CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
599-2 |
608-6 |
9-4 |
1.6% |
614-0 |
High |
615-0 |
609-0 |
-6-0 |
-1.0% |
615-0 |
Low |
599-2 |
606-0 |
6-6 |
1.1% |
596-2 |
Close |
614-4 |
609-0 |
-5-4 |
-0.9% |
609-0 |
Range |
15-6 |
3-0 |
-12-6 |
-81.0% |
18-6 |
ATR |
11-1 |
10-7 |
-0-1 |
-1.7% |
0-0 |
Volume |
19,885 |
23,134 |
3,249 |
16.3% |
145,586 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
617-0 |
616-0 |
610-5 |
|
R3 |
614-0 |
613-0 |
609-7 |
|
R2 |
611-0 |
611-0 |
609-4 |
|
R1 |
610-0 |
610-0 |
609-2 |
610-4 |
PP |
608-0 |
608-0 |
608-0 |
608-2 |
S1 |
607-0 |
607-0 |
608-6 |
607-4 |
S2 |
605-0 |
605-0 |
608-4 |
|
S3 |
602-0 |
604-0 |
608-1 |
|
S4 |
599-0 |
601-0 |
607-3 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
663-0 |
654-6 |
619-2 |
|
R3 |
644-2 |
636-0 |
614-1 |
|
R2 |
625-4 |
625-4 |
612-4 |
|
R1 |
617-2 |
617-2 |
610-6 |
612-0 |
PP |
606-6 |
606-6 |
606-6 |
604-1 |
S1 |
598-4 |
598-4 |
607-2 |
593-2 |
S2 |
588-0 |
588-0 |
605-4 |
|
S3 |
569-2 |
579-6 |
603-7 |
|
S4 |
550-4 |
561-0 |
598-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
615-0 |
596-2 |
18-6 |
3.1% |
9-1 |
1.5% |
68% |
False |
False |
29,117 |
10 |
624-4 |
596-2 |
28-2 |
4.6% |
8-1 |
1.3% |
45% |
False |
False |
26,911 |
20 |
666-0 |
596-2 |
69-6 |
11.5% |
8-2 |
1.4% |
18% |
False |
False |
25,490 |
40 |
683-0 |
596-2 |
86-6 |
14.2% |
8-5 |
1.4% |
15% |
False |
False |
22,803 |
60 |
728-6 |
596-2 |
132-4 |
21.8% |
9-3 |
1.5% |
10% |
False |
False |
20,795 |
80 |
794-4 |
596-2 |
198-2 |
32.6% |
9-1 |
1.5% |
6% |
False |
False |
18,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
621-6 |
2.618 |
616-7 |
1.618 |
613-7 |
1.000 |
612-0 |
0.618 |
610-7 |
HIGH |
609-0 |
0.618 |
607-7 |
0.500 |
607-4 |
0.382 |
607-1 |
LOW |
606-0 |
0.618 |
604-1 |
1.000 |
603-0 |
1.618 |
601-1 |
2.618 |
598-1 |
4.250 |
593-2 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
608-4 |
608-3 |
PP |
608-0 |
607-6 |
S1 |
607-4 |
607-1 |
|