CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
586-0 |
589-0 |
3-0 |
0.5% |
600-0 |
| High |
592-0 |
594-0 |
2-0 |
0.3% |
601-0 |
| Low |
584-4 |
580-4 |
-4-0 |
-0.7% |
580-4 |
| Close |
588-6 |
582-4 |
-6-2 |
-1.1% |
582-4 |
| Range |
7-4 |
13-4 |
6-0 |
80.0% |
20-4 |
| ATR |
14-6 |
14-6 |
-0-1 |
-0.6% |
0-0 |
| Volume |
156,345 |
94,964 |
-61,381 |
-39.3% |
577,450 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
626-1 |
617-7 |
589-7 |
|
| R3 |
612-5 |
604-3 |
586-2 |
|
| R2 |
599-1 |
599-1 |
585-0 |
|
| R1 |
590-7 |
590-7 |
583-6 |
588-2 |
| PP |
585-5 |
585-5 |
585-5 |
584-3 |
| S1 |
577-3 |
577-3 |
581-2 |
574-6 |
| S2 |
572-1 |
572-1 |
580-0 |
|
| S3 |
558-5 |
563-7 |
578-6 |
|
| S4 |
545-1 |
550-3 |
575-1 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
649-4 |
636-4 |
593-6 |
|
| R3 |
629-0 |
616-0 |
588-1 |
|
| R2 |
608-4 |
608-4 |
586-2 |
|
| R1 |
595-4 |
595-4 |
584-3 |
591-6 |
| PP |
588-0 |
588-0 |
588-0 |
586-1 |
| S1 |
575-0 |
575-0 |
580-5 |
571-2 |
| S2 |
567-4 |
567-4 |
578-6 |
|
| S3 |
547-0 |
554-4 |
576-7 |
|
| S4 |
526-4 |
534-0 |
571-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
615-4 |
580-4 |
35-0 |
6.0% |
9-2 |
1.6% |
6% |
False |
True |
146,878 |
| 10 |
648-0 |
580-4 |
67-4 |
11.6% |
11-6 |
2.0% |
3% |
False |
True |
167,601 |
| 20 |
665-0 |
580-4 |
84-4 |
14.5% |
12-5 |
2.2% |
2% |
False |
True |
182,885 |
| 40 |
665-0 |
577-0 |
88-0 |
15.1% |
13-6 |
2.4% |
6% |
False |
False |
176,497 |
| 60 |
766-0 |
577-0 |
189-0 |
32.4% |
15-0 |
2.6% |
3% |
False |
False |
176,789 |
| 80 |
777-0 |
577-0 |
200-0 |
34.3% |
14-2 |
2.4% |
3% |
False |
False |
175,289 |
| 100 |
777-0 |
577-0 |
200-0 |
34.3% |
14-4 |
2.5% |
3% |
False |
False |
169,856 |
| 120 |
777-0 |
576-0 |
201-0 |
34.5% |
14-6 |
2.5% |
3% |
False |
False |
162,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651-3 |
|
2.618 |
629-3 |
|
1.618 |
615-7 |
|
1.000 |
607-4 |
|
0.618 |
602-3 |
|
HIGH |
594-0 |
|
0.618 |
588-7 |
|
0.500 |
587-2 |
|
0.382 |
585-5 |
|
LOW |
580-4 |
|
0.618 |
572-1 |
|
1.000 |
567-0 |
|
1.618 |
558-5 |
|
2.618 |
545-1 |
|
4.250 |
523-1 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
587-2 |
590-2 |
| PP |
585-5 |
587-5 |
| S1 |
584-1 |
585-1 |
|