CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 21-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
620-0 |
617-0 |
-3-0 |
-0.5% |
600-0 |
High |
622-2 |
632-4 |
10-2 |
1.6% |
613-0 |
Low |
618-0 |
617-0 |
-1-0 |
-0.2% |
594-2 |
Close |
622-2 |
631-6 |
9-4 |
1.5% |
598-4 |
Range |
4-2 |
15-4 |
11-2 |
264.7% |
18-6 |
ATR |
10-2 |
10-5 |
0-3 |
3.6% |
0-0 |
Volume |
23,481 |
15,616 |
-7,865 |
-33.5% |
106,547 |
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
673-5 |
668-1 |
640-2 |
|
R3 |
658-1 |
652-5 |
636-0 |
|
R2 |
642-5 |
642-5 |
634-5 |
|
R1 |
637-1 |
637-1 |
633-1 |
639-7 |
PP |
627-1 |
627-1 |
627-1 |
628-4 |
S1 |
621-5 |
621-5 |
630-3 |
624-3 |
S2 |
611-5 |
611-5 |
628-7 |
|
S3 |
596-1 |
606-1 |
627-4 |
|
S4 |
580-5 |
590-5 |
623-2 |
|
|
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 |
632-4 |
594-2 |
38-2 |
6.1% |
7-1 |
1.1% |
98% |
True |
False |
21,887 |
10 |
632-4 |
594-2 |
38-2 |
6.1% |
8-1 |
1.3% |
98% |
True |
False |
21,340 |
20 |
632-4 |
594-2 |
38-2 |
6.1% |
8-0 |
1.3% |
98% |
True |
False |
24,228 |
40 |
683-0 |
594-2 |
88-6 |
14.0% |
8-6 |
1.4% |
42% |
False |
False |
22,817 |
60 |
683-0 |
594-2 |
88-6 |
14.0% |
8-7 |
1.4% |
42% |
False |
False |
22,212 |
80 |
794-4 |
594-2 |
200-2 |
31.7% |
9-2 |
1.5% |
19% |
False |
False |
19,585 |
100 |
794-4 |
594-2 |
200-2 |
31.7% |
8-6 |
1.4% |
19% |
False |
False |
17,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
698-3 |
2.618 |
673-1 |
1.618 |
657-5 |
1.000 |
648-0 |
0.618 |
642-1 |
HIGH |
632-4 |
0.618 |
626-5 |
0.500 |
624-6 |
0.382 |
622-7 |
LOW |
617-0 |
0.618 |
607-3 |
1.000 |
601-4 |
1.618 |
591-7 |
2.618 |
576-3 |
4.250 |
551-1 |
|
|
Fisher Pivots for day following 21-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
629-3 |
628-0 |
PP |
627-1 |
624-3 |
S1 |
624-6 |
620-5 |
|