CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
594-4 |
586-4 |
-8-0 |
-1.3% |
600-6 |
High |
595-4 |
601-6 |
6-2 |
1.0% |
615-2 |
Low |
588-4 |
560-0 |
-28-4 |
-4.8% |
594-0 |
Close |
592-6 |
600-2 |
7-4 |
1.3% |
595-2 |
Range |
7-0 |
41-6 |
34-6 |
496.4% |
21-2 |
ATR |
13-3 |
15-3 |
2-0 |
15.3% |
0-0 |
Volume |
109,754 |
137,179 |
27,425 |
25.0% |
785,552 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712-5 |
698-1 |
623-2 |
|
R3 |
670-7 |
656-3 |
611-6 |
|
R2 |
629-1 |
629-1 |
607-7 |
|
R1 |
614-5 |
614-5 |
604-1 |
621-7 |
PP |
587-3 |
587-3 |
587-3 |
591-0 |
S1 |
572-7 |
572-7 |
596-3 |
580-1 |
S2 |
545-5 |
545-5 |
592-5 |
|
S3 |
503-7 |
531-1 |
588-6 |
|
S4 |
462-1 |
489-3 |
577-2 |
|
|
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 |
605-0 |
560-0 |
45-0 |
7.5% |
17-6 |
3.0% |
89% |
False |
True |
135,354 |
10 |
615-2 |
560-0 |
55-2 |
9.2% |
15-0 |
2.5% |
73% |
False |
True |
148,259 |
20 |
668-4 |
560-0 |
108-4 |
18.1% |
13-4 |
2.3% |
37% |
False |
True |
138,792 |
40 |
674-0 |
560-0 |
114-0 |
19.0% |
12-3 |
2.1% |
35% |
False |
True |
100,128 |
60 |
733-4 |
560-0 |
173-4 |
28.9% |
13-1 |
2.2% |
23% |
False |
True |
79,787 |
80 |
788-0 |
560-0 |
228-0 |
38.0% |
12-7 |
2.1% |
18% |
False |
True |
66,684 |
100 |
788-0 |
560-0 |
228-0 |
38.0% |
12-3 |
2.1% |
18% |
False |
True |
57,612 |
120 |
788-0 |
560-0 |
228-0 |
38.0% |
12-5 |
2.1% |
18% |
False |
True |
50,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
779-2 |
2.618 |
711-0 |
1.618 |
669-2 |
1.000 |
643-4 |
0.618 |
627-4 |
HIGH |
601-6 |
0.618 |
585-6 |
0.500 |
580-7 |
0.382 |
576-0 |
LOW |
560-0 |
0.618 |
534-2 |
1.000 |
518-2 |
1.618 |
492-4 |
2.618 |
450-6 |
4.250 |
382-4 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
593-6 |
593-6 |
PP |
587-3 |
587-3 |
S1 |
580-7 |
580-7 |
|