CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
607-4 |
589-0 |
-18-4 |
-3.0% |
608-0 |
High |
607-4 |
604-6 |
-2-6 |
-0.5% |
620-4 |
Low |
599-0 |
589-0 |
-10-0 |
-1.7% |
602-2 |
Close |
599-2 |
604-6 |
5-4 |
0.9% |
603-0 |
Range |
8-4 |
15-6 |
7-2 |
85.3% |
18-2 |
ATR |
11-3 |
11-6 |
0-2 |
2.7% |
0-0 |
Volume |
21,111 |
27,698 |
6,587 |
31.2% |
129,596 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
646-6 |
641-4 |
613-3 |
|
R3 |
631-0 |
625-6 |
609-1 |
|
R2 |
615-2 |
615-2 |
607-5 |
|
R1 |
610-0 |
610-0 |
606-2 |
612-5 |
PP |
599-4 |
599-4 |
599-4 |
600-6 |
S1 |
594-2 |
594-2 |
603-2 |
596-7 |
S2 |
583-6 |
583-6 |
601-7 |
|
S3 |
568-0 |
578-4 |
600-3 |
|
S4 |
552-2 |
562-6 |
596-1 |
|
|
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 |
589-0 |
31-4 |
5.2% |
11-3 |
1.9% |
50% |
False |
True |
26,679 |
10 |
620-4 |
589-0 |
31-4 |
5.2% |
9-2 |
1.5% |
50% |
False |
True |
25,290 |
20 |
681-0 |
589-0 |
92-0 |
15.2% |
9-5 |
1.6% |
17% |
False |
True |
27,989 |
40 |
681-0 |
589-0 |
92-0 |
15.2% |
9-2 |
1.5% |
17% |
False |
True |
21,669 |
60 |
747-0 |
589-0 |
158-0 |
26.1% |
9-5 |
1.6% |
10% |
False |
True |
18,593 |
80 |
792-0 |
589-0 |
203-0 |
33.6% |
9-3 |
1.5% |
8% |
False |
True |
15,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-6 |
2.618 |
646-0 |
1.618 |
630-2 |
1.000 |
620-4 |
0.618 |
614-4 |
HIGH |
604-6 |
0.618 |
598-6 |
0.500 |
596-7 |
0.382 |
595-0 |
LOW |
589-0 |
0.618 |
579-2 |
1.000 |
573-2 |
1.618 |
563-4 |
2.618 |
547-6 |
4.250 |
522-0 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
602-1 |
603-4 |
PP |
599-4 |
602-2 |
S1 |
596-7 |
601-0 |
|