CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
599-4 |
590-4 |
-9-0 |
-1.5% |
607-4 |
High |
599-4 |
590-4 |
-9-0 |
-1.5% |
609-4 |
Low |
587-0 |
587-0 |
0-0 |
0.0% |
589-0 |
Close |
589-2 |
587-6 |
-1-4 |
-0.3% |
603-0 |
Range |
12-4 |
3-4 |
-9-0 |
-72.0% |
20-4 |
ATR |
11-6 |
11-1 |
-0-5 |
-5.0% |
0-0 |
Volume |
20,371 |
19,718 |
-653 |
-3.2% |
146,728 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
598-7 |
596-7 |
589-5 |
|
R3 |
595-3 |
593-3 |
588-6 |
|
R2 |
591-7 |
591-7 |
588-3 |
|
R1 |
589-7 |
589-7 |
588-1 |
589-1 |
PP |
588-3 |
588-3 |
588-3 |
588-0 |
S1 |
586-3 |
586-3 |
587-3 |
585-5 |
S2 |
584-7 |
584-7 |
587-1 |
|
S3 |
581-3 |
582-7 |
586-6 |
|
S4 |
577-7 |
579-3 |
585-7 |
|
|
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 |
606-4 |
587-0 |
19-4 |
3.3% |
8-1 |
1.4% |
4% |
False |
True |
26,411 |
10 |
613-0 |
587-0 |
26-0 |
4.4% |
9-7 |
1.7% |
3% |
False |
True |
28,760 |
20 |
651-2 |
587-0 |
64-2 |
10.9% |
9-7 |
1.7% |
1% |
False |
True |
26,812 |
40 |
681-0 |
587-0 |
94-0 |
16.0% |
9-1 |
1.5% |
1% |
False |
True |
23,763 |
60 |
688-0 |
587-0 |
101-0 |
17.2% |
9-6 |
1.7% |
1% |
False |
True |
20,749 |
80 |
792-0 |
587-0 |
205-0 |
34.9% |
9-7 |
1.7% |
0% |
False |
True |
17,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
605-3 |
2.618 |
599-5 |
1.618 |
596-1 |
1.000 |
594-0 |
0.618 |
592-5 |
HIGH |
590-4 |
0.618 |
589-1 |
0.500 |
588-6 |
0.382 |
588-3 |
LOW |
587-0 |
0.618 |
584-7 |
1.000 |
583-4 |
1.618 |
581-3 |
2.618 |
577-7 |
4.250 |
572-1 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
588-6 |
596-6 |
PP |
588-3 |
593-6 |
S1 |
588-1 |
590-6 |
|