CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
591-6 |
572-0 |
-19-6 |
-3.3% |
594-0 |
High |
592-0 |
586-0 |
-6-0 |
-1.0% |
609-0 |
Low |
580-2 |
571-4 |
-8-6 |
-1.5% |
585-4 |
Close |
580-2 |
585-2 |
5-0 |
0.9% |
586-4 |
Range |
11-6 |
14-4 |
2-6 |
23.4% |
23-4 |
ATR |
14-0 |
14-0 |
0-0 |
0.3% |
0-0 |
Volume |
9,428 |
8,514 |
-914 |
-9.7% |
422,207 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
624-3 |
619-3 |
593-2 |
|
R3 |
609-7 |
604-7 |
589-2 |
|
R2 |
595-3 |
595-3 |
587-7 |
|
R1 |
590-3 |
590-3 |
586-5 |
592-7 |
PP |
580-7 |
580-7 |
580-7 |
582-2 |
S1 |
575-7 |
575-7 |
583-7 |
578-3 |
S2 |
566-3 |
566-3 |
582-5 |
|
S3 |
551-7 |
561-3 |
581-2 |
|
S4 |
537-3 |
546-7 |
577-2 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-1 |
648-7 |
599-3 |
|
R3 |
640-5 |
625-3 |
593-0 |
|
R2 |
617-1 |
617-1 |
590-6 |
|
R1 |
601-7 |
601-7 |
588-5 |
597-6 |
PP |
593-5 |
593-5 |
593-5 |
591-5 |
S1 |
578-3 |
578-3 |
584-3 |
574-2 |
S2 |
570-1 |
570-1 |
582-2 |
|
S3 |
546-5 |
554-7 |
580-0 |
|
S4 |
523-1 |
531-3 |
573-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
609-0 |
571-4 |
37-4 |
6.4% |
12-6 |
2.2% |
37% |
False |
True |
20,544 |
10 |
609-0 |
571-4 |
37-4 |
6.4% |
10-7 |
1.9% |
37% |
False |
True |
86,175 |
20 |
665-0 |
571-4 |
93-4 |
16.0% |
12-1 |
2.1% |
15% |
False |
True |
145,785 |
40 |
665-0 |
571-4 |
93-4 |
16.0% |
13-5 |
2.3% |
15% |
False |
True |
157,176 |
60 |
742-6 |
571-4 |
171-2 |
29.3% |
14-2 |
2.4% |
8% |
False |
True |
163,971 |
80 |
777-0 |
571-4 |
205-4 |
35.1% |
14-0 |
2.4% |
7% |
False |
True |
162,840 |
100 |
777-0 |
571-4 |
205-4 |
35.1% |
14-1 |
2.4% |
7% |
False |
True |
164,083 |
120 |
777-0 |
571-4 |
205-4 |
35.1% |
14-5 |
2.5% |
7% |
False |
True |
160,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
647-5 |
2.618 |
624-0 |
1.618 |
609-4 |
1.000 |
600-4 |
0.618 |
595-0 |
HIGH |
586-0 |
0.618 |
580-4 |
0.500 |
578-6 |
0.382 |
577-0 |
LOW |
571-4 |
0.618 |
562-4 |
1.000 |
557-0 |
1.618 |
548-0 |
2.618 |
533-4 |
4.250 |
509-7 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
583-1 |
584-7 |
PP |
580-7 |
584-5 |
S1 |
578-6 |
584-2 |
|