CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
596-2 |
608-2 |
12-0 |
2.0% |
610-4 |
High |
610-6 |
608-2 |
-2-4 |
-0.4% |
624-4 |
Low |
596-2 |
603-0 |
6-6 |
1.1% |
606-6 |
Close |
610-6 |
606-6 |
-4-0 |
-0.7% |
608-6 |
Range |
14-4 |
5-2 |
-9-2 |
-63.8% |
17-6 |
ATR |
11-0 |
10-6 |
-0-2 |
-2.1% |
0-0 |
Volume |
32,705 |
36,952 |
4,247 |
13.0% |
123,526 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
621-6 |
619-4 |
609-5 |
|
R3 |
616-4 |
614-2 |
608-2 |
|
R2 |
611-2 |
611-2 |
607-6 |
|
R1 |
609-0 |
609-0 |
607-2 |
607-4 |
PP |
606-0 |
606-0 |
606-0 |
605-2 |
S1 |
603-6 |
603-6 |
606-2 |
602-2 |
S2 |
600-6 |
600-6 |
605-6 |
|
S3 |
595-4 |
598-4 |
605-2 |
|
S4 |
590-2 |
593-2 |
603-7 |
|
|
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 |
617-2 |
596-2 |
21-0 |
3.5% |
8-0 |
1.3% |
50% |
False |
False |
32,384 |
10 |
624-4 |
596-2 |
28-2 |
4.7% |
7-7 |
1.3% |
37% |
False |
False |
27,116 |
20 |
682-0 |
596-2 |
85-6 |
14.1% |
8-6 |
1.4% |
12% |
False |
False |
26,619 |
40 |
683-0 |
596-2 |
86-6 |
14.3% |
8-4 |
1.4% |
12% |
False |
False |
23,135 |
60 |
749-0 |
596-2 |
152-6 |
25.2% |
9-3 |
1.5% |
7% |
False |
False |
20,485 |
80 |
794-4 |
596-2 |
198-2 |
32.7% |
9-1 |
1.5% |
5% |
False |
False |
17,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
630-4 |
2.618 |
622-0 |
1.618 |
616-6 |
1.000 |
613-4 |
0.618 |
611-4 |
HIGH |
608-2 |
0.618 |
606-2 |
0.500 |
605-5 |
0.382 |
605-0 |
LOW |
603-0 |
0.618 |
599-6 |
1.000 |
597-6 |
1.618 |
594-4 |
2.618 |
589-2 |
4.250 |
580-6 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
606-3 |
606-2 |
PP |
606-0 |
605-5 |
S1 |
605-5 |
605-1 |
|