CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
584-0 |
584-0 |
0-0 |
0.0% |
591-6 |
High |
591-4 |
585-4 |
-6-0 |
-1.0% |
592-0 |
Low |
584-0 |
578-0 |
-6-0 |
-1.0% |
571-4 |
Close |
590-0 |
585-4 |
-4-4 |
-0.8% |
585-4 |
Range |
7-4 |
7-4 |
0-0 |
0.0% |
20-4 |
ATR |
13-1 |
13-0 |
-0-1 |
-0.6% |
0-0 |
Volume |
2,933 |
2,711 |
-222 |
-7.6% |
27,635 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
605-4 |
603-0 |
589-5 |
|
R3 |
598-0 |
595-4 |
587-4 |
|
R2 |
590-4 |
590-4 |
586-7 |
|
R1 |
588-0 |
588-0 |
586-2 |
589-2 |
PP |
583-0 |
583-0 |
583-0 |
583-5 |
S1 |
580-4 |
580-4 |
584-6 |
581-6 |
S2 |
575-4 |
575-4 |
584-1 |
|
S3 |
568-0 |
573-0 |
583-4 |
|
S4 |
560-4 |
565-4 |
581-3 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
644-4 |
635-4 |
596-6 |
|
R3 |
624-0 |
615-0 |
591-1 |
|
R2 |
603-4 |
603-4 |
589-2 |
|
R1 |
594-4 |
594-4 |
587-3 |
588-6 |
PP |
583-0 |
583-0 |
583-0 |
580-1 |
S1 |
574-0 |
574-0 |
583-5 |
568-2 |
S2 |
562-4 |
562-4 |
581-6 |
|
S3 |
542-0 |
553-4 |
579-7 |
|
S4 |
521-4 |
533-0 |
574-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
592-0 |
571-4 |
20-4 |
3.5% |
9-3 |
1.6% |
68% |
False |
False |
5,527 |
10 |
609-0 |
571-4 |
37-4 |
6.4% |
10-3 |
1.8% |
37% |
False |
False |
44,984 |
20 |
648-0 |
571-4 |
76-4 |
13.1% |
11-0 |
1.9% |
18% |
False |
False |
106,292 |
40 |
665-0 |
571-4 |
93-4 |
16.0% |
12-3 |
2.1% |
15% |
False |
False |
141,987 |
60 |
705-4 |
571-4 |
134-0 |
22.9% |
13-5 |
2.3% |
10% |
False |
False |
154,562 |
80 |
777-0 |
571-4 |
205-4 |
35.1% |
13-7 |
2.4% |
7% |
False |
False |
157,143 |
100 |
777-0 |
571-4 |
205-4 |
35.1% |
13-7 |
2.4% |
7% |
False |
False |
159,460 |
120 |
777-0 |
571-4 |
205-4 |
35.1% |
14-4 |
2.5% |
7% |
False |
False |
158,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
617-3 |
2.618 |
605-1 |
1.618 |
597-5 |
1.000 |
593-0 |
0.618 |
590-1 |
HIGH |
585-4 |
0.618 |
582-5 |
0.500 |
581-6 |
0.382 |
580-7 |
LOW |
578-0 |
0.618 |
573-3 |
1.000 |
570-4 |
1.618 |
565-7 |
2.618 |
558-3 |
4.250 |
546-1 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
584-2 |
585-2 |
PP |
583-0 |
585-0 |
S1 |
581-6 |
584-6 |
|