CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
590-4 |
582-0 |
-8-4 |
-1.4% |
600-4 |
High |
591-6 |
583-4 |
-8-2 |
-1.4% |
602-0 |
Low |
578-4 |
576-4 |
-2-0 |
-0.3% |
560-0 |
Close |
580-6 |
579-0 |
-1-6 |
-0.3% |
594-2 |
Range |
13-2 |
7-0 |
-6-2 |
-47.2% |
42-0 |
ATR |
14-6 |
14-2 |
-0-4 |
-3.8% |
0-0 |
Volume |
141,231 |
131,225 |
-10,006 |
-7.1% |
702,503 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
600-5 |
596-7 |
582-7 |
|
R3 |
593-5 |
589-7 |
580-7 |
|
R2 |
586-5 |
586-5 |
580-2 |
|
R1 |
582-7 |
582-7 |
579-5 |
581-2 |
PP |
579-5 |
579-5 |
579-5 |
578-7 |
S1 |
575-7 |
575-7 |
578-3 |
574-2 |
S2 |
572-5 |
572-5 |
577-6 |
|
S3 |
565-5 |
568-7 |
577-1 |
|
S4 |
558-5 |
561-7 |
575-1 |
|
|
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 |
601-4 |
576-4 |
25-0 |
4.3% |
10-2 |
1.8% |
10% |
False |
True |
128,935 |
10 |
605-0 |
560-0 |
45-0 |
7.8% |
14-0 |
2.4% |
42% |
False |
False |
132,145 |
20 |
646-4 |
560-0 |
86-4 |
14.9% |
13-1 |
2.3% |
22% |
False |
False |
136,690 |
40 |
674-0 |
560-0 |
114-0 |
19.7% |
12-3 |
2.1% |
17% |
False |
False |
109,632 |
60 |
683-4 |
560-0 |
123-4 |
21.3% |
12-7 |
2.2% |
15% |
False |
False |
87,371 |
80 |
788-0 |
560-0 |
228-0 |
39.4% |
13-1 |
2.3% |
8% |
False |
False |
73,564 |
100 |
788-0 |
560-0 |
228-0 |
39.4% |
12-4 |
2.2% |
8% |
False |
False |
63,284 |
120 |
788-0 |
560-0 |
228-0 |
39.4% |
12-3 |
2.1% |
8% |
False |
False |
55,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
613-2 |
2.618 |
601-7 |
1.618 |
594-7 |
1.000 |
590-4 |
0.618 |
587-7 |
HIGH |
583-4 |
0.618 |
580-7 |
0.500 |
580-0 |
0.382 |
579-1 |
LOW |
576-4 |
0.618 |
572-1 |
1.000 |
569-4 |
1.618 |
565-1 |
2.618 |
558-1 |
4.250 |
546-6 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
580-0 |
589-0 |
PP |
579-5 |
585-5 |
S1 |
579-3 |
582-3 |
|