CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
608-6 |
600-0 |
-8-6 |
-1.4% |
614-0 |
| High |
609-0 |
610-0 |
1-0 |
0.2% |
615-0 |
| Low |
606-0 |
600-0 |
-6-0 |
-1.0% |
596-2 |
| Close |
609-0 |
608-4 |
-0-4 |
-0.1% |
609-0 |
| Range |
3-0 |
10-0 |
7-0 |
233.3% |
18-6 |
| ATR |
10-7 |
10-7 |
-0-1 |
-0.6% |
0-0 |
| Volume |
23,134 |
26,207 |
3,073 |
13.3% |
145,586 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-1 |
632-3 |
614-0 |
|
| R3 |
626-1 |
622-3 |
611-2 |
|
| R2 |
616-1 |
616-1 |
610-3 |
|
| R1 |
612-3 |
612-3 |
609-3 |
614-2 |
| PP |
606-1 |
606-1 |
606-1 |
607-1 |
| S1 |
602-3 |
602-3 |
607-5 |
604-2 |
| S2 |
596-1 |
596-1 |
606-5 |
|
| S3 |
586-1 |
592-3 |
605-6 |
|
| S4 |
576-1 |
582-3 |
603-0 |
|
|
| 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% |
9-6 |
1.6% |
65% |
False |
False |
27,776 |
| 10 |
624-4 |
596-2 |
28-2 |
4.6% |
8-6 |
1.4% |
43% |
False |
False |
28,214 |
| 20 |
661-6 |
596-2 |
65-4 |
10.8% |
8-1 |
1.3% |
19% |
False |
False |
25,235 |
| 40 |
683-0 |
596-2 |
86-6 |
14.3% |
8-7 |
1.5% |
14% |
False |
False |
22,966 |
| 60 |
725-4 |
596-2 |
129-2 |
21.2% |
9-3 |
1.5% |
9% |
False |
False |
21,018 |
| 80 |
794-4 |
596-2 |
198-2 |
32.6% |
9-2 |
1.5% |
6% |
False |
False |
18,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
652-4 |
|
2.618 |
636-1 |
|
1.618 |
626-1 |
|
1.000 |
620-0 |
|
0.618 |
616-1 |
|
HIGH |
610-0 |
|
0.618 |
606-1 |
|
0.500 |
605-0 |
|
0.382 |
603-7 |
|
LOW |
600-0 |
|
0.618 |
593-7 |
|
1.000 |
590-0 |
|
1.618 |
583-7 |
|
2.618 |
573-7 |
|
4.250 |
557-4 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
607-3 |
608-0 |
| PP |
606-1 |
607-5 |
| S1 |
605-0 |
607-1 |
|