CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 20-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
611-0 |
620-0 |
9-0 |
1.5% |
600-0 |
High |
616-2 |
622-2 |
6-0 |
1.0% |
613-0 |
Low |
608-6 |
618-0 |
9-2 |
1.5% |
594-2 |
Close |
616-2 |
622-2 |
6-0 |
1.0% |
598-4 |
Range |
7-4 |
4-2 |
-3-2 |
-43.3% |
18-6 |
ATR |
10-5 |
10-2 |
-0-3 |
-3.1% |
0-0 |
Volume |
24,737 |
23,481 |
-1,256 |
-5.1% |
106,547 |
|
Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
633-5 |
632-1 |
624-5 |
|
R3 |
629-3 |
627-7 |
623-3 |
|
R2 |
625-1 |
625-1 |
623-0 |
|
R1 |
623-5 |
623-5 |
622-5 |
624-3 |
PP |
620-7 |
620-7 |
620-7 |
621-2 |
S1 |
619-3 |
619-3 |
621-7 |
620-1 |
S2 |
616-5 |
616-5 |
621-4 |
|
S3 |
612-3 |
615-1 |
621-1 |
|
S4 |
608-1 |
610-7 |
619-7 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
658-1 |
647-1 |
608-6 |
|
R3 |
639-3 |
628-3 |
603-5 |
|
R2 |
620-5 |
620-5 |
602-0 |
|
R1 |
609-5 |
609-5 |
600-2 |
605-6 |
PP |
601-7 |
601-7 |
601-7 |
600-0 |
S1 |
590-7 |
590-7 |
596-6 |
587-0 |
S2 |
583-1 |
583-1 |
595-0 |
|
S3 |
564-3 |
572-1 |
593-3 |
|
S4 |
545-5 |
553-3 |
588-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
622-2 |
594-2 |
28-0 |
4.5% |
6-0 |
1.0% |
100% |
True |
False |
22,071 |
10 |
622-2 |
594-2 |
28-0 |
4.5% |
7-0 |
1.1% |
100% |
True |
False |
23,473 |
20 |
624-4 |
594-2 |
30-2 |
4.9% |
7-4 |
1.2% |
93% |
False |
False |
24,674 |
40 |
683-0 |
594-2 |
88-6 |
14.3% |
8-3 |
1.3% |
32% |
False |
False |
22,681 |
60 |
689-6 |
594-2 |
95-4 |
15.3% |
8-6 |
1.4% |
29% |
False |
False |
22,116 |
80 |
794-4 |
594-2 |
200-2 |
32.2% |
9-1 |
1.5% |
14% |
False |
False |
19,562 |
100 |
794-4 |
594-2 |
200-2 |
32.2% |
8-5 |
1.4% |
14% |
False |
False |
17,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
640-2 |
2.618 |
633-3 |
1.618 |
629-1 |
1.000 |
626-4 |
0.618 |
624-7 |
HIGH |
622-2 |
0.618 |
620-5 |
0.500 |
620-1 |
0.382 |
619-5 |
LOW |
618-0 |
0.618 |
615-3 |
1.000 |
613-6 |
1.618 |
611-1 |
2.618 |
606-7 |
4.250 |
600-0 |
|
|
Fisher Pivots for day following 20-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
621-4 |
618-0 |
PP |
620-7 |
613-5 |
S1 |
620-1 |
609-3 |
|