CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
589-0 |
603-0 |
14-0 |
2.4% |
608-0 |
High |
604-6 |
603-4 |
-1-2 |
-0.2% |
620-4 |
Low |
589-0 |
596-6 |
7-6 |
1.3% |
602-2 |
Close |
604-6 |
601-2 |
-3-4 |
-0.6% |
603-0 |
Range |
15-6 |
6-6 |
-9-0 |
-57.1% |
18-2 |
ATR |
11-6 |
11-4 |
-0-2 |
-2.3% |
0-0 |
Volume |
27,698 |
45,684 |
17,986 |
64.9% |
129,596 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620-6 |
617-6 |
605-0 |
|
R3 |
614-0 |
611-0 |
603-1 |
|
R2 |
607-2 |
607-2 |
602-4 |
|
R1 |
604-2 |
604-2 |
601-7 |
602-3 |
PP |
600-4 |
600-4 |
600-4 |
599-4 |
S1 |
597-4 |
597-4 |
600-5 |
595-5 |
S2 |
593-6 |
593-6 |
600-0 |
|
S3 |
587-0 |
590-6 |
599-3 |
|
S4 |
580-2 |
584-0 |
597-4 |
|
|
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 |
618-0 |
589-0 |
29-0 |
4.8% |
10-7 |
1.8% |
42% |
False |
False |
30,368 |
10 |
620-4 |
589-0 |
31-4 |
5.2% |
9-4 |
1.6% |
39% |
False |
False |
27,360 |
20 |
680-4 |
589-0 |
91-4 |
15.2% |
9-5 |
1.6% |
13% |
False |
False |
28,817 |
40 |
681-0 |
589-0 |
92-0 |
15.3% |
8-4 |
1.4% |
13% |
False |
False |
22,507 |
60 |
745-4 |
589-0 |
156-4 |
26.0% |
9-5 |
1.6% |
8% |
False |
False |
19,208 |
80 |
792-0 |
589-0 |
203-0 |
33.8% |
9-4 |
1.6% |
6% |
False |
False |
16,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
632-2 |
2.618 |
621-1 |
1.618 |
614-3 |
1.000 |
610-2 |
0.618 |
607-5 |
HIGH |
603-4 |
0.618 |
600-7 |
0.500 |
600-1 |
0.382 |
599-3 |
LOW |
596-6 |
0.618 |
592-5 |
1.000 |
590-0 |
1.618 |
585-7 |
2.618 |
579-1 |
4.250 |
568-0 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
600-7 |
600-2 |
PP |
600-4 |
599-2 |
S1 |
600-1 |
598-2 |
|