CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
584-0 |
576-4 |
-7-4 |
-1.3% |
591-6 |
High |
585-4 |
586-4 |
1-0 |
0.2% |
592-0 |
Low |
578-0 |
576-4 |
-1-4 |
-0.3% |
571-4 |
Close |
585-4 |
585-4 |
0-0 |
0.0% |
585-4 |
Range |
7-4 |
10-0 |
2-4 |
33.3% |
20-4 |
ATR |
13-0 |
12-7 |
-0-2 |
-1.7% |
0-0 |
Volume |
2,711 |
2,449 |
-262 |
-9.7% |
27,635 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
612-7 |
609-1 |
591-0 |
|
R3 |
602-7 |
599-1 |
588-2 |
|
R2 |
592-7 |
592-7 |
587-3 |
|
R1 |
589-1 |
589-1 |
586-3 |
591-0 |
PP |
582-7 |
582-7 |
582-7 |
583-6 |
S1 |
579-1 |
579-1 |
584-5 |
581-0 |
S2 |
572-7 |
572-7 |
583-5 |
|
S3 |
562-7 |
569-1 |
582-6 |
|
S4 |
552-7 |
559-1 |
580-0 |
|
|
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 |
591-4 |
571-4 |
20-0 |
3.4% |
9-0 |
1.5% |
70% |
False |
False |
4,131 |
10 |
609-0 |
571-4 |
37-4 |
6.4% |
10-5 |
1.8% |
37% |
False |
False |
28,065 |
20 |
647-4 |
571-4 |
76-0 |
13.0% |
11-0 |
1.9% |
18% |
False |
False |
96,992 |
40 |
665-0 |
571-4 |
93-4 |
16.0% |
12-2 |
2.1% |
15% |
False |
False |
137,828 |
60 |
703-0 |
571-4 |
131-4 |
22.5% |
13-4 |
2.3% |
11% |
False |
False |
151,705 |
80 |
777-0 |
571-4 |
205-4 |
35.1% |
14-0 |
2.4% |
7% |
False |
False |
155,511 |
100 |
777-0 |
571-4 |
205-4 |
35.1% |
13-7 |
2.4% |
7% |
False |
False |
158,081 |
120 |
777-0 |
571-4 |
205-4 |
35.1% |
14-3 |
2.5% |
7% |
False |
False |
157,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
629-0 |
2.618 |
612-5 |
1.618 |
602-5 |
1.000 |
596-4 |
0.618 |
592-5 |
HIGH |
586-4 |
0.618 |
582-5 |
0.500 |
581-4 |
0.382 |
580-3 |
LOW |
576-4 |
0.618 |
570-3 |
1.000 |
566-4 |
1.618 |
560-3 |
2.618 |
550-3 |
4.250 |
534-0 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
584-1 |
585-0 |
PP |
582-7 |
584-4 |
S1 |
581-4 |
584-0 |
|