CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
649-0 |
652-4 |
3-4 |
0.5% |
635-0 |
High |
649-2 |
655-6 |
6-4 |
1.0% |
655-6 |
Low |
644-4 |
650-0 |
5-4 |
0.9% |
635-0 |
Close |
646-2 |
654-6 |
8-4 |
1.3% |
654-6 |
Range |
4-6 |
5-6 |
1-0 |
21.1% |
20-6 |
ATR |
10-5 |
10-5 |
-0-1 |
-0.8% |
0-0 |
Volume |
24,427 |
22,248 |
-2,179 |
-8.9% |
81,642 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-6 |
668-4 |
657-7 |
|
R3 |
665-0 |
662-6 |
656-3 |
|
R2 |
659-2 |
659-2 |
655-6 |
|
R1 |
657-0 |
657-0 |
655-2 |
658-1 |
PP |
653-4 |
653-4 |
653-4 |
654-0 |
S1 |
651-2 |
651-2 |
654-2 |
652-3 |
S2 |
647-6 |
647-6 |
653-6 |
|
S3 |
642-0 |
645-4 |
653-1 |
|
S4 |
636-2 |
639-6 |
651-5 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
710-6 |
703-4 |
666-1 |
|
R3 |
690-0 |
682-6 |
660-4 |
|
R2 |
669-2 |
669-2 |
658-4 |
|
R1 |
662-0 |
662-0 |
656-5 |
665-5 |
PP |
648-4 |
648-4 |
648-4 |
650-2 |
S1 |
641-2 |
641-2 |
652-7 |
644-7 |
S2 |
627-6 |
627-6 |
651-0 |
|
S3 |
607-0 |
620-4 |
649-0 |
|
S4 |
586-2 |
599-6 |
643-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
655-6 |
624-4 |
31-2 |
4.8% |
7-0 |
1.1% |
97% |
True |
False |
20,291 |
10 |
655-6 |
590-0 |
65-6 |
10.0% |
7-5 |
1.2% |
98% |
True |
False |
25,315 |
20 |
655-6 |
587-0 |
68-6 |
10.5% |
8-6 |
1.3% |
99% |
True |
False |
27,037 |
40 |
681-0 |
587-0 |
94-0 |
14.4% |
8-5 |
1.3% |
72% |
False |
False |
26,848 |
60 |
681-0 |
587-0 |
94-0 |
14.4% |
8-7 |
1.4% |
72% |
False |
False |
22,640 |
80 |
766-0 |
587-0 |
179-0 |
27.3% |
9-3 |
1.4% |
38% |
False |
False |
20,115 |
100 |
792-0 |
587-0 |
205-0 |
31.3% |
9-0 |
1.4% |
33% |
False |
False |
17,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
680-2 |
2.618 |
670-6 |
1.618 |
665-0 |
1.000 |
661-4 |
0.618 |
659-2 |
HIGH |
655-6 |
0.618 |
653-4 |
0.500 |
652-7 |
0.382 |
652-2 |
LOW |
650-0 |
0.618 |
646-4 |
1.000 |
644-2 |
1.618 |
640-6 |
2.618 |
635-0 |
4.250 |
625-4 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
654-1 |
652-6 |
PP |
653-4 |
650-5 |
S1 |
652-7 |
648-5 |
|