CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
603-0 |
593-6 |
-9-2 |
-1.5% |
608-0 |
High |
603-4 |
609-4 |
6-0 |
1.0% |
620-4 |
Low |
596-6 |
593-6 |
-3-0 |
-0.5% |
602-2 |
Close |
601-2 |
608-6 |
7-4 |
1.2% |
603-0 |
Range |
6-6 |
15-6 |
9-0 |
133.3% |
18-2 |
ATR |
11-4 |
11-6 |
0-2 |
2.7% |
0-0 |
Volume |
45,684 |
28,170 |
-17,514 |
-38.3% |
129,596 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
651-2 |
645-6 |
617-3 |
|
R3 |
635-4 |
630-0 |
613-1 |
|
R2 |
619-6 |
619-6 |
611-5 |
|
R1 |
614-2 |
614-2 |
610-2 |
617-0 |
PP |
604-0 |
604-0 |
604-0 |
605-3 |
S1 |
598-4 |
598-4 |
607-2 |
601-2 |
S2 |
588-2 |
588-2 |
605-7 |
|
S3 |
572-4 |
582-6 |
604-3 |
|
S4 |
556-6 |
567-0 |
600-1 |
|
|
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 |
613-0 |
589-0 |
24-0 |
3.9% |
11-4 |
1.9% |
82% |
False |
False |
31,108 |
10 |
620-4 |
589-0 |
31-4 |
5.2% |
10-5 |
1.7% |
63% |
False |
False |
28,323 |
20 |
664-0 |
589-0 |
75-0 |
12.3% |
9-5 |
1.6% |
26% |
False |
False |
28,446 |
40 |
681-0 |
589-0 |
92-0 |
15.1% |
8-7 |
1.5% |
21% |
False |
False |
22,549 |
60 |
741-0 |
589-0 |
152-0 |
25.0% |
10-0 |
1.6% |
13% |
False |
False |
19,530 |
80 |
792-0 |
589-0 |
203-0 |
33.3% |
9-5 |
1.6% |
10% |
False |
False |
16,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
676-4 |
2.618 |
650-6 |
1.618 |
635-0 |
1.000 |
625-2 |
0.618 |
619-2 |
HIGH |
609-4 |
0.618 |
603-4 |
0.500 |
601-5 |
0.382 |
599-6 |
LOW |
593-6 |
0.618 |
584-0 |
1.000 |
578-0 |
1.618 |
568-2 |
2.618 |
552-4 |
4.250 |
526-6 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
606-3 |
605-5 |
PP |
604-0 |
602-3 |
S1 |
601-5 |
599-2 |
|