CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
605-0 |
598-0 |
-7-0 |
-1.2% |
614-0 |
High |
605-2 |
598-0 |
-7-2 |
-1.2% |
615-0 |
Low |
595-0 |
594-2 |
-0-6 |
-0.1% |
596-2 |
Close |
595-6 |
594-2 |
-1-4 |
-0.3% |
609-0 |
Range |
10-2 |
3-6 |
-6-4 |
-63.4% |
18-6 |
ATR |
10-6 |
10-2 |
-0-4 |
-4.7% |
0-0 |
Volume |
16,538 |
17,214 |
676 |
4.1% |
145,586 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
606-6 |
604-2 |
596-2 |
|
R3 |
603-0 |
600-4 |
595-2 |
|
R2 |
599-2 |
599-2 |
595-0 |
|
R1 |
596-6 |
596-6 |
594-5 |
596-1 |
PP |
595-4 |
595-4 |
595-4 |
595-2 |
S1 |
593-0 |
593-0 |
593-7 |
592-3 |
S2 |
591-6 |
591-6 |
593-4 |
|
S3 |
588-0 |
589-2 |
593-2 |
|
S4 |
584-2 |
585-4 |
592-2 |
|
|
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 |
613-0 |
594-2 |
18-6 |
3.2% |
6-5 |
1.1% |
0% |
False |
True |
20,258 |
10 |
615-4 |
594-2 |
21-2 |
3.6% |
8-3 |
1.4% |
0% |
False |
True |
26,050 |
20 |
654-6 |
594-2 |
60-4 |
10.2% |
8-6 |
1.5% |
0% |
False |
True |
24,384 |
40 |
683-0 |
594-2 |
88-6 |
14.9% |
8-6 |
1.5% |
0% |
False |
True |
22,229 |
60 |
695-0 |
594-2 |
100-6 |
17.0% |
9-2 |
1.6% |
0% |
False |
True |
21,433 |
80 |
794-4 |
594-2 |
200-2 |
33.7% |
9-3 |
1.6% |
0% |
False |
True |
18,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
614-0 |
2.618 |
607-7 |
1.618 |
604-1 |
1.000 |
601-6 |
0.618 |
600-3 |
HIGH |
598-0 |
0.618 |
596-5 |
0.500 |
596-1 |
0.382 |
595-5 |
LOW |
594-2 |
0.618 |
591-7 |
1.000 |
590-4 |
1.618 |
588-1 |
2.618 |
584-3 |
4.250 |
578-2 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
596-1 |
603-5 |
PP |
595-4 |
600-4 |
S1 |
594-7 |
597-3 |
|