CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
610-4 |
610-2 |
-0-2 |
0.0% |
617-0 |
High |
610-4 |
621-0 |
10-4 |
1.7% |
617-2 |
Low |
606-6 |
610-2 |
3-4 |
0.6% |
598-4 |
Close |
609-0 |
615-6 |
6-6 |
1.1% |
599-2 |
Range |
3-6 |
10-6 |
7-0 |
186.7% |
18-6 |
ATR |
11-6 |
11-6 |
0-0 |
0.1% |
0-0 |
Volume |
13,176 |
27,184 |
14,008 |
106.3% |
96,044 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
647-7 |
642-5 |
621-5 |
|
R3 |
637-1 |
631-7 |
618-6 |
|
R2 |
626-3 |
626-3 |
617-6 |
|
R1 |
621-1 |
621-1 |
616-6 |
623-6 |
PP |
615-5 |
615-5 |
615-5 |
617-0 |
S1 |
610-3 |
610-3 |
614-6 |
613-0 |
S2 |
604-7 |
604-7 |
613-6 |
|
S3 |
594-1 |
599-5 |
612-6 |
|
S4 |
583-3 |
588-7 |
609-7 |
|
|
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 |
621-0 |
598-4 |
22-4 |
3.7% |
7-0 |
1.1% |
77% |
True |
False |
21,994 |
10 |
661-6 |
598-4 |
63-2 |
10.3% |
7-7 |
1.3% |
27% |
False |
False |
22,765 |
20 |
683-0 |
598-4 |
84-4 |
13.7% |
8-7 |
1.4% |
20% |
False |
False |
22,729 |
40 |
683-0 |
598-4 |
84-4 |
13.7% |
9-1 |
1.5% |
20% |
False |
False |
21,070 |
60 |
780-0 |
598-4 |
181-4 |
29.5% |
9-2 |
1.5% |
10% |
False |
False |
18,717 |
80 |
794-4 |
598-4 |
196-0 |
31.8% |
8-7 |
1.4% |
9% |
False |
False |
16,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
666-6 |
2.618 |
649-1 |
1.618 |
638-3 |
1.000 |
631-6 |
0.618 |
627-5 |
HIGH |
621-0 |
0.618 |
616-7 |
0.500 |
615-5 |
0.382 |
614-3 |
LOW |
610-2 |
0.618 |
603-5 |
1.000 |
599-4 |
1.618 |
592-7 |
2.618 |
582-1 |
4.250 |
564-4 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
615-6 |
613-6 |
PP |
615-5 |
611-6 |
S1 |
615-5 |
609-6 |
|