CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
606-4 |
599-4 |
-7-0 |
-1.2% |
607-4 |
High |
606-4 |
599-4 |
-7-0 |
-1.2% |
609-4 |
Low |
601-0 |
587-0 |
-14-0 |
-2.3% |
589-0 |
Close |
603-2 |
589-2 |
-14-0 |
-2.3% |
603-0 |
Range |
5-4 |
12-4 |
7-0 |
127.3% |
20-4 |
ATR |
11-3 |
11-6 |
0-3 |
3.0% |
0-0 |
Volume |
27,064 |
20,371 |
-6,693 |
-24.7% |
146,728 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629-3 |
621-7 |
596-1 |
|
R3 |
616-7 |
609-3 |
592-6 |
|
R2 |
604-3 |
604-3 |
591-4 |
|
R1 |
596-7 |
596-7 |
590-3 |
594-3 |
PP |
591-7 |
591-7 |
591-7 |
590-6 |
S1 |
584-3 |
584-3 |
588-1 |
581-7 |
S2 |
579-3 |
579-3 |
587-0 |
|
S3 |
566-7 |
571-7 |
585-6 |
|
S4 |
554-3 |
559-3 |
582-3 |
|
|
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 |
587-0 |
22-4 |
3.8% |
10-5 |
1.8% |
10% |
False |
True |
28,102 |
10 |
618-0 |
587-0 |
31-0 |
5.3% |
10-6 |
1.8% |
7% |
False |
True |
29,235 |
20 |
660-0 |
587-0 |
73-0 |
12.4% |
9-7 |
1.7% |
3% |
False |
True |
26,886 |
40 |
681-0 |
587-0 |
94-0 |
16.0% |
9-1 |
1.5% |
2% |
False |
True |
23,740 |
60 |
706-0 |
587-0 |
119-0 |
20.2% |
9-5 |
1.6% |
2% |
False |
True |
20,620 |
80 |
792-0 |
587-0 |
205-0 |
34.8% |
9-7 |
1.7% |
1% |
False |
True |
17,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
652-5 |
2.618 |
632-2 |
1.618 |
619-6 |
1.000 |
612-0 |
0.618 |
607-2 |
HIGH |
599-4 |
0.618 |
594-6 |
0.500 |
593-2 |
0.382 |
591-6 |
LOW |
587-0 |
0.618 |
579-2 |
1.000 |
574-4 |
1.618 |
566-6 |
2.618 |
554-2 |
4.250 |
533-7 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
593-2 |
596-6 |
PP |
591-7 |
594-2 |
S1 |
590-5 |
591-6 |
|