CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
584-4 |
584-0 |
-0-4 |
-0.1% |
594-0 |
High |
584-4 |
591-4 |
7-0 |
1.2% |
609-0 |
Low |
579-0 |
584-0 |
5-0 |
0.9% |
585-4 |
Close |
582-2 |
590-0 |
7-6 |
1.3% |
586-4 |
Range |
5-4 |
7-4 |
2-0 |
36.4% |
23-4 |
ATR |
13-4 |
13-1 |
-0-2 |
-2.2% |
0-0 |
Volume |
4,049 |
2,933 |
-1,116 |
-27.6% |
422,207 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
611-0 |
608-0 |
594-1 |
|
R3 |
603-4 |
600-4 |
592-0 |
|
R2 |
596-0 |
596-0 |
591-3 |
|
R1 |
593-0 |
593-0 |
590-6 |
594-4 |
PP |
588-4 |
588-4 |
588-4 |
589-2 |
S1 |
585-4 |
585-4 |
589-2 |
587-0 |
S2 |
581-0 |
581-0 |
588-5 |
|
S3 |
573-4 |
578-0 |
588-0 |
|
S4 |
566-0 |
570-4 |
585-7 |
|
|
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 |
597-0 |
571-4 |
25-4 |
4.3% |
10-1 |
1.7% |
73% |
False |
False |
8,229 |
10 |
609-0 |
571-4 |
37-4 |
6.4% |
11-0 |
1.9% |
49% |
False |
False |
54,209 |
20 |
660-0 |
571-4 |
88-4 |
15.0% |
11-4 |
1.9% |
21% |
False |
False |
118,009 |
40 |
665-0 |
571-4 |
93-4 |
15.8% |
12-5 |
2.1% |
20% |
False |
False |
146,286 |
60 |
720-4 |
571-4 |
149-0 |
25.3% |
13-6 |
2.3% |
12% |
False |
False |
157,821 |
80 |
777-0 |
571-4 |
205-4 |
34.8% |
14-0 |
2.4% |
9% |
False |
False |
159,159 |
100 |
777-0 |
571-4 |
205-4 |
34.8% |
14-0 |
2.4% |
9% |
False |
False |
161,168 |
120 |
777-0 |
571-4 |
205-4 |
34.8% |
14-4 |
2.5% |
9% |
False |
False |
158,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
623-3 |
2.618 |
611-1 |
1.618 |
603-5 |
1.000 |
599-0 |
0.618 |
596-1 |
HIGH |
591-4 |
0.618 |
588-5 |
0.500 |
587-6 |
0.382 |
586-7 |
LOW |
584-0 |
0.618 |
579-3 |
1.000 |
576-4 |
1.618 |
571-7 |
2.618 |
564-3 |
4.250 |
552-1 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
589-2 |
587-1 |
PP |
588-4 |
584-3 |
S1 |
587-6 |
581-4 |
|