CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
617-4 |
619-6 |
2-2 |
0.4% |
595-6 |
High |
625-0 |
621-4 |
-3-4 |
-0.6% |
625-0 |
Low |
616-0 |
615-0 |
-1-0 |
-0.2% |
593-6 |
Close |
617-4 |
619-4 |
2-0 |
0.3% |
619-4 |
Range |
9-0 |
6-4 |
-2-4 |
-27.8% |
31-2 |
ATR |
13-4 |
13-0 |
-0-4 |
-3.7% |
0-0 |
Volume |
121,686 |
69,750 |
-51,936 |
-42.7% |
562,738 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
638-1 |
635-3 |
623-1 |
|
R3 |
631-5 |
628-7 |
621-2 |
|
R2 |
625-1 |
625-1 |
620-6 |
|
R1 |
622-3 |
622-3 |
620-1 |
620-4 |
PP |
618-5 |
618-5 |
618-5 |
617-6 |
S1 |
615-7 |
615-7 |
618-7 |
614-0 |
S2 |
612-1 |
612-1 |
618-2 |
|
S3 |
605-5 |
609-3 |
617-6 |
|
S4 |
599-1 |
602-7 |
615-7 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
706-4 |
694-2 |
636-6 |
|
R3 |
675-2 |
663-0 |
628-1 |
|
R2 |
644-0 |
644-0 |
625-2 |
|
R1 |
631-6 |
631-6 |
622-3 |
637-7 |
PP |
612-6 |
612-6 |
612-6 |
615-6 |
S1 |
600-4 |
600-4 |
616-5 |
606-5 |
S2 |
581-4 |
581-4 |
613-6 |
|
S3 |
550-2 |
569-2 |
610-7 |
|
S4 |
519-0 |
538-0 |
602-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
625-0 |
593-6 |
31-2 |
5.0% |
9-5 |
1.6% |
82% |
False |
False |
112,547 |
10 |
625-0 |
576-4 |
48-4 |
7.8% |
9-5 |
1.6% |
89% |
False |
False |
116,251 |
20 |
625-0 |
560-0 |
65-0 |
10.5% |
12-1 |
2.0% |
92% |
False |
False |
132,528 |
40 |
674-0 |
560-0 |
114-0 |
18.4% |
12-0 |
1.9% |
52% |
False |
False |
119,366 |
60 |
674-0 |
560-0 |
114-0 |
18.4% |
12-2 |
2.0% |
52% |
False |
False |
95,184 |
80 |
776-4 |
560-0 |
216-4 |
34.9% |
12-7 |
2.1% |
27% |
False |
False |
80,123 |
100 |
788-0 |
560-0 |
228-0 |
36.8% |
12-2 |
2.0% |
26% |
False |
False |
68,974 |
120 |
788-0 |
560-0 |
228-0 |
36.8% |
12-2 |
2.0% |
26% |
False |
False |
60,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
649-1 |
2.618 |
638-4 |
1.618 |
632-0 |
1.000 |
628-0 |
0.618 |
625-4 |
HIGH |
621-4 |
0.618 |
619-0 |
0.500 |
618-2 |
0.382 |
617-4 |
LOW |
615-0 |
0.618 |
611-0 |
1.000 |
608-4 |
1.618 |
604-4 |
2.618 |
598-0 |
4.250 |
587-3 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
619-1 |
617-4 |
PP |
618-5 |
615-3 |
S1 |
618-2 |
613-3 |
|