CME Pit-Traded Corn Future July 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 |
610-2 |
624-4 |
14-2 |
2.3% |
617-0 |
| High |
621-0 |
624-4 |
3-4 |
0.6% |
617-2 |
| Low |
610-2 |
616-2 |
6-0 |
1.0% |
598-4 |
| Close |
615-6 |
618-6 |
3-0 |
0.5% |
599-2 |
| Range |
10-6 |
8-2 |
-2-4 |
-23.3% |
18-6 |
| ATR |
11-6 |
11-5 |
-0-2 |
-1.8% |
0-0 |
| Volume |
27,184 |
23,811 |
-3,373 |
-12.4% |
96,044 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644-5 |
639-7 |
623-2 |
|
| R3 |
636-3 |
631-5 |
621-0 |
|
| R2 |
628-1 |
628-1 |
620-2 |
|
| R1 |
623-3 |
623-3 |
619-4 |
621-5 |
| PP |
619-7 |
619-7 |
619-7 |
619-0 |
| S1 |
615-1 |
615-1 |
618-0 |
613-3 |
| S2 |
611-5 |
611-5 |
617-2 |
|
| S3 |
603-3 |
606-7 |
616-4 |
|
| S4 |
595-1 |
598-5 |
614-2 |
|
|
| 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 |
624-4 |
598-4 |
26-0 |
4.2% |
7-6 |
1.2% |
78% |
True |
False |
21,848 |
| 10 |
660-4 |
598-4 |
62-0 |
10.0% |
8-4 |
1.4% |
33% |
False |
False |
22,706 |
| 20 |
683-0 |
598-4 |
84-4 |
13.7% |
8-3 |
1.4% |
24% |
False |
False |
23,277 |
| 40 |
683-0 |
598-4 |
84-4 |
13.7% |
9-1 |
1.5% |
24% |
False |
False |
21,132 |
| 60 |
771-4 |
598-4 |
173-0 |
28.0% |
9-3 |
1.5% |
12% |
False |
False |
18,931 |
| 80 |
794-4 |
598-4 |
196-0 |
31.7% |
9-0 |
1.4% |
10% |
False |
False |
16,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659-4 |
|
2.618 |
646-1 |
|
1.618 |
637-7 |
|
1.000 |
632-6 |
|
0.618 |
629-5 |
|
HIGH |
624-4 |
|
0.618 |
621-3 |
|
0.500 |
620-3 |
|
0.382 |
619-3 |
|
LOW |
616-2 |
|
0.618 |
611-1 |
|
1.000 |
608-0 |
|
1.618 |
602-7 |
|
2.618 |
594-5 |
|
4.250 |
581-2 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
620-3 |
617-6 |
| PP |
619-7 |
616-5 |
| S1 |
619-2 |
615-5 |
|