CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
602-0 |
594-4 |
-7-4 |
-1.2% |
607-4 |
High |
603-0 |
604-6 |
1-6 |
0.3% |
609-4 |
Low |
594-4 |
594-0 |
-0-4 |
-0.1% |
589-0 |
Close |
603-0 |
602-4 |
-0-4 |
-0.1% |
603-0 |
Range |
8-4 |
10-6 |
2-2 |
26.5% |
20-4 |
ATR |
12-0 |
11-7 |
-0-1 |
-0.7% |
0-0 |
Volume |
24,065 |
40,840 |
16,775 |
69.7% |
146,728 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-5 |
628-3 |
608-3 |
|
R3 |
621-7 |
617-5 |
605-4 |
|
R2 |
611-1 |
611-1 |
604-4 |
|
R1 |
606-7 |
606-7 |
603-4 |
609-0 |
PP |
600-3 |
600-3 |
600-3 |
601-4 |
S1 |
596-1 |
596-1 |
601-4 |
598-2 |
S2 |
589-5 |
589-5 |
600-4 |
|
S3 |
578-7 |
585-3 |
599-4 |
|
S4 |
568-1 |
574-5 |
596-5 |
|
|
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% |
11-4 |
1.9% |
66% |
False |
False |
33,291 |
10 |
620-4 |
589-0 |
31-4 |
5.2% |
11-0 |
1.8% |
43% |
False |
False |
30,008 |
20 |
660-0 |
589-0 |
71-0 |
11.8% |
9-7 |
1.6% |
19% |
False |
False |
27,511 |
40 |
681-0 |
589-0 |
92-0 |
15.3% |
8-7 |
1.5% |
15% |
False |
False |
23,243 |
60 |
722-4 |
589-0 |
133-4 |
22.2% |
9-6 |
1.6% |
10% |
False |
False |
20,167 |
80 |
792-0 |
589-0 |
203-0 |
33.7% |
9-6 |
1.6% |
7% |
False |
False |
17,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
650-4 |
2.618 |
632-7 |
1.618 |
622-1 |
1.000 |
615-4 |
0.618 |
611-3 |
HIGH |
604-6 |
0.618 |
600-5 |
0.500 |
599-3 |
0.382 |
598-1 |
LOW |
594-0 |
0.618 |
587-3 |
1.000 |
583-2 |
1.618 |
576-5 |
2.618 |
565-7 |
4.250 |
548-2 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
601-4 |
602-2 |
PP |
600-3 |
601-7 |
S1 |
599-3 |
601-5 |
|