CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
627-0 |
635-0 |
8-0 |
1.3% |
603-4 |
| High |
629-0 |
644-0 |
15-0 |
2.4% |
633-0 |
| Low |
624-4 |
635-0 |
10-4 |
1.7% |
603-0 |
| Close |
628-0 |
641-2 |
13-2 |
2.1% |
628-0 |
| Range |
4-4 |
9-0 |
4-4 |
100.0% |
30-0 |
| ATR |
10-5 |
11-0 |
0-3 |
3.6% |
0-0 |
| Volume |
19,814 |
14,521 |
-5,293 |
-26.7% |
133,557 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667-1 |
663-1 |
646-2 |
|
| R3 |
658-1 |
654-1 |
643-6 |
|
| R2 |
649-1 |
649-1 |
642-7 |
|
| R1 |
645-1 |
645-1 |
642-1 |
647-1 |
| PP |
640-1 |
640-1 |
640-1 |
641-0 |
| S1 |
636-1 |
636-1 |
640-3 |
638-1 |
| S2 |
631-1 |
631-1 |
639-5 |
|
| S3 |
622-1 |
627-1 |
638-6 |
|
| S4 |
613-1 |
618-1 |
636-2 |
|
|
| 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 |
644-0 |
609-2 |
34-6 |
5.4% |
8-6 |
1.4% |
92% |
True |
False |
22,242 |
| 10 |
644-0 |
587-0 |
57-0 |
8.9% |
7-5 |
1.2% |
95% |
True |
False |
25,319 |
| 20 |
644-0 |
587-0 |
57-0 |
8.9% |
9-3 |
1.5% |
95% |
True |
False |
27,663 |
| 40 |
681-0 |
587-0 |
94-0 |
14.7% |
9-1 |
1.4% |
58% |
False |
False |
26,345 |
| 60 |
681-0 |
587-0 |
94-0 |
14.7% |
9-1 |
1.4% |
58% |
False |
False |
22,432 |
| 80 |
780-4 |
587-0 |
193-4 |
30.2% |
9-5 |
1.5% |
28% |
False |
False |
19,616 |
| 100 |
792-0 |
587-0 |
205-0 |
32.0% |
9-0 |
1.4% |
26% |
False |
False |
16,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682-2 |
|
2.618 |
667-4 |
|
1.618 |
658-4 |
|
1.000 |
653-0 |
|
0.618 |
649-4 |
|
HIGH |
644-0 |
|
0.618 |
640-4 |
|
0.500 |
639-4 |
|
0.382 |
638-4 |
|
LOW |
635-0 |
|
0.618 |
629-4 |
|
1.000 |
626-0 |
|
1.618 |
620-4 |
|
2.618 |
611-4 |
|
4.250 |
596-6 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
640-5 |
638-7 |
| PP |
640-1 |
636-5 |
| S1 |
639-4 |
634-2 |
|