CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
581-4 |
595-6 |
14-2 |
2.5% |
586-4 |
High |
587-0 |
603-0 |
16-0 |
2.7% |
601-4 |
Low |
580-4 |
593-6 |
13-2 |
2.3% |
576-4 |
Close |
583-0 |
601-0 |
18-0 |
3.1% |
583-0 |
Range |
6-4 |
9-2 |
2-6 |
42.3% |
25-0 |
ATR |
13-6 |
14-2 |
0-4 |
3.2% |
0-0 |
Volume |
113,159 |
144,747 |
31,588 |
27.9% |
599,776 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-0 |
623-2 |
606-1 |
|
R3 |
617-6 |
614-0 |
603-4 |
|
R2 |
608-4 |
608-4 |
602-6 |
|
R1 |
604-6 |
604-6 |
601-7 |
606-5 |
PP |
599-2 |
599-2 |
599-2 |
600-2 |
S1 |
595-4 |
595-4 |
600-1 |
597-3 |
S2 |
590-0 |
590-0 |
599-2 |
|
S3 |
580-6 |
586-2 |
598-4 |
|
S4 |
571-4 |
577-0 |
595-7 |
|
|
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 |
603-0 |
576-4 |
26-4 |
4.4% |
9-1 |
1.5% |
92% |
True |
False |
125,925 |
10 |
603-0 |
560-0 |
43-0 |
7.2% |
13-2 |
2.2% |
95% |
True |
False |
132,041 |
20 |
615-2 |
560-0 |
55-2 |
9.2% |
11-7 |
2.0% |
74% |
False |
False |
137,871 |
40 |
674-0 |
560-0 |
114-0 |
19.0% |
12-0 |
2.0% |
36% |
False |
False |
113,657 |
60 |
677-4 |
560-0 |
117-4 |
19.6% |
12-4 |
2.1% |
35% |
False |
False |
90,735 |
80 |
788-0 |
560-0 |
228-0 |
37.9% |
13-1 |
2.2% |
18% |
False |
False |
76,111 |
100 |
788-0 |
560-0 |
228-0 |
37.9% |
12-3 |
2.1% |
18% |
False |
False |
65,609 |
120 |
788-0 |
560-0 |
228-0 |
37.9% |
12-2 |
2.0% |
18% |
False |
False |
57,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
642-2 |
2.618 |
627-2 |
1.618 |
618-0 |
1.000 |
612-2 |
0.618 |
608-6 |
HIGH |
603-0 |
0.618 |
599-4 |
0.500 |
598-3 |
0.382 |
597-2 |
LOW |
593-6 |
0.618 |
588-0 |
1.000 |
584-4 |
1.618 |
578-6 |
2.618 |
569-4 |
4.250 |
554-4 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
600-1 |
597-2 |
PP |
599-2 |
593-4 |
S1 |
598-3 |
589-6 |
|