CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
586-4 |
593-4 |
7-0 |
1.2% |
600-4 |
| High |
601-6 |
595-0 |
-6-6 |
-1.1% |
602-0 |
| Low |
560-0 |
585-4 |
25-4 |
4.6% |
560-0 |
| Close |
600-2 |
594-2 |
-6-0 |
-1.0% |
594-2 |
| Range |
41-6 |
9-4 |
-32-2 |
-77.2% |
42-0 |
| ATR |
15-3 |
15-2 |
0-0 |
-0.3% |
0-0 |
| Volume |
137,179 |
158,062 |
20,883 |
15.2% |
702,503 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
620-1 |
616-5 |
599-4 |
|
| R3 |
610-5 |
607-1 |
596-7 |
|
| R2 |
601-1 |
601-1 |
596-0 |
|
| R1 |
597-5 |
597-5 |
595-1 |
599-3 |
| PP |
591-5 |
591-5 |
591-5 |
592-4 |
| S1 |
588-1 |
588-1 |
593-3 |
589-7 |
| S2 |
582-1 |
582-1 |
592-4 |
|
| S3 |
572-5 |
578-5 |
591-5 |
|
| S4 |
563-1 |
569-1 |
589-0 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-3 |
694-7 |
617-3 |
|
| R3 |
669-3 |
652-7 |
605-6 |
|
| R2 |
627-3 |
627-3 |
602-0 |
|
| R1 |
610-7 |
610-7 |
598-1 |
598-1 |
| PP |
585-3 |
585-3 |
585-3 |
579-0 |
| S1 |
568-7 |
568-7 |
590-3 |
556-1 |
| S2 |
543-3 |
543-3 |
586-4 |
|
| S3 |
501-3 |
526-7 |
582-6 |
|
| S4 |
459-3 |
484-7 |
571-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
602-0 |
560-0 |
42-0 |
7.1% |
17-4 |
2.9% |
82% |
False |
False |
140,500 |
| 10 |
615-2 |
560-0 |
55-2 |
9.3% |
14-5 |
2.5% |
62% |
False |
False |
148,805 |
| 20 |
657-4 |
560-0 |
97-4 |
16.4% |
13-3 |
2.2% |
35% |
False |
False |
137,235 |
| 40 |
674-0 |
560-0 |
114-0 |
19.2% |
12-2 |
2.1% |
30% |
False |
False |
102,679 |
| 60 |
718-0 |
560-0 |
158-0 |
26.6% |
13-0 |
2.2% |
22% |
False |
False |
81,900 |
| 80 |
788-0 |
560-0 |
228-0 |
38.4% |
12-7 |
2.2% |
15% |
False |
False |
68,260 |
| 100 |
788-0 |
560-0 |
228-0 |
38.4% |
12-3 |
2.1% |
15% |
False |
False |
58,992 |
| 120 |
788-0 |
560-0 |
228-0 |
38.4% |
12-5 |
2.1% |
15% |
False |
False |
51,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
635-3 |
|
2.618 |
619-7 |
|
1.618 |
610-3 |
|
1.000 |
604-4 |
|
0.618 |
600-7 |
|
HIGH |
595-0 |
|
0.618 |
591-3 |
|
0.500 |
590-2 |
|
0.382 |
589-1 |
|
LOW |
585-4 |
|
0.618 |
579-5 |
|
1.000 |
576-0 |
|
1.618 |
570-1 |
|
2.618 |
560-5 |
|
4.250 |
545-1 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
592-7 |
589-6 |
| PP |
591-5 |
585-3 |
| S1 |
590-2 |
580-7 |
|