CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
590-4 |
590-4 |
0-0 |
0.0% |
594-4 |
High |
590-4 |
594-0 |
3-4 |
0.6% |
606-4 |
Low |
587-0 |
590-0 |
3-0 |
0.5% |
587-0 |
Close |
587-6 |
591-6 |
4-0 |
0.7% |
591-6 |
Range |
3-4 |
4-0 |
0-4 |
14.3% |
19-4 |
ATR |
11-1 |
10-6 |
-0-3 |
-3.1% |
0-0 |
Volume |
19,718 |
37,960 |
18,242 |
92.5% |
145,953 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
603-7 |
601-7 |
594-0 |
|
R3 |
599-7 |
597-7 |
592-7 |
|
R2 |
595-7 |
595-7 |
592-4 |
|
R1 |
593-7 |
593-7 |
592-1 |
594-7 |
PP |
591-7 |
591-7 |
591-7 |
592-4 |
S1 |
589-7 |
589-7 |
591-3 |
590-7 |
S2 |
587-7 |
587-7 |
591-0 |
|
S3 |
583-7 |
585-7 |
590-5 |
|
S4 |
579-7 |
581-7 |
589-4 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
653-5 |
642-1 |
602-4 |
|
R3 |
634-1 |
622-5 |
597-1 |
|
R2 |
614-5 |
614-5 |
595-3 |
|
R1 |
603-1 |
603-1 |
593-4 |
599-1 |
PP |
595-1 |
595-1 |
595-1 |
593-0 |
S1 |
583-5 |
583-5 |
590-0 |
579-5 |
S2 |
575-5 |
575-5 |
588-1 |
|
S3 |
556-1 |
564-1 |
586-3 |
|
S4 |
536-5 |
544-5 |
581-0 |
|
|
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% |
7-2 |
1.2% |
24% |
False |
False |
29,190 |
10 |
609-4 |
587-0 |
22-4 |
3.8% |
9-1 |
1.5% |
21% |
False |
False |
29,268 |
20 |
629-4 |
587-0 |
42-4 |
7.2% |
8-7 |
1.5% |
11% |
False |
False |
27,400 |
40 |
681-0 |
587-0 |
94-0 |
15.9% |
8-7 |
1.5% |
5% |
False |
False |
24,404 |
60 |
684-4 |
587-0 |
97-4 |
16.5% |
9-4 |
1.6% |
5% |
False |
False |
21,269 |
80 |
792-0 |
587-0 |
205-0 |
34.6% |
9-7 |
1.7% |
2% |
False |
False |
18,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
611-0 |
2.618 |
604-4 |
1.618 |
600-4 |
1.000 |
598-0 |
0.618 |
596-4 |
HIGH |
594-0 |
0.618 |
592-4 |
0.500 |
592-0 |
0.382 |
591-4 |
LOW |
590-0 |
0.618 |
587-4 |
1.000 |
586-0 |
1.618 |
583-4 |
2.618 |
579-4 |
4.250 |
573-0 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
592-0 |
593-2 |
PP |
591-7 |
592-6 |
S1 |
591-7 |
592-2 |
|