CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
574-0 |
576-6 |
2-6 |
0.5% |
569-0 |
| High |
574-6 |
576-6 |
2-0 |
0.3% |
576-6 |
| Low |
574-0 |
571-6 |
-2-2 |
-0.4% |
564-0 |
| Close |
574-6 |
571-6 |
-3-0 |
-0.5% |
571-6 |
| Range |
0-6 |
5-0 |
4-2 |
566.7% |
12-6 |
| ATR |
7-7 |
7-5 |
-0-2 |
-2.6% |
0-0 |
| Volume |
2,051 |
1,399 |
-652 |
-31.8% |
7,995 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
588-3 |
585-1 |
574-4 |
|
| R3 |
583-3 |
580-1 |
573-1 |
|
| R2 |
578-3 |
578-3 |
572-5 |
|
| R1 |
575-1 |
575-1 |
572-2 |
574-2 |
| PP |
573-3 |
573-3 |
573-3 |
573-0 |
| S1 |
570-1 |
570-1 |
571-2 |
569-2 |
| S2 |
568-3 |
568-3 |
570-7 |
|
| S3 |
563-3 |
565-1 |
570-3 |
|
| S4 |
558-3 |
560-1 |
569-0 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
609-1 |
603-1 |
578-6 |
|
| R3 |
596-3 |
590-3 |
575-2 |
|
| R2 |
583-5 |
583-5 |
574-1 |
|
| R1 |
577-5 |
577-5 |
572-7 |
580-5 |
| PP |
570-7 |
570-7 |
570-7 |
572-2 |
| S1 |
564-7 |
564-7 |
570-5 |
567-7 |
| S2 |
558-1 |
558-1 |
569-3 |
|
| S3 |
545-3 |
552-1 |
568-2 |
|
| S4 |
532-5 |
539-3 |
564-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
598-0 |
|
2.618 |
589-7 |
|
1.618 |
584-7 |
|
1.000 |
581-6 |
|
0.618 |
579-7 |
|
HIGH |
576-6 |
|
0.618 |
574-7 |
|
0.500 |
574-2 |
|
0.382 |
573-5 |
|
LOW |
571-6 |
|
0.618 |
568-5 |
|
1.000 |
566-6 |
|
1.618 |
563-5 |
|
2.618 |
558-5 |
|
4.250 |
550-4 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
574-2 |
574-2 |
| PP |
573-3 |
573-3 |
| S1 |
572-5 |
572-5 |
|