CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
586-4 |
598-0 |
11-4 |
2.0% |
600-4 |
| High |
597-0 |
601-4 |
4-4 |
0.8% |
602-0 |
| Low |
585-4 |
591-6 |
6-2 |
1.1% |
560-0 |
| Close |
594-0 |
594-4 |
0-4 |
0.1% |
594-2 |
| Range |
11-4 |
9-6 |
-1-6 |
-15.2% |
42-0 |
| ATR |
15-0 |
14-5 |
-0-3 |
-2.5% |
0-0 |
| Volume |
114,894 |
99,267 |
-15,627 |
-13.6% |
702,503 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625-1 |
619-5 |
599-7 |
|
| R3 |
615-3 |
609-7 |
597-1 |
|
| R2 |
605-5 |
605-5 |
596-2 |
|
| R1 |
600-1 |
600-1 |
595-3 |
598-0 |
| PP |
595-7 |
595-7 |
595-7 |
594-7 |
| S1 |
590-3 |
590-3 |
593-5 |
588-2 |
| S2 |
586-1 |
586-1 |
592-6 |
|
| S3 |
576-3 |
580-5 |
591-7 |
|
| S4 |
566-5 |
570-7 |
589-1 |
|
|
| 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 |
601-6 |
560-0 |
41-6 |
7.0% |
15-7 |
2.7% |
83% |
False |
False |
123,831 |
| 10 |
615-2 |
560-0 |
55-2 |
9.3% |
14-5 |
2.5% |
62% |
False |
False |
142,232 |
| 20 |
656-2 |
560-0 |
96-2 |
16.2% |
13-3 |
2.2% |
36% |
False |
False |
135,354 |
| 40 |
674-0 |
560-0 |
114-0 |
19.2% |
12-3 |
2.1% |
30% |
False |
False |
105,792 |
| 60 |
714-4 |
560-0 |
154-4 |
26.0% |
12-7 |
2.2% |
22% |
False |
False |
84,182 |
| 80 |
788-0 |
560-0 |
228-0 |
38.4% |
13-0 |
2.2% |
15% |
False |
False |
70,520 |
| 100 |
788-0 |
560-0 |
228-0 |
38.4% |
12-3 |
2.1% |
15% |
False |
False |
60,779 |
| 120 |
788-0 |
560-0 |
228-0 |
38.4% |
12-3 |
2.1% |
15% |
False |
False |
53,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
643-0 |
|
2.618 |
627-0 |
|
1.618 |
617-2 |
|
1.000 |
611-2 |
|
0.618 |
607-4 |
|
HIGH |
601-4 |
|
0.618 |
597-6 |
|
0.500 |
596-5 |
|
0.382 |
595-4 |
|
LOW |
591-6 |
|
0.618 |
585-6 |
|
1.000 |
582-0 |
|
1.618 |
576-0 |
|
2.618 |
566-2 |
|
4.250 |
550-2 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
596-5 |
594-1 |
| PP |
595-7 |
593-7 |
| S1 |
595-2 |
593-4 |
|