CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
613-0 |
610-0 |
-3-0 |
-0.5% |
594-4 |
| High |
616-4 |
625-2 |
8-6 |
1.4% |
606-4 |
| Low |
609-2 |
610-0 |
0-6 |
0.1% |
587-0 |
| Close |
615-6 |
625-2 |
9-4 |
1.5% |
591-6 |
| Range |
7-2 |
15-2 |
8-0 |
110.3% |
19-4 |
| ATR |
11-0 |
11-3 |
0-2 |
2.7% |
0-0 |
| Volume |
35,794 |
19,393 |
-16,401 |
-45.8% |
145,953 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-7 |
660-7 |
633-5 |
|
| R3 |
650-5 |
645-5 |
629-4 |
|
| R2 |
635-3 |
635-3 |
628-0 |
|
| R1 |
630-3 |
630-3 |
626-5 |
632-7 |
| PP |
620-1 |
620-1 |
620-1 |
621-4 |
| S1 |
615-1 |
615-1 |
623-7 |
617-5 |
| S2 |
604-7 |
604-7 |
622-4 |
|
| S3 |
589-5 |
599-7 |
621-0 |
|
| S4 |
574-3 |
584-5 |
616-7 |
|
|
| 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 |
625-2 |
587-0 |
38-2 |
6.1% |
7-3 |
1.2% |
100% |
True |
False |
29,945 |
| 10 |
625-2 |
587-0 |
38-2 |
6.1% |
9-0 |
1.4% |
100% |
True |
False |
29,023 |
| 20 |
625-2 |
587-0 |
38-2 |
6.1% |
9-2 |
1.5% |
100% |
True |
False |
28,192 |
| 40 |
681-0 |
587-0 |
94-0 |
15.0% |
9-1 |
1.5% |
41% |
False |
False |
25,725 |
| 60 |
681-0 |
587-0 |
94-0 |
15.0% |
9-4 |
1.5% |
41% |
False |
False |
22,217 |
| 80 |
792-0 |
587-0 |
205-0 |
32.8% |
9-6 |
1.6% |
19% |
False |
False |
19,150 |
| 100 |
792-0 |
587-0 |
205-0 |
32.8% |
9-1 |
1.5% |
19% |
False |
False |
16,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
690-0 |
|
2.618 |
665-1 |
|
1.618 |
649-7 |
|
1.000 |
640-4 |
|
0.618 |
634-5 |
|
HIGH |
625-2 |
|
0.618 |
619-3 |
|
0.500 |
617-5 |
|
0.382 |
615-7 |
|
LOW |
610-0 |
|
0.618 |
600-5 |
|
1.000 |
594-6 |
|
1.618 |
585-3 |
|
2.618 |
570-1 |
|
4.250 |
545-2 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
622-6 |
621-4 |
| PP |
620-1 |
617-7 |
| S1 |
617-5 |
614-1 |
|