CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
635-0 |
643-4 |
8-4 |
1.3% |
603-4 |
| High |
644-0 |
652-6 |
8-6 |
1.4% |
633-0 |
| Low |
635-0 |
641-4 |
6-4 |
1.0% |
603-0 |
| Close |
641-2 |
650-2 |
9-0 |
1.4% |
628-0 |
| Range |
9-0 |
11-2 |
2-2 |
25.0% |
30-0 |
| ATR |
11-0 |
11-0 |
0-0 |
0.3% |
0-0 |
| Volume |
14,521 |
20,446 |
5,925 |
40.8% |
133,557 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681-7 |
677-3 |
656-4 |
|
| R3 |
670-5 |
666-1 |
653-3 |
|
| R2 |
659-3 |
659-3 |
652-2 |
|
| R1 |
654-7 |
654-7 |
651-2 |
657-1 |
| PP |
648-1 |
648-1 |
648-1 |
649-2 |
| S1 |
643-5 |
643-5 |
649-2 |
645-7 |
| S2 |
636-7 |
636-7 |
648-2 |
|
| S3 |
625-5 |
632-3 |
647-1 |
|
| S4 |
614-3 |
621-1 |
644-0 |
|
|
| 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 |
652-6 |
610-0 |
42-6 |
6.6% |
9-5 |
1.5% |
94% |
True |
False |
19,173 |
| 10 |
652-6 |
587-0 |
65-6 |
10.1% |
8-2 |
1.3% |
96% |
True |
False |
24,657 |
| 20 |
652-6 |
587-0 |
65-6 |
10.1% |
9-3 |
1.4% |
96% |
True |
False |
27,289 |
| 40 |
681-0 |
587-0 |
94-0 |
14.5% |
9-2 |
1.4% |
67% |
False |
False |
26,479 |
| 60 |
681-0 |
587-0 |
94-0 |
14.5% |
9-1 |
1.4% |
67% |
False |
False |
22,375 |
| 80 |
776-0 |
587-0 |
189-0 |
29.1% |
9-4 |
1.5% |
33% |
False |
False |
19,744 |
| 100 |
792-0 |
587-0 |
205-0 |
31.5% |
8-7 |
1.4% |
31% |
False |
False |
16,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
700-4 |
|
2.618 |
682-2 |
|
1.618 |
671-0 |
|
1.000 |
664-0 |
|
0.618 |
659-6 |
|
HIGH |
652-6 |
|
0.618 |
648-4 |
|
0.500 |
647-1 |
|
0.382 |
645-6 |
|
LOW |
641-4 |
|
0.618 |
634-4 |
|
1.000 |
630-2 |
|
1.618 |
623-2 |
|
2.618 |
612-0 |
|
4.250 |
593-6 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
649-2 |
646-3 |
| PP |
648-1 |
642-4 |
| S1 |
647-1 |
638-5 |
|