CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
610-6 |
607-4 |
-3-2 |
-0.5% |
608-0 |
High |
613-0 |
607-4 |
-5-4 |
-0.9% |
620-4 |
Low |
602-2 |
599-0 |
-3-2 |
-0.5% |
602-2 |
Close |
603-0 |
599-2 |
-3-6 |
-0.6% |
603-0 |
Range |
10-6 |
8-4 |
-2-2 |
-20.9% |
18-2 |
ATR |
11-5 |
11-3 |
-0-2 |
-1.9% |
0-0 |
Volume |
32,879 |
21,111 |
-11,768 |
-35.8% |
129,596 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-3 |
621-7 |
603-7 |
|
R3 |
618-7 |
613-3 |
601-5 |
|
R2 |
610-3 |
610-3 |
600-6 |
|
R1 |
604-7 |
604-7 |
600-0 |
603-3 |
PP |
601-7 |
601-7 |
601-7 |
601-2 |
S1 |
596-3 |
596-3 |
598-4 |
594-7 |
S2 |
593-3 |
593-3 |
597-6 |
|
S3 |
584-7 |
587-7 |
596-7 |
|
S4 |
576-3 |
579-3 |
594-5 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
663-3 |
651-3 |
613-0 |
|
R3 |
645-1 |
633-1 |
608-0 |
|
R2 |
626-7 |
626-7 |
606-3 |
|
R1 |
614-7 |
614-7 |
604-5 |
611-6 |
PP |
608-5 |
608-5 |
608-5 |
607-0 |
S1 |
596-5 |
596-5 |
601-3 |
593-4 |
S2 |
590-3 |
590-3 |
599-5 |
|
S3 |
572-1 |
578-3 |
598-0 |
|
S4 |
553-7 |
560-1 |
593-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
620-4 |
599-0 |
21-4 |
3.6% |
10-5 |
1.8% |
1% |
False |
True |
26,726 |
10 |
620-4 |
595-0 |
25-4 |
4.3% |
8-1 |
1.4% |
17% |
False |
False |
25,036 |
20 |
681-0 |
595-0 |
86-0 |
14.4% |
9-0 |
1.5% |
5% |
False |
False |
27,469 |
40 |
681-0 |
595-0 |
86-0 |
14.4% |
9-2 |
1.5% |
5% |
False |
False |
21,133 |
60 |
766-0 |
595-0 |
171-0 |
28.5% |
9-5 |
1.6% |
2% |
False |
False |
18,332 |
80 |
792-0 |
595-0 |
197-0 |
32.9% |
9-1 |
1.5% |
2% |
False |
False |
15,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
643-5 |
2.618 |
629-6 |
1.618 |
621-2 |
1.000 |
616-0 |
0.618 |
612-6 |
HIGH |
607-4 |
0.618 |
604-2 |
0.500 |
603-2 |
0.382 |
602-2 |
LOW |
599-0 |
0.618 |
593-6 |
1.000 |
590-4 |
1.618 |
585-2 |
2.618 |
576-6 |
4.250 |
562-7 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
603-2 |
608-4 |
PP |
601-7 |
605-3 |
S1 |
600-5 |
602-3 |
|