648-7 |
599-3 |
|
R3 |
640-5 |
625-3 |
593-0 |
|
R2 |
617-1 |
617-1 |
590-6 |
|
R1 |
601-7 |
601-7 |
588-5 |
597-6 |
PP |
593-5 |
593-5 |
593-5 |
591-5 |
S1 |
578-3 |
578-3 |
584-3 |
574-2 |
S2 |
570-1 |
570-1 |
582-2 |
|
S3 |
546-5 |
554-7 |
580-0 |
|
S4 |
523-1 |
531-3 |
573-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
609-0 |
580-2 |
28-6 |
5.0% |
12-2 |
2.1% |
0% |
False |
True |
51,999 |
10 |
609-0 |
580-2 |
28-6 |
5.0% |
10-1 |
1.8% |
0% |
False |
True |
100,908 |
20 |
665-0 |
580-2 |
84-6 |
14.6% |
11-6 |
2.0% |
0% |
False |
True |
155,395 |
40 |
665-0 |
580-2 |
84-6 |
14.6% |
13-5 |
2.4% |
0% |
False |
True |
160,370 |
60 |
748-0 |
577-0 |
171-0 |
29.5% |
14-2 |
2.5% |
2% |
False |
False |
167,009 |
80 |
777-0 |
577-0 |
200-0 |
34.5% |
14-0 |
2.4% |
2% |
False |
False |
165,427 |
100 |
777-0 |
577-0 |
200-0 |
34.5% |
14-1 |
2.4% |
2% |
False |
False |
165,450 |
120 |
777-0 |
576-0 |
201-0 |
34.6% |
14-5 |
2.5% |
2% |
False |
False |
161,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
642-0 |
2.618 |
622-6 |
1.618 |
611-0 |
1.000 |
603-6 |
0.618 |
599-2 |
HIGH |
592-0 |
0.618 |
587-4 |
0.500 |
586-1 |
0.382 |
584-6 |
LOW |
580-2 |
0.618 |
573-0 |
1.000 |
568-4 |
1.618 |
561-2 |
2.618 |
549-4 |
4.250 |
530-2 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
586-1 |
593-1 |
PP |
584-1 |
588-7 |
S1 |
582-2 |
584-4 |
|