CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
600-0 |
613-0 |
13-0 |
2.2% |
614-0 |
High |
610-0 |
613-0 |
3-0 |
0.5% |
615-0 |
Low |
600-0 |
606-6 |
6-6 |
1.1% |
596-2 |
Close |
608-4 |
609-2 |
0-6 |
0.1% |
609-0 |
Range |
10-0 |
6-2 |
-3-6 |
-37.5% |
18-6 |
ATR |
10-7 |
10-4 |
-0-3 |
-3.0% |
0-0 |
Volume |
26,207 |
18,201 |
-8,006 |
-30.5% |
145,586 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
628-3 |
625-1 |
612-6 |
|
R3 |
622-1 |
618-7 |
611-0 |
|
R2 |
615-7 |
615-7 |
610-3 |
|
R1 |
612-5 |
612-5 |
609-7 |
611-1 |
PP |
609-5 |
609-5 |
609-5 |
609-0 |
S1 |
606-3 |
606-3 |
608-5 |
604-7 |
S2 |
603-3 |
603-3 |
608-1 |
|
S3 |
597-1 |
600-1 |
607-4 |
|
S4 |
590-7 |
593-7 |
605-6 |
|
|
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 |
599-2 |
15-6 |
2.6% |
8-0 |
1.3% |
63% |
False |
False |
24,875 |
10 |
624-4 |
596-2 |
28-2 |
4.6% |
8-3 |
1.4% |
46% |
False |
False |
27,316 |
20 |
661-6 |
596-2 |
65-4 |
10.8% |
8-1 |
1.3% |
20% |
False |
False |
25,040 |
40 |
683-0 |
596-2 |
86-6 |
14.2% |
8-7 |
1.5% |
15% |
False |
False |
22,647 |
60 |
725-4 |
596-2 |
129-2 |
21.2% |
9-2 |
1.5% |
10% |
False |
False |
21,195 |
80 |
794-4 |
596-2 |
198-2 |
32.5% |
9-3 |
1.5% |
7% |
False |
False |
18,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
639-4 |
2.618 |
629-3 |
1.618 |
623-1 |
1.000 |
619-2 |
0.618 |
616-7 |
HIGH |
613-0 |
0.618 |
610-5 |
0.500 |
609-7 |
0.382 |
609-1 |
LOW |
606-6 |
0.618 |
602-7 |
1.000 |
600-4 |
1.618 |
596-5 |
2.618 |
590-3 |
4.250 |
580-2 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
609-7 |
608-3 |
PP |
609-5 |
607-3 |
S1 |
609-4 |
606-4 |
|