CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
593-6 |
602-0 |
8-2 |
1.4% |
607-4 |
High |
609-4 |
603-0 |
-6-4 |
-1.1% |
609-4 |
Low |
593-6 |
594-4 |
0-6 |
0.1% |
589-0 |
Close |
608-6 |
603-0 |
-5-6 |
-0.9% |
603-0 |
Range |
15-6 |
8-4 |
-7-2 |
-46.0% |
20-4 |
ATR |
11-6 |
12-0 |
0-1 |
1.5% |
0-0 |
Volume |
28,170 |
24,065 |
-4,105 |
-14.6% |
146,728 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
625-5 |
622-7 |
607-5 |
|
R3 |
617-1 |
614-3 |
605-3 |
|
R2 |
608-5 |
608-5 |
604-4 |
|
R1 |
605-7 |
605-7 |
603-6 |
607-2 |
PP |
600-1 |
600-1 |
600-1 |
600-7 |
S1 |
597-3 |
597-3 |
602-2 |
598-6 |
S2 |
591-5 |
591-5 |
601-4 |
|
S3 |
583-1 |
588-7 |
600-5 |
|
S4 |
574-5 |
580-3 |
598-3 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-0 |
653-0 |
614-2 |
|
R3 |
641-4 |
632-4 |
608-5 |
|
R2 |
621-0 |
621-0 |
606-6 |
|
R1 |
612-0 |
612-0 |
604-7 |
606-2 |
PP |
600-4 |
600-4 |
600-4 |
597-5 |
S1 |
591-4 |
591-4 |
601-1 |
585-6 |
S2 |
580-0 |
580-0 |
599-2 |
|
S3 |
559-4 |
571-0 |
597-3 |
|
S4 |
539-0 |
550-4 |
591-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
609-4 |
589-0 |
20-4 |
3.4% |
11-0 |
1.8% |
68% |
False |
False |
29,345 |
10 |
620-4 |
589-0 |
31-4 |
5.2% |
10-3 |
1.7% |
44% |
False |
False |
27,632 |
20 |
663-6 |
589-0 |
74-6 |
12.4% |
9-7 |
1.6% |
19% |
False |
False |
26,934 |
40 |
681-0 |
589-0 |
92-0 |
15.3% |
8-6 |
1.5% |
15% |
False |
False |
22,599 |
60 |
726-0 |
589-0 |
137-0 |
22.7% |
9-6 |
1.6% |
10% |
False |
False |
19,706 |
80 |
792-0 |
589-0 |
203-0 |
33.7% |
9-5 |
1.6% |
7% |
False |
False |
16,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
639-1 |
2.618 |
625-2 |
1.618 |
616-6 |
1.000 |
611-4 |
0.618 |
608-2 |
HIGH |
603-0 |
0.618 |
599-6 |
0.500 |
598-6 |
0.382 |
597-6 |
LOW |
594-4 |
0.618 |
589-2 |
1.000 |
586-0 |
1.618 |
580-6 |
2.618 |
572-2 |
4.250 |
558-3 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
601-5 |
602-4 |
PP |
600-1 |
602-1 |
S1 |
598-6 |
601-5 |
|