CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
624-4 |
617-2 |
-7-2 |
-1.2% |
617-0 |
| High |
624-4 |
617-2 |
-7-2 |
-1.2% |
617-2 |
| Low |
616-2 |
611-4 |
-4-6 |
-0.8% |
598-4 |
| Close |
618-6 |
614-2 |
-4-4 |
-0.7% |
599-2 |
| Range |
8-2 |
5-6 |
-2-4 |
-30.3% |
18-6 |
| ATR |
11-5 |
11-2 |
-0-2 |
-2.7% |
0-0 |
| Volume |
23,811 |
22,598 |
-1,213 |
-5.1% |
96,044 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631-5 |
628-5 |
617-3 |
|
| R3 |
625-7 |
622-7 |
615-7 |
|
| R2 |
620-1 |
620-1 |
615-2 |
|
| R1 |
617-1 |
617-1 |
614-6 |
615-6 |
| PP |
614-3 |
614-3 |
614-3 |
613-5 |
| S1 |
611-3 |
611-3 |
613-6 |
610-0 |
| S2 |
608-5 |
608-5 |
613-2 |
|
| S3 |
602-7 |
605-5 |
612-5 |
|
| S4 |
597-1 |
599-7 |
611-1 |
|
|
| 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% |
7-5 |
1.2% |
61% |
False |
False |
22,589 |
| 10 |
654-6 |
598-4 |
56-2 |
9.2% |
9-0 |
1.5% |
28% |
False |
False |
22,718 |
| 20 |
683-0 |
598-4 |
84-4 |
13.8% |
8-1 |
1.3% |
19% |
False |
False |
23,411 |
| 40 |
683-0 |
598-4 |
84-4 |
13.8% |
9-0 |
1.5% |
19% |
False |
False |
21,139 |
| 60 |
768-6 |
598-4 |
170-2 |
27.7% |
9-4 |
1.5% |
9% |
False |
False |
19,109 |
| 80 |
794-4 |
598-4 |
196-0 |
31.9% |
9-0 |
1.5% |
8% |
False |
False |
16,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641-6 |
|
2.618 |
632-2 |
|
1.618 |
626-4 |
|
1.000 |
623-0 |
|
0.618 |
620-6 |
|
HIGH |
617-2 |
|
0.618 |
615-0 |
|
0.500 |
614-3 |
|
0.382 |
613-6 |
|
LOW |
611-4 |
|
0.618 |
608-0 |
|
1.000 |
605-6 |
|
1.618 |
602-2 |
|
2.618 |
596-4 |
|
4.250 |
587-0 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
614-3 |
617-3 |
| PP |
614-3 |
616-3 |
| S1 |
614-2 |
615-2 |
|