CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
626-2 |
627-0 |
0-6 |
0.1% |
603-4 |
High |
633-0 |
629-0 |
-4-0 |
-0.6% |
633-0 |
Low |
625-0 |
624-4 |
-0-4 |
-0.1% |
603-0 |
Close |
626-2 |
628-0 |
1-6 |
0.3% |
628-0 |
Range |
8-0 |
4-4 |
-3-4 |
-43.8% |
30-0 |
ATR |
11-1 |
10-5 |
-0-4 |
-4.2% |
0-0 |
Volume |
21,692 |
19,814 |
-1,878 |
-8.7% |
133,557 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
640-5 |
638-7 |
630-4 |
|
R3 |
636-1 |
634-3 |
629-2 |
|
R2 |
631-5 |
631-5 |
628-7 |
|
R1 |
629-7 |
629-7 |
628-3 |
630-6 |
PP |
627-1 |
627-1 |
627-1 |
627-5 |
S1 |
625-3 |
625-3 |
627-5 |
626-2 |
S2 |
622-5 |
622-5 |
627-1 |
|
S3 |
618-1 |
620-7 |
626-6 |
|
S4 |
613-5 |
616-3 |
625-4 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-3 |
699-5 |
644-4 |
|
R3 |
681-3 |
669-5 |
636-2 |
|
R2 |
651-3 |
651-3 |
633-4 |
|
R1 |
639-5 |
639-5 |
630-6 |
645-4 |
PP |
621-3 |
621-3 |
621-3 |
624-2 |
S1 |
609-5 |
609-5 |
625-2 |
615-4 |
S2 |
591-3 |
591-3 |
622-4 |
|
S3 |
561-3 |
579-5 |
619-6 |
|
S4 |
531-3 |
549-5 |
611-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
633-0 |
603-0 |
30-0 |
4.8% |
8-3 |
1.3% |
83% |
False |
False |
26,711 |
10 |
633-0 |
587-0 |
46-0 |
7.3% |
7-7 |
1.2% |
89% |
False |
False |
27,951 |
20 |
633-0 |
587-0 |
46-0 |
7.3% |
9-1 |
1.5% |
89% |
False |
False |
27,791 |
40 |
681-0 |
587-0 |
94-0 |
15.0% |
9-0 |
1.4% |
44% |
False |
False |
26,265 |
60 |
681-0 |
587-0 |
94-0 |
15.0% |
9-2 |
1.5% |
44% |
False |
False |
22,438 |
80 |
780-4 |
587-0 |
193-4 |
30.8% |
9-6 |
1.5% |
21% |
False |
False |
19,508 |
100 |
792-0 |
587-0 |
205-0 |
32.6% |
8-7 |
1.4% |
20% |
False |
False |
16,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
648-1 |
2.618 |
640-6 |
1.618 |
636-2 |
1.000 |
633-4 |
0.618 |
631-6 |
HIGH |
629-0 |
0.618 |
627-2 |
0.500 |
626-6 |
0.382 |
626-2 |
LOW |
624-4 |
0.618 |
621-6 |
1.000 |
620-0 |
1.618 |
617-2 |
2.618 |
612-6 |
4.250 |
605-3 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
627-5 |
625-7 |
PP |
627-1 |
623-5 |
S1 |
626-6 |
621-4 |
|