CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
598-0 |
590-4 |
-7-4 |
-1.3% |
600-4 |
High |
601-4 |
591-6 |
-9-6 |
-1.6% |
602-0 |
Low |
591-6 |
578-4 |
-13-2 |
-2.2% |
560-0 |
Close |
594-4 |
580-6 |
-13-6 |
-2.3% |
594-2 |
Range |
9-6 |
13-2 |
3-4 |
35.9% |
42-0 |
ATR |
14-5 |
14-6 |
0-1 |
0.7% |
0-0 |
Volume |
99,267 |
141,231 |
41,964 |
42.3% |
702,503 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
623-3 |
615-3 |
588-0 |
|
R3 |
610-1 |
602-1 |
584-3 |
|
R2 |
596-7 |
596-7 |
583-1 |
|
R1 |
588-7 |
588-7 |
582-0 |
586-2 |
PP |
583-5 |
583-5 |
583-5 |
582-3 |
S1 |
575-5 |
575-5 |
579-4 |
573-0 |
S2 |
570-3 |
570-3 |
578-3 |
|
S3 |
557-1 |
562-3 |
577-1 |
|
S4 |
543-7 |
549-1 |
573-4 |
|
|
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 |
7.2% |
17-1 |
3.0% |
50% |
False |
False |
130,126 |
10 |
612-2 |
560-0 |
52-2 |
9.0% |
14-6 |
2.5% |
40% |
False |
False |
135,290 |
20 |
656-2 |
560-0 |
96-2 |
16.6% |
13-2 |
2.3% |
22% |
False |
False |
135,991 |
40 |
674-0 |
560-0 |
114-0 |
19.6% |
12-4 |
2.1% |
18% |
False |
False |
108,346 |
60 |
706-0 |
560-0 |
146-0 |
25.1% |
12-7 |
2.2% |
14% |
False |
False |
85,713 |
80 |
788-0 |
560-0 |
228-0 |
39.3% |
13-1 |
2.3% |
9% |
False |
False |
72,111 |
100 |
788-0 |
560-0 |
228-0 |
39.3% |
12-3 |
2.1% |
9% |
False |
False |
62,074 |
120 |
788-0 |
560-0 |
228-0 |
39.3% |
12-3 |
2.1% |
9% |
False |
False |
54,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
648-0 |
2.618 |
626-4 |
1.618 |
613-2 |
1.000 |
605-0 |
0.618 |
600-0 |
HIGH |
591-6 |
0.618 |
586-6 |
0.500 |
585-1 |
0.382 |
583-4 |
LOW |
578-4 |
0.618 |
570-2 |
1.000 |
565-2 |
1.618 |
557-0 |
2.618 |
543-6 |
4.250 |
522-2 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
585-1 |
590-0 |
PP |
583-5 |
586-7 |
S1 |
582-2 |
583-7 |
|