CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
615-4 |
614-0 |
-1-4 |
-0.2% |
610-4 |
High |
615-4 |
614-0 |
-1-4 |
-0.2% |
624-4 |
Low |
608-0 |
606-6 |
-1-2 |
-0.2% |
606-6 |
Close |
608-6 |
606-0 |
-2-6 |
-0.5% |
608-6 |
Range |
7-4 |
7-2 |
-0-2 |
-3.3% |
17-6 |
ATR |
11-0 |
10-6 |
-0-2 |
-2.4% |
0-0 |
Volume |
36,757 |
32,910 |
-3,847 |
-10.5% |
123,526 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
630-5 |
625-5 |
610-0 |
|
R3 |
623-3 |
618-3 |
608-0 |
|
R2 |
616-1 |
616-1 |
607-3 |
|
R1 |
611-1 |
611-1 |
606-5 |
610-0 |
PP |
608-7 |
608-7 |
608-7 |
608-3 |
S1 |
603-7 |
603-7 |
605-3 |
602-6 |
S2 |
601-5 |
601-5 |
604-5 |
|
S3 |
594-3 |
596-5 |
604-0 |
|
S4 |
587-1 |
589-3 |
602-0 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-5 |
655-3 |
618-4 |
|
R3 |
648-7 |
637-5 |
613-5 |
|
R2 |
631-1 |
631-1 |
612-0 |
|
R1 |
619-7 |
619-7 |
610-3 |
616-5 |
PP |
613-3 |
613-3 |
613-3 |
611-6 |
S1 |
602-1 |
602-1 |
607-1 |
598-7 |
S2 |
595-5 |
595-5 |
605-4 |
|
S3 |
577-7 |
584-3 |
603-7 |
|
S4 |
560-1 |
566-5 |
599-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
624-4 |
606-6 |
17-6 |
2.9% |
7-7 |
1.3% |
-4% |
False |
True |
28,652 |
10 |
624-4 |
598-4 |
26-0 |
4.3% |
6-6 |
1.1% |
29% |
False |
False |
25,248 |
20 |
683-0 |
598-4 |
84-4 |
13.9% |
8-0 |
1.3% |
9% |
False |
False |
24,890 |
40 |
683-0 |
598-4 |
84-4 |
13.9% |
9-1 |
1.5% |
9% |
False |
False |
22,023 |
60 |
768-6 |
598-4 |
170-2 |
28.1% |
9-3 |
1.6% |
4% |
False |
False |
19,729 |
80 |
794-4 |
598-4 |
196-0 |
32.3% |
9-0 |
1.5% |
4% |
False |
False |
17,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
644-6 |
2.618 |
633-0 |
1.618 |
625-6 |
1.000 |
621-2 |
0.618 |
618-4 |
HIGH |
614-0 |
0.618 |
611-2 |
0.500 |
610-3 |
0.382 |
609-4 |
LOW |
606-6 |
0.618 |
602-2 |
1.000 |
599-4 |
1.618 |
595-0 |
2.618 |
587-6 |
4.250 |
576-0 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
610-3 |
612-0 |
PP |
608-7 |
610-0 |
S1 |
607-4 |
608-0 |
|