CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
643-4 |
649-0 |
5-4 |
0.9% |
603-4 |
High |
652-6 |
649-2 |
-3-4 |
-0.5% |
633-0 |
Low |
641-4 |
644-4 |
3-0 |
0.5% |
603-0 |
Close |
650-2 |
646-2 |
-4-0 |
-0.6% |
628-0 |
Range |
11-2 |
4-6 |
-6-4 |
-57.8% |
30-0 |
ATR |
11-0 |
10-5 |
-0-3 |
-3.4% |
0-0 |
Volume |
20,446 |
24,427 |
3,981 |
19.5% |
133,557 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
660-7 |
658-3 |
648-7 |
|
R3 |
656-1 |
653-5 |
647-4 |
|
R2 |
651-3 |
651-3 |
647-1 |
|
R1 |
648-7 |
648-7 |
646-5 |
647-6 |
PP |
646-5 |
646-5 |
646-5 |
646-1 |
S1 |
644-1 |
644-1 |
645-7 |
643-0 |
S2 |
641-7 |
641-7 |
645-3 |
|
S3 |
637-1 |
639-3 |
645-0 |
|
S4 |
632-3 |
634-5 |
643-5 |
|
|
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 |
624-4 |
28-2 |
4.4% |
7-4 |
1.2% |
77% |
False |
False |
20,180 |
10 |
652-6 |
587-0 |
65-6 |
10.2% |
7-4 |
1.2% |
90% |
False |
False |
25,062 |
20 |
652-6 |
587-0 |
65-6 |
10.2% |
9-1 |
1.4% |
90% |
False |
False |
27,149 |
40 |
681-0 |
587-0 |
94-0 |
14.5% |
8-7 |
1.4% |
63% |
False |
False |
26,810 |
60 |
681-0 |
587-0 |
94-0 |
14.5% |
9-0 |
1.4% |
63% |
False |
False |
22,496 |
80 |
770-0 |
587-0 |
183-0 |
28.3% |
9-3 |
1.5% |
32% |
False |
False |
19,942 |
100 |
792-0 |
587-0 |
205-0 |
31.7% |
9-0 |
1.4% |
29% |
False |
False |
17,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
669-4 |
2.618 |
661-5 |
1.618 |
656-7 |
1.000 |
654-0 |
0.618 |
652-1 |
HIGH |
649-2 |
0.618 |
647-3 |
0.500 |
646-7 |
0.382 |
646-3 |
LOW |
644-4 |
0.618 |
641-5 |
1.000 |
639-6 |
1.618 |
636-7 |
2.618 |
632-1 |
4.250 |
624-2 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
646-7 |
645-4 |
PP |
646-5 |
644-5 |
S1 |
646-4 |
643-7 |
|