CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
602-0 |
617-4 |
15-4 |
2.6% |
586-4 |
High |
618-0 |
625-0 |
7-0 |
1.1% |
601-4 |
Low |
601-6 |
616-0 |
14-2 |
2.4% |
576-4 |
Close |
616-4 |
617-4 |
1-0 |
0.2% |
583-0 |
Range |
16-2 |
9-0 |
-7-2 |
-44.6% |
25-0 |
ATR |
13-7 |
13-4 |
-0-3 |
-2.5% |
0-0 |
Volume |
117,731 |
121,686 |
3,955 |
3.4% |
599,776 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
646-4 |
641-0 |
622-4 |
|
R3 |
637-4 |
632-0 |
620-0 |
|
R2 |
628-4 |
628-4 |
619-1 |
|
R1 |
623-0 |
623-0 |
618-3 |
622-0 |
PP |
619-4 |
619-4 |
619-4 |
619-0 |
S1 |
614-0 |
614-0 |
616-5 |
613-0 |
S2 |
610-4 |
610-4 |
615-7 |
|
S3 |
601-4 |
605-0 |
615-0 |
|
S4 |
592-4 |
596-0 |
612-4 |
|
|
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 |
625-0 |
580-4 |
44-4 |
7.2% |
9-5 |
1.6% |
83% |
True |
False |
121,229 |
10 |
625-0 |
576-4 |
48-4 |
7.9% |
9-7 |
1.6% |
85% |
True |
False |
125,082 |
20 |
625-0 |
560-0 |
65-0 |
10.5% |
12-4 |
2.0% |
88% |
True |
False |
136,670 |
40 |
674-0 |
560-0 |
114-0 |
18.5% |
12-1 |
2.0% |
50% |
False |
False |
119,165 |
60 |
674-0 |
560-0 |
114-0 |
18.5% |
12-2 |
2.0% |
50% |
False |
False |
94,718 |
80 |
786-0 |
560-0 |
226-0 |
36.6% |
12-7 |
2.1% |
25% |
False |
False |
79,476 |
100 |
788-0 |
560-0 |
228-0 |
36.9% |
12-2 |
2.0% |
25% |
False |
False |
68,632 |
120 |
788-0 |
560-0 |
228-0 |
36.9% |
12-2 |
2.0% |
25% |
False |
False |
59,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
663-2 |
2.618 |
648-4 |
1.618 |
639-4 |
1.000 |
634-0 |
0.618 |
630-4 |
HIGH |
625-0 |
0.618 |
621-4 |
0.500 |
620-4 |
0.382 |
619-4 |
LOW |
616-0 |
0.618 |
610-4 |
1.000 |
607-0 |
1.618 |
601-4 |
2.618 |
592-4 |
4.250 |
577-6 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
620-4 |
616-0 |
PP |
619-4 |
614-4 |
S1 |
618-4 |
613-0 |
|