CME Pit-Traded Corn Future July 2012
| 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 |
603-0 |
604-6 |
1-6 |
0.3% |
617-0 |
| High |
608-0 |
608-0 |
0-0 |
0.0% |
617-2 |
| Low |
601-6 |
598-4 |
-3-2 |
-0.5% |
598-4 |
| Close |
605-6 |
599-2 |
-6-4 |
-1.1% |
599-2 |
| Range |
6-2 |
9-4 |
3-2 |
52.0% |
18-6 |
| ATR |
12-0 |
11-7 |
-0-1 |
-1.5% |
0-0 |
| Volume |
18,892 |
26,177 |
7,285 |
38.6% |
96,044 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
630-3 |
624-3 |
604-4 |
|
| R3 |
620-7 |
614-7 |
601-7 |
|
| R2 |
611-3 |
611-3 |
601-0 |
|
| R1 |
605-3 |
605-3 |
600-1 |
603-5 |
| PP |
601-7 |
601-7 |
601-7 |
601-0 |
| S1 |
595-7 |
595-7 |
598-3 |
594-1 |
| S2 |
592-3 |
592-3 |
597-4 |
|
| S3 |
582-7 |
586-3 |
596-5 |
|
| S4 |
573-3 |
576-7 |
594-0 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
661-2 |
649-0 |
609-4 |
|
| R3 |
642-4 |
630-2 |
604-3 |
|
| R2 |
623-6 |
623-6 |
602-6 |
|
| R1 |
611-4 |
611-4 |
601-0 |
608-2 |
| PP |
605-0 |
605-0 |
605-0 |
603-3 |
| S1 |
592-6 |
592-6 |
597-4 |
589-4 |
| S2 |
586-2 |
586-2 |
595-6 |
|
| S3 |
567-4 |
574-0 |
594-1 |
|
| S4 |
548-6 |
555-2 |
589-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
633-0 |
598-4 |
34-4 |
5.8% |
7-4 |
1.3% |
2% |
False |
True |
24,466 |
| 10 |
666-0 |
598-4 |
67-4 |
11.3% |
8-3 |
1.4% |
1% |
False |
True |
24,070 |
| 20 |
683-0 |
598-4 |
84-4 |
14.1% |
8-7 |
1.5% |
1% |
False |
True |
22,261 |
| 40 |
683-0 |
598-4 |
84-4 |
14.1% |
9-4 |
1.6% |
1% |
False |
True |
21,232 |
| 60 |
784-0 |
598-4 |
185-4 |
31.0% |
9-5 |
1.6% |
0% |
False |
True |
18,473 |
| 80 |
794-4 |
598-4 |
196-0 |
32.7% |
8-6 |
1.5% |
0% |
False |
True |
15,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648-3 |
|
2.618 |
632-7 |
|
1.618 |
623-3 |
|
1.000 |
617-4 |
|
0.618 |
613-7 |
|
HIGH |
608-0 |
|
0.618 |
604-3 |
|
0.500 |
603-2 |
|
0.382 |
602-1 |
|
LOW |
598-4 |
|
0.618 |
592-5 |
|
1.000 |
589-0 |
|
1.618 |
583-1 |
|
2.618 |
573-5 |
|
4.250 |
558-1 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
603-2 |
607-4 |
| PP |
601-7 |
604-6 |
| S1 |
600-5 |
602-0 |
|