CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
582-4 |
594-4 |
12-0 |
2.1% |
600-6 |
High |
597-0 |
595-4 |
-1-4 |
-0.3% |
615-2 |
Low |
580-4 |
588-4 |
8-0 |
1.4% |
594-0 |
Close |
596-4 |
592-6 |
-3-6 |
-0.6% |
595-2 |
Range |
16-4 |
7-0 |
-9-4 |
-57.6% |
21-2 |
ATR |
13-6 |
13-3 |
-0-3 |
-3.0% |
0-0 |
Volume |
170,899 |
109,754 |
-61,145 |
-35.8% |
785,552 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
613-2 |
610-0 |
596-5 |
|
R3 |
606-2 |
603-0 |
594-5 |
|
R2 |
599-2 |
599-2 |
594-0 |
|
R1 |
596-0 |
596-0 |
593-3 |
594-1 |
PP |
592-2 |
592-2 |
592-2 |
591-2 |
S1 |
589-0 |
589-0 |
592-1 |
587-1 |
S2 |
585-2 |
585-2 |
591-4 |
|
S3 |
578-2 |
582-0 |
590-7 |
|
S4 |
571-2 |
575-0 |
588-7 |
|
|
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 |
612-2 |
580-4 |
31-6 |
5.4% |
12-3 |
2.1% |
39% |
False |
False |
140,453 |
10 |
615-2 |
580-4 |
34-6 |
5.9% |
11-5 |
2.0% |
35% |
False |
False |
147,498 |
20 |
668-4 |
580-4 |
88-0 |
14.8% |
12-0 |
2.0% |
14% |
False |
False |
138,436 |
40 |
674-0 |
580-4 |
93-4 |
15.8% |
11-6 |
2.0% |
13% |
False |
False |
98,076 |
60 |
740-0 |
580-4 |
159-4 |
26.9% |
12-4 |
2.1% |
8% |
False |
False |
78,276 |
80 |
788-0 |
580-4 |
207-4 |
35.0% |
12-4 |
2.1% |
6% |
False |
False |
65,111 |
100 |
788-0 |
580-4 |
207-4 |
35.0% |
12-1 |
2.0% |
6% |
False |
False |
56,368 |
120 |
788-0 |
580-4 |
207-4 |
35.0% |
12-3 |
2.1% |
6% |
False |
False |
49,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
625-2 |
2.618 |
613-7 |
1.618 |
606-7 |
1.000 |
602-4 |
0.618 |
599-7 |
HIGH |
595-4 |
0.618 |
592-7 |
0.500 |
592-0 |
0.382 |
591-1 |
LOW |
588-4 |
0.618 |
584-1 |
1.000 |
581-4 |
1.618 |
577-1 |
2.618 |
570-1 |
4.250 |
558-6 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
592-4 |
592-2 |
PP |
592-2 |
591-6 |
S1 |
592-0 |
591-2 |
|