CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
576-4 |
590-4 |
14-0 |
2.4% |
591-6 |
High |
586-4 |
591-0 |
4-4 |
0.8% |
592-0 |
Low |
576-4 |
584-4 |
8-0 |
1.4% |
571-4 |
Close |
585-4 |
588-4 |
3-0 |
0.5% |
585-4 |
Range |
10-0 |
6-4 |
-3-4 |
-35.0% |
20-4 |
ATR |
12-7 |
12-3 |
-0-4 |
-3.5% |
0-0 |
Volume |
2,449 |
2,638 |
189 |
7.7% |
27,635 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
607-4 |
604-4 |
592-1 |
|
R3 |
601-0 |
598-0 |
590-2 |
|
R2 |
594-4 |
594-4 |
589-6 |
|
R1 |
591-4 |
591-4 |
589-1 |
589-6 |
PP |
588-0 |
588-0 |
588-0 |
587-1 |
S1 |
585-0 |
585-0 |
587-7 |
583-2 |
S2 |
581-4 |
581-4 |
587-2 |
|
S3 |
575-0 |
578-4 |
586-6 |
|
S4 |
568-4 |
572-0 |
584-7 |
|
|
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 |
576-4 |
15-0 |
2.5% |
7-3 |
1.3% |
80% |
False |
False |
2,956 |
10 |
609-0 |
571-4 |
37-4 |
6.4% |
10-1 |
1.7% |
45% |
False |
False |
11,750 |
20 |
647-4 |
571-4 |
76-0 |
12.9% |
10-7 |
1.8% |
22% |
False |
False |
87,759 |
40 |
665-0 |
571-4 |
93-4 |
15.9% |
12-2 |
2.1% |
18% |
False |
False |
134,603 |
60 |
703-0 |
571-4 |
131-4 |
22.3% |
13-3 |
2.3% |
13% |
False |
False |
148,488 |
80 |
777-0 |
571-4 |
205-4 |
34.9% |
13-7 |
2.4% |
8% |
False |
False |
153,820 |
100 |
777-0 |
571-4 |
205-4 |
34.9% |
13-6 |
2.3% |
8% |
False |
False |
156,663 |
120 |
777-0 |
571-4 |
205-4 |
34.9% |
14-1 |
2.4% |
8% |
False |
False |
155,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
618-5 |
2.618 |
608-0 |
1.618 |
601-4 |
1.000 |
597-4 |
0.618 |
595-0 |
HIGH |
591-0 |
0.618 |
588-4 |
0.500 |
587-6 |
0.382 |
587-0 |
LOW |
584-4 |
0.618 |
580-4 |
1.000 |
578-0 |
1.618 |
574-0 |
2.618 |
567-4 |
4.250 |
556-7 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
588-2 |
586-7 |
PP |
588-0 |
585-3 |
S1 |
587-6 |
583-6 |
|