CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
634-4 |
641-4 |
7-0 |
1.1% |
595-6 |
High |
646-0 |
645-0 |
-1-0 |
-0.2% |
625-0 |
Low |
632-4 |
635-4 |
3-0 |
0.5% |
593-6 |
Close |
642-4 |
638-0 |
-4-4 |
-0.7% |
619-4 |
Range |
13-4 |
9-4 |
-4-0 |
-29.6% |
31-2 |
ATR |
13-3 |
13-0 |
-0-2 |
-2.1% |
0-0 |
Volume |
116,080 |
100,924 |
-15,156 |
-13.1% |
562,738 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
668-0 |
662-4 |
643-2 |
|
R3 |
658-4 |
653-0 |
640-5 |
|
R2 |
649-0 |
649-0 |
639-6 |
|
R1 |
643-4 |
643-4 |
638-7 |
641-4 |
PP |
639-4 |
639-4 |
639-4 |
638-4 |
S1 |
634-0 |
634-0 |
637-1 |
632-0 |
S2 |
630-0 |
630-0 |
636-2 |
|
S3 |
620-4 |
624-4 |
635-3 |
|
S4 |
611-0 |
615-0 |
632-6 |
|
|
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 |
646-0 |
615-0 |
31-0 |
4.9% |
9-6 |
1.5% |
74% |
False |
False |
99,986 |
10 |
646-0 |
576-4 |
69-4 |
10.9% |
9-4 |
1.5% |
88% |
False |
False |
111,561 |
20 |
646-0 |
560-0 |
86-0 |
13.5% |
12-1 |
1.9% |
91% |
False |
False |
123,425 |
40 |
674-0 |
560-0 |
114-0 |
17.9% |
11-6 |
1.8% |
68% |
False |
False |
123,239 |
60 |
674-0 |
560-0 |
114-0 |
17.9% |
12-1 |
1.9% |
68% |
False |
False |
97,825 |
80 |
776-4 |
560-0 |
216-4 |
33.9% |
12-5 |
2.0% |
36% |
False |
False |
82,948 |
100 |
788-0 |
560-0 |
228-0 |
35.7% |
12-1 |
1.9% |
34% |
False |
False |
71,368 |
120 |
788-0 |
560-0 |
228-0 |
35.7% |
12-2 |
1.9% |
34% |
False |
False |
62,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
685-3 |
2.618 |
669-7 |
1.618 |
660-3 |
1.000 |
654-4 |
0.618 |
650-7 |
HIGH |
645-0 |
0.618 |
641-3 |
0.500 |
640-2 |
0.382 |
639-1 |
LOW |
635-4 |
0.618 |
629-5 |
1.000 |
626-0 |
1.618 |
620-1 |
2.618 |
610-5 |
4.250 |
595-1 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
640-2 |
637-3 |
PP |
639-4 |
636-5 |
S1 |
638-6 |
636-0 |
|