CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
594-4 |
606-4 |
12-0 |
2.0% |
607-4 |
High |
604-6 |
606-4 |
1-6 |
0.3% |
609-4 |
Low |
594-0 |
601-0 |
7-0 |
1.2% |
589-0 |
Close |
602-4 |
603-2 |
0-6 |
0.1% |
603-0 |
Range |
10-6 |
5-4 |
-5-2 |
-48.8% |
20-4 |
ATR |
11-7 |
11-3 |
-0-4 |
-3.8% |
0-0 |
Volume |
40,840 |
27,064 |
-13,776 |
-33.7% |
146,728 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620-1 |
617-1 |
606-2 |
|
R3 |
614-5 |
611-5 |
604-6 |
|
R2 |
609-1 |
609-1 |
604-2 |
|
R1 |
606-1 |
606-1 |
603-6 |
604-7 |
PP |
603-5 |
603-5 |
603-5 |
603-0 |
S1 |
600-5 |
600-5 |
602-6 |
599-3 |
S2 |
598-1 |
598-1 |
602-2 |
|
S3 |
592-5 |
595-1 |
601-6 |
|
S4 |
587-1 |
589-5 |
600-2 |
|
|
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 |
593-6 |
15-6 |
2.6% |
9-4 |
1.6% |
60% |
False |
False |
33,164 |
10 |
620-4 |
589-0 |
31-4 |
5.2% |
10-3 |
1.7% |
45% |
False |
False |
29,922 |
20 |
660-0 |
589-0 |
71-0 |
11.8% |
9-6 |
1.6% |
20% |
False |
False |
27,223 |
40 |
681-0 |
589-0 |
92-0 |
15.3% |
8-7 |
1.5% |
15% |
False |
False |
23,523 |
60 |
722-4 |
589-0 |
133-4 |
22.1% |
9-5 |
1.6% |
11% |
False |
False |
20,469 |
80 |
792-0 |
589-0 |
203-0 |
33.7% |
9-7 |
1.6% |
7% |
False |
False |
17,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
629-7 |
2.618 |
620-7 |
1.618 |
615-3 |
1.000 |
612-0 |
0.618 |
609-7 |
HIGH |
606-4 |
0.618 |
604-3 |
0.500 |
603-6 |
0.382 |
603-1 |
LOW |
601-0 |
0.618 |
597-5 |
1.000 |
595-4 |
1.618 |
592-1 |
2.618 |
586-5 |
4.250 |
577-5 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
603-6 |
602-2 |
PP |
603-5 |
601-2 |
S1 |
603-3 |
600-2 |
|