CME Pit-Traded Corn Future December 2011
| 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 |
606-0 |
597-0 |
-9-0 |
-1.5% |
594-0 |
| High |
606-0 |
597-0 |
-9-0 |
-1.5% |
609-0 |
| Low |
591-0 |
585-4 |
-5-4 |
-0.9% |
585-4 |
| Close |
594-6 |
586-4 |
-8-2 |
-1.4% |
586-4 |
| Range |
15-0 |
11-4 |
-3-4 |
-23.3% |
23-4 |
| ATR |
14-3 |
14-1 |
-0-2 |
-1.4% |
0-0 |
| Volume |
19,942 |
16,222 |
-3,720 |
-18.7% |
422,207 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624-1 |
616-7 |
592-7 |
|
| R3 |
612-5 |
605-3 |
589-5 |
|
| R2 |
601-1 |
601-1 |
588-5 |
|
| R1 |
593-7 |
593-7 |
587-4 |
591-6 |
| PP |
589-5 |
589-5 |
589-5 |
588-5 |
| S1 |
582-3 |
582-3 |
585-4 |
580-2 |
| S2 |
578-1 |
578-1 |
584-3 |
|
| S3 |
566-5 |
570-7 |
583-3 |
|
| S4 |
555-1 |
559-3 |
580-1 |
|
|
| 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 |
585-4 |
23-4 |
4.0% |
11-3 |
1.9% |
4% |
False |
True |
84,441 |
| 10 |
615-4 |
580-4 |
35-0 |
6.0% |
10-3 |
1.8% |
17% |
False |
False |
115,660 |
| 20 |
665-0 |
580-4 |
84-4 |
14.4% |
11-6 |
2.0% |
7% |
False |
False |
162,545 |
| 40 |
665-0 |
580-4 |
84-4 |
14.4% |
13-4 |
2.3% |
7% |
False |
False |
163,053 |
| 60 |
748-0 |
577-0 |
171-0 |
29.2% |
14-2 |
2.4% |
6% |
False |
False |
169,420 |
| 80 |
777-0 |
577-0 |
200-0 |
34.1% |
14-0 |
2.4% |
5% |
False |
False |
167,624 |
| 100 |
777-0 |
577-0 |
200-0 |
34.1% |
14-2 |
2.4% |
5% |
False |
False |
167,273 |
| 120 |
777-0 |
576-0 |
201-0 |
34.3% |
14-6 |
2.5% |
5% |
False |
False |
162,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
645-7 |
|
2.618 |
627-1 |
|
1.618 |
615-5 |
|
1.000 |
608-4 |
|
0.618 |
604-1 |
|
HIGH |
597-0 |
|
0.618 |
592-5 |
|
0.500 |
591-2 |
|
0.382 |
589-7 |
|
LOW |
585-4 |
|
0.618 |
578-3 |
|
1.000 |
574-0 |
|
1.618 |
566-7 |
|
2.618 |
555-3 |
|
4.250 |
536-5 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
591-2 |
597-2 |
| PP |
589-5 |
593-5 |
| S1 |
588-1 |
590-1 |
|