CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
640-4 |
649-4 |
9-0 |
1.4% |
611-0 |
High |
647-4 |
658-2 |
10-6 |
1.7% |
638-6 |
Low |
640-0 |
648-4 |
8-4 |
1.3% |
608-6 |
Close |
647-2 |
656-0 |
8-6 |
1.4% |
634-0 |
Range |
7-4 |
9-6 |
2-2 |
30.0% |
30-0 |
ATR |
10-3 |
10-3 |
0-0 |
0.5% |
0-0 |
Volume |
15,089 |
19,715 |
4,626 |
30.7% |
117,849 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
683-4 |
679-4 |
661-3 |
|
R3 |
673-6 |
669-6 |
658-5 |
|
R2 |
664-0 |
664-0 |
657-6 |
|
R1 |
660-0 |
660-0 |
656-7 |
662-0 |
PP |
654-2 |
654-2 |
654-2 |
655-2 |
S1 |
650-2 |
650-2 |
655-1 |
652-2 |
S2 |
644-4 |
644-4 |
654-2 |
|
S3 |
634-6 |
640-4 |
653-3 |
|
S4 |
625-0 |
630-6 |
650-5 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
717-1 |
705-5 |
650-4 |
|
R3 |
687-1 |
675-5 |
642-2 |
|
R2 |
657-1 |
657-1 |
639-4 |
|
R1 |
645-5 |
645-5 |
636-6 |
651-3 |
PP |
627-1 |
627-1 |
627-1 |
630-0 |
S1 |
615-5 |
615-5 |
631-2 |
621-3 |
S2 |
597-1 |
597-1 |
628-4 |
|
S3 |
567-1 |
585-5 |
625-6 |
|
S4 |
537-1 |
555-5 |
617-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-2 |
617-0 |
41-2 |
6.3% |
9-2 |
1.4% |
95% |
True |
False |
20,887 |
10 |
658-2 |
594-2 |
64-0 |
9.8% |
7-5 |
1.2% |
96% |
True |
False |
21,479 |
20 |
658-2 |
594-2 |
64-0 |
9.8% |
8-0 |
1.2% |
96% |
True |
False |
24,397 |
40 |
683-0 |
594-2 |
88-6 |
13.5% |
8-3 |
1.3% |
70% |
False |
False |
23,563 |
60 |
683-0 |
594-2 |
88-6 |
13.5% |
8-6 |
1.3% |
70% |
False |
False |
22,179 |
80 |
780-0 |
594-2 |
185-6 |
28.3% |
9-0 |
1.4% |
33% |
False |
False |
20,137 |
100 |
794-4 |
594-2 |
200-2 |
30.5% |
8-5 |
1.3% |
31% |
False |
False |
17,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
699-6 |
2.618 |
683-6 |
1.618 |
674-0 |
1.000 |
668-0 |
0.618 |
664-2 |
HIGH |
658-2 |
0.618 |
654-4 |
0.500 |
653-3 |
0.382 |
652-2 |
LOW |
648-4 |
0.618 |
642-4 |
1.000 |
638-6 |
1.618 |
632-6 |
2.618 |
623-0 |
4.250 |
607-0 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
655-1 |
652-0 |
PP |
654-2 |
648-1 |
S1 |
653-3 |
644-1 |
|