CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
572-0 |
584-4 |
12-4 |
2.2% |
594-0 |
High |
586-0 |
584-4 |
-1-4 |
-0.3% |
609-0 |
Low |
571-4 |
579-0 |
7-4 |
1.3% |
585-4 |
Close |
585-2 |
582-2 |
-3-0 |
-0.5% |
586-4 |
Range |
14-4 |
5-4 |
-9-0 |
-62.1% |
23-4 |
ATR |
14-0 |
13-4 |
-0-4 |
-4.0% |
0-0 |
Volume |
8,514 |
4,049 |
-4,465 |
-52.4% |
422,207 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
598-3 |
595-7 |
585-2 |
|
R3 |
592-7 |
590-3 |
583-6 |
|
R2 |
587-3 |
587-3 |
583-2 |
|
R1 |
584-7 |
584-7 |
582-6 |
583-3 |
PP |
581-7 |
581-7 |
581-7 |
581-2 |
S1 |
579-3 |
579-3 |
581-6 |
577-7 |
S2 |
576-3 |
576-3 |
581-2 |
|
S3 |
570-7 |
573-7 |
580-6 |
|
S4 |
565-3 |
568-3 |
579-2 |
|
|
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 |
606-0 |
571-4 |
34-4 |
5.9% |
11-5 |
2.0% |
31% |
False |
False |
11,631 |
10 |
609-0 |
571-4 |
37-4 |
6.4% |
11-0 |
1.9% |
29% |
False |
False |
69,550 |
20 |
665-0 |
571-4 |
93-4 |
16.1% |
12-0 |
2.1% |
11% |
False |
False |
134,376 |
40 |
665-0 |
571-4 |
93-4 |
16.1% |
12-7 |
2.2% |
11% |
False |
False |
151,434 |
60 |
728-2 |
571-4 |
156-6 |
26.9% |
13-7 |
2.4% |
7% |
False |
False |
160,233 |
80 |
777-0 |
571-4 |
205-4 |
35.3% |
14-0 |
2.4% |
5% |
False |
False |
160,520 |
100 |
777-0 |
571-4 |
205-4 |
35.3% |
14-0 |
2.4% |
5% |
False |
False |
162,396 |
120 |
777-0 |
571-4 |
205-4 |
35.3% |
14-4 |
2.5% |
5% |
False |
False |
159,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
607-7 |
2.618 |
598-7 |
1.618 |
593-3 |
1.000 |
590-0 |
0.618 |
587-7 |
HIGH |
584-4 |
0.618 |
582-3 |
0.500 |
581-6 |
0.382 |
581-1 |
LOW |
579-0 |
0.618 |
575-5 |
1.000 |
573-4 |
1.618 |
570-1 |
2.618 |
564-5 |
4.250 |
555-5 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
582-1 |
582-1 |
PP |
581-7 |
581-7 |
S1 |
581-6 |
581-6 |
|