CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
613-0 |
605-0 |
-8-0 |
-1.3% |
614-0 |
High |
613-0 |
605-2 |
-7-6 |
-1.3% |
615-0 |
Low |
606-6 |
595-0 |
-11-6 |
-1.9% |
596-2 |
Close |
609-2 |
595-6 |
-13-4 |
-2.2% |
609-0 |
Range |
6-2 |
10-2 |
4-0 |
64.0% |
18-6 |
ATR |
10-4 |
10-6 |
0-2 |
2.5% |
0-0 |
Volume |
18,201 |
16,538 |
-1,663 |
-9.1% |
145,586 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629-3 |
622-7 |
601-3 |
|
R3 |
619-1 |
612-5 |
598-5 |
|
R2 |
608-7 |
608-7 |
597-5 |
|
R1 |
602-3 |
602-3 |
596-6 |
600-4 |
PP |
598-5 |
598-5 |
598-5 |
597-6 |
S1 |
592-1 |
592-1 |
594-6 |
590-2 |
S2 |
588-3 |
588-3 |
593-7 |
|
S3 |
578-1 |
581-7 |
592-7 |
|
S4 |
567-7 |
571-5 |
590-1 |
|
|
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 |
595-0 |
20-0 |
3.4% |
9-0 |
1.5% |
4% |
False |
True |
20,793 |
10 |
617-2 |
595-0 |
22-2 |
3.7% |
8-4 |
1.4% |
3% |
False |
True |
26,588 |
20 |
660-4 |
595-0 |
65-4 |
11.0% |
8-4 |
1.4% |
1% |
False |
True |
24,647 |
40 |
683-0 |
595-0 |
88-0 |
14.8% |
9-0 |
1.5% |
1% |
False |
True |
22,650 |
60 |
713-0 |
595-0 |
118-0 |
19.8% |
9-2 |
1.6% |
1% |
False |
True |
21,287 |
80 |
794-4 |
595-0 |
199-4 |
33.5% |
9-3 |
1.6% |
0% |
False |
True |
18,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
648-6 |
2.618 |
632-1 |
1.618 |
621-7 |
1.000 |
615-4 |
0.618 |
611-5 |
HIGH |
605-2 |
0.618 |
601-3 |
0.500 |
600-1 |
0.382 |
598-7 |
LOW |
595-0 |
0.618 |
588-5 |
1.000 |
584-6 |
1.618 |
578-3 |
2.618 |
568-1 |
4.250 |
551-4 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
600-1 |
604-0 |
PP |
598-5 |
601-2 |
S1 |
597-2 |
598-4 |
|