CME Pit-Traded Corn Future December 2011
| 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 |
589-0 |
594-0 |
5-0 |
0.8% |
600-0 |
| High |
594-0 |
596-0 |
2-0 |
0.3% |
601-0 |
| Low |
580-4 |
588-4 |
8-0 |
1.4% |
580-4 |
| Close |
582-4 |
591-6 |
9-2 |
1.6% |
582-4 |
| Range |
13-4 |
7-4 |
-6-0 |
-44.4% |
20-4 |
| ATR |
14-6 |
14-5 |
-0-1 |
-0.6% |
0-0 |
| Volume |
94,964 |
171,638 |
76,674 |
80.7% |
577,450 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614-5 |
610-5 |
595-7 |
|
| R3 |
607-1 |
603-1 |
593-6 |
|
| R2 |
599-5 |
599-5 |
593-1 |
|
| R1 |
595-5 |
595-5 |
592-4 |
593-7 |
| PP |
592-1 |
592-1 |
592-1 |
591-2 |
| S1 |
588-1 |
588-1 |
591-0 |
586-3 |
| S2 |
584-5 |
584-5 |
590-3 |
|
| S3 |
577-1 |
580-5 |
589-6 |
|
| S4 |
569-5 |
573-1 |
587-5 |
|
|
| 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 |
601-0 |
580-4 |
20-4 |
3.5% |
8-1 |
1.4% |
55% |
False |
False |
149,817 |
| 10 |
647-4 |
580-4 |
67-0 |
11.3% |
11-3 |
1.9% |
17% |
False |
False |
165,918 |
| 20 |
665-0 |
580-4 |
84-4 |
14.3% |
12-5 |
2.1% |
13% |
False |
False |
183,930 |
| 40 |
665-0 |
577-0 |
88-0 |
14.9% |
13-6 |
2.3% |
17% |
False |
False |
175,573 |
| 60 |
764-6 |
577-0 |
187-6 |
31.7% |
14-5 |
2.5% |
8% |
False |
False |
176,342 |
| 80 |
777-0 |
577-0 |
200-0 |
33.8% |
14-1 |
2.4% |
7% |
False |
False |
175,156 |
| 100 |
777-0 |
577-0 |
200-0 |
33.8% |
14-4 |
2.4% |
7% |
False |
False |
170,365 |
| 120 |
777-0 |
576-0 |
201-0 |
34.0% |
14-6 |
2.5% |
8% |
False |
False |
163,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
627-7 |
|
2.618 |
615-5 |
|
1.618 |
608-1 |
|
1.000 |
603-4 |
|
0.618 |
600-5 |
|
HIGH |
596-0 |
|
0.618 |
593-1 |
|
0.500 |
592-2 |
|
0.382 |
591-3 |
|
LOW |
588-4 |
|
0.618 |
583-7 |
|
1.000 |
581-0 |
|
1.618 |
576-3 |
|
2.618 |
568-7 |
|
4.250 |
556-5 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
592-2 |
590-5 |
| PP |
592-1 |
589-3 |
| S1 |
591-7 |
588-2 |
|