CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
590-4 |
583-0 |
-7-4 |
-1.3% |
591-6 |
High |
591-0 |
583-6 |
-7-2 |
-1.2% |
592-0 |
Low |
584-4 |
579-0 |
-5-4 |
-0.9% |
571-4 |
Close |
588-4 |
580-0 |
-8-4 |
-1.4% |
585-4 |
Range |
6-4 |
4-6 |
-1-6 |
-26.9% |
20-4 |
ATR |
12-3 |
12-1 |
-0-2 |
-1.7% |
0-0 |
Volume |
2,638 |
481 |
-2,157 |
-81.8% |
27,635 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
595-1 |
592-3 |
582-5 |
|
R3 |
590-3 |
587-5 |
581-2 |
|
R2 |
585-5 |
585-5 |
580-7 |
|
R1 |
582-7 |
582-7 |
580-3 |
581-7 |
PP |
580-7 |
580-7 |
580-7 |
580-4 |
S1 |
578-1 |
578-1 |
579-5 |
577-1 |
S2 |
576-1 |
576-1 |
579-1 |
|
S3 |
571-3 |
573-3 |
578-6 |
|
S4 |
566-5 |
568-5 |
577-3 |
|
|
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 |
591-4 |
576-4 |
15-0 |
2.6% |
7-2 |
1.3% |
23% |
False |
False |
2,242 |
10 |
606-0 |
571-4 |
34-4 |
5.9% |
9-4 |
1.6% |
25% |
False |
False |
6,936 |
20 |
647-4 |
571-4 |
76-0 |
13.1% |
10-3 |
1.8% |
11% |
False |
False |
78,330 |
40 |
665-0 |
571-4 |
93-4 |
16.1% |
12-0 |
2.1% |
9% |
False |
False |
130,098 |
60 |
697-0 |
571-4 |
125-4 |
21.6% |
13-2 |
2.3% |
7% |
False |
False |
146,057 |
80 |
777-0 |
571-4 |
205-4 |
35.4% |
13-7 |
2.4% |
4% |
False |
False |
152,227 |
100 |
777-0 |
571-4 |
205-4 |
35.4% |
13-5 |
2.4% |
4% |
False |
False |
155,432 |
120 |
777-0 |
571-4 |
205-4 |
35.4% |
14-0 |
2.4% |
4% |
False |
False |
153,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
604-0 |
2.618 |
596-1 |
1.618 |
591-3 |
1.000 |
588-4 |
0.618 |
586-5 |
HIGH |
583-6 |
0.618 |
581-7 |
0.500 |
581-3 |
0.382 |
580-7 |
LOW |
579-0 |
0.618 |
576-1 |
1.000 |
574-2 |
1.618 |
571-3 |
2.618 |
566-5 |
4.250 |
558-6 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
581-3 |
583-6 |
PP |
580-7 |
582-4 |
S1 |
580-4 |
581-2 |
|