CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
582-0 |
581-4 |
-0-4 |
-0.1% |
586-4 |
High |
583-4 |
587-0 |
3-4 |
0.6% |
601-4 |
Low |
576-4 |
580-4 |
4-0 |
0.7% |
576-4 |
Close |
579-0 |
583-0 |
4-0 |
0.7% |
583-0 |
Range |
7-0 |
6-4 |
-0-4 |
-7.1% |
25-0 |
ATR |
14-2 |
13-6 |
-0-4 |
-3.1% |
0-0 |
Volume |
131,225 |
113,159 |
-18,066 |
-13.8% |
599,776 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
603-0 |
599-4 |
586-5 |
|
R3 |
596-4 |
593-0 |
584-6 |
|
R2 |
590-0 |
590-0 |
584-2 |
|
R1 |
586-4 |
586-4 |
583-5 |
588-2 |
PP |
583-4 |
583-4 |
583-4 |
584-3 |
S1 |
580-0 |
580-0 |
582-3 |
581-6 |
S2 |
577-0 |
577-0 |
581-6 |
|
S3 |
570-4 |
573-4 |
581-2 |
|
S4 |
564-0 |
567-0 |
579-3 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-0 |
647-4 |
596-6 |
|
R3 |
637-0 |
622-4 |
589-7 |
|
R2 |
612-0 |
612-0 |
587-5 |
|
R1 |
597-4 |
597-4 |
585-2 |
592-2 |
PP |
587-0 |
587-0 |
587-0 |
584-3 |
S1 |
572-4 |
572-4 |
580-6 |
567-2 |
S2 |
562-0 |
562-0 |
578-3 |
|
S3 |
537-0 |
547-4 |
576-1 |
|
S4 |
512-0 |
522-4 |
569-2 |
|
|
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% |
9-5 |
1.6% |
26% |
False |
False |
119,955 |
10 |
602-0 |
560-0 |
42-0 |
7.2% |
13-4 |
2.3% |
55% |
False |
False |
130,227 |
20 |
622-6 |
560-0 |
62-6 |
10.8% |
12-1 |
2.1% |
37% |
False |
False |
136,904 |
40 |
674-0 |
560-0 |
114-0 |
19.6% |
12-2 |
2.1% |
20% |
False |
False |
111,167 |
60 |
677-4 |
560-0 |
117-4 |
20.2% |
12-5 |
2.2% |
20% |
False |
False |
88,859 |
80 |
788-0 |
560-0 |
228-0 |
39.1% |
13-1 |
2.2% |
10% |
False |
False |
74,585 |
100 |
788-0 |
560-0 |
228-0 |
39.1% |
12-3 |
2.1% |
10% |
False |
False |
64,326 |
120 |
788-0 |
560-0 |
228-0 |
39.1% |
12-2 |
2.1% |
10% |
False |
False |
56,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
614-5 |
2.618 |
604-0 |
1.618 |
597-4 |
1.000 |
593-4 |
0.618 |
591-0 |
HIGH |
587-0 |
0.618 |
584-4 |
0.500 |
583-6 |
0.382 |
583-0 |
LOW |
580-4 |
0.618 |
576-4 |
1.000 |
574-0 |
1.618 |
570-0 |
2.618 |
563-4 |
4.250 |
552-7 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
583-6 |
584-1 |
PP |
583-4 |
583-6 |
S1 |
583-2 |
583-3 |
|