CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
590-4 |
603-4 |
13-0 |
2.2% |
594-4 |
High |
594-0 |
610-0 |
16-0 |
2.7% |
606-4 |
Low |
590-0 |
603-0 |
13-0 |
2.2% |
587-0 |
Close |
591-6 |
609-6 |
18-0 |
3.0% |
591-6 |
Range |
4-0 |
7-0 |
3-0 |
75.0% |
19-4 |
ATR |
10-6 |
11-3 |
0-4 |
4.9% |
0-0 |
Volume |
37,960 |
36,864 |
-1,096 |
-2.9% |
145,953 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
628-5 |
626-1 |
613-5 |
|
R3 |
621-5 |
619-1 |
611-5 |
|
R2 |
614-5 |
614-5 |
611-0 |
|
R1 |
612-1 |
612-1 |
610-3 |
613-3 |
PP |
607-5 |
607-5 |
607-5 |
608-2 |
S1 |
605-1 |
605-1 |
609-1 |
606-3 |
S2 |
600-5 |
600-5 |
608-4 |
|
S3 |
593-5 |
598-1 |
607-7 |
|
S4 |
586-5 |
591-1 |
605-7 |
|
|
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 |
610-0 |
587-0 |
23-0 |
3.8% |
6-4 |
1.1% |
99% |
True |
False |
28,395 |
10 |
610-0 |
587-0 |
23-0 |
3.8% |
9-0 |
1.5% |
99% |
True |
False |
30,843 |
20 |
620-4 |
587-0 |
33-4 |
5.5% |
8-4 |
1.4% |
68% |
False |
False |
27,939 |
40 |
681-0 |
587-0 |
94-0 |
15.4% |
8-6 |
1.4% |
24% |
False |
False |
25,070 |
60 |
684-4 |
587-0 |
97-4 |
16.0% |
9-3 |
1.5% |
23% |
False |
False |
21,677 |
80 |
792-0 |
587-0 |
205-0 |
33.6% |
9-6 |
1.6% |
11% |
False |
False |
18,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
639-6 |
2.618 |
628-3 |
1.618 |
621-3 |
1.000 |
617-0 |
0.618 |
614-3 |
HIGH |
610-0 |
0.618 |
607-3 |
0.500 |
606-4 |
0.382 |
605-5 |
LOW |
603-0 |
0.618 |
598-5 |
1.000 |
596-0 |
1.618 |
591-5 |
2.618 |
584-5 |
4.250 |
573-2 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
608-5 |
606-0 |
PP |
607-5 |
602-2 |
S1 |
606-4 |
598-4 |
|