CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
607-2 |
620-0 |
12-6 |
2.1% |
614-4 |
| High |
619-0 |
620-4 |
1-4 |
0.2% |
614-4 |
| Low |
607-2 |
611-0 |
3-6 |
0.6% |
595-0 |
| Close |
612-4 |
615-2 |
2-6 |
0.4% |
597-2 |
| Range |
11-6 |
9-4 |
-2-2 |
-19.1% |
19-4 |
| ATR |
11-7 |
11-5 |
-0-1 |
-1.4% |
0-0 |
| Volume |
27,931 |
27,239 |
-692 |
-2.5% |
99,655 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644-1 |
639-1 |
620-4 |
|
| R3 |
634-5 |
629-5 |
617-7 |
|
| R2 |
625-1 |
625-1 |
617-0 |
|
| R1 |
620-1 |
620-1 |
616-1 |
617-7 |
| PP |
615-5 |
615-5 |
615-5 |
614-4 |
| S1 |
610-5 |
610-5 |
614-3 |
608-3 |
| S2 |
606-1 |
606-1 |
613-4 |
|
| S3 |
596-5 |
601-1 |
612-5 |
|
| S4 |
587-1 |
591-5 |
610-0 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-6 |
648-4 |
608-0 |
|
| R3 |
641-2 |
629-0 |
602-5 |
|
| R2 |
621-6 |
621-6 |
600-7 |
|
| R1 |
609-4 |
609-4 |
599-0 |
605-7 |
| PP |
602-2 |
602-2 |
602-2 |
600-4 |
| S1 |
590-0 |
590-0 |
595-4 |
586-3 |
| S2 |
582-6 |
582-6 |
593-5 |
|
| S3 |
563-2 |
570-4 |
591-7 |
|
| S4 |
543-6 |
551-0 |
586-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
620-4 |
595-0 |
25-4 |
4.1% |
8-2 |
1.3% |
79% |
True |
False |
24,353 |
| 10 |
660-0 |
595-0 |
65-0 |
10.6% |
9-1 |
1.5% |
31% |
False |
False |
24,538 |
| 20 |
681-0 |
595-0 |
86-0 |
14.0% |
8-6 |
1.4% |
24% |
False |
False |
26,472 |
| 40 |
681-0 |
595-0 |
86-0 |
14.0% |
8-7 |
1.4% |
24% |
False |
False |
20,170 |
| 60 |
770-0 |
595-0 |
175-0 |
28.4% |
9-4 |
1.5% |
12% |
False |
False |
17,539 |
| 80 |
792-0 |
595-0 |
197-0 |
32.0% |
8-7 |
1.5% |
10% |
False |
False |
14,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
660-7 |
|
2.618 |
645-3 |
|
1.618 |
635-7 |
|
1.000 |
630-0 |
|
0.618 |
626-3 |
|
HIGH |
620-4 |
|
0.618 |
616-7 |
|
0.500 |
615-6 |
|
0.382 |
614-5 |
|
LOW |
611-0 |
|
0.618 |
605-1 |
|
1.000 |
601-4 |
|
1.618 |
595-5 |
|
2.618 |
586-1 |
|
4.250 |
570-5 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
615-6 |
614-3 |
| PP |
615-5 |
613-4 |
| S1 |
615-3 |
612-5 |
|