CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
600-4 |
582-4 |
-18-0 |
-3.0% |
600-6 |
High |
602-0 |
597-0 |
-5-0 |
-0.8% |
615-2 |
Low |
589-4 |
580-4 |
-9-0 |
-1.5% |
594-0 |
Close |
591-0 |
596-4 |
5-4 |
0.9% |
595-2 |
Range |
12-4 |
16-4 |
4-0 |
32.0% |
21-2 |
ATR |
13-4 |
13-6 |
0-2 |
1.6% |
0-0 |
Volume |
126,609 |
170,899 |
44,290 |
35.0% |
785,552 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
640-7 |
635-1 |
605-5 |
|
R3 |
624-3 |
618-5 |
601-0 |
|
R2 |
607-7 |
607-7 |
599-4 |
|
R1 |
602-1 |
602-1 |
598-0 |
605-0 |
PP |
591-3 |
591-3 |
591-3 |
592-6 |
S1 |
585-5 |
585-5 |
595-0 |
588-4 |
S2 |
574-7 |
574-7 |
593-4 |
|
S3 |
558-3 |
569-1 |
592-0 |
|
S4 |
541-7 |
552-5 |
587-3 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-2 |
651-4 |
607-0 |
|
R3 |
644-0 |
630-2 |
601-1 |
|
R2 |
622-6 |
622-6 |
599-1 |
|
R1 |
609-0 |
609-0 |
597-2 |
605-2 |
PP |
601-4 |
601-4 |
601-4 |
599-5 |
S1 |
587-6 |
587-6 |
593-2 |
584-0 |
S2 |
580-2 |
580-2 |
591-3 |
|
S3 |
559-0 |
566-4 |
589-3 |
|
S4 |
537-6 |
545-2 |
583-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
615-2 |
580-4 |
34-6 |
5.8% |
13-3 |
2.2% |
46% |
False |
True |
160,633 |
10 |
615-2 |
580-4 |
34-6 |
5.8% |
11-4 |
1.9% |
46% |
False |
True |
147,971 |
20 |
674-0 |
580-4 |
93-4 |
15.7% |
12-0 |
2.0% |
17% |
False |
True |
138,621 |
40 |
674-0 |
580-4 |
93-4 |
15.7% |
12-4 |
2.1% |
17% |
False |
True |
96,364 |
60 |
754-0 |
580-4 |
173-4 |
29.1% |
12-6 |
2.1% |
9% |
False |
True |
77,081 |
80 |
788-0 |
580-4 |
207-4 |
34.8% |
12-4 |
2.1% |
8% |
False |
True |
64,142 |
100 |
788-0 |
580-4 |
207-4 |
34.8% |
12-1 |
2.0% |
8% |
False |
True |
55,431 |
120 |
788-0 |
580-4 |
207-4 |
34.8% |
12-3 |
2.1% |
8% |
False |
True |
48,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
667-1 |
2.618 |
640-2 |
1.618 |
623-6 |
1.000 |
613-4 |
0.618 |
607-2 |
HIGH |
597-0 |
0.618 |
590-6 |
0.500 |
588-6 |
0.382 |
586-6 |
LOW |
580-4 |
0.618 |
570-2 |
1.000 |
564-0 |
1.618 |
553-6 |
2.618 |
537-2 |
4.250 |
510-3 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
593-7 |
595-2 |
PP |
591-3 |
594-0 |
S1 |
588-6 |
592-6 |
|