CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
654-4 |
658-0 |
3-4 |
0.5% |
640-4 |
High |
659-0 |
661-4 |
2-4 |
0.4% |
661-4 |
Low |
650-2 |
655-4 |
5-2 |
0.8% |
640-0 |
Close |
652-4 |
661-2 |
8-6 |
1.3% |
661-2 |
Range |
8-6 |
6-0 |
-2-6 |
-31.4% |
21-4 |
ATR |
10-2 |
10-1 |
-0-1 |
-0.9% |
0-0 |
Volume |
24,894 |
26,225 |
1,331 |
5.3% |
85,923 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-3 |
675-3 |
664-4 |
|
R3 |
671-3 |
669-3 |
662-7 |
|
R2 |
665-3 |
665-3 |
662-3 |
|
R1 |
663-3 |
663-3 |
661-6 |
664-3 |
PP |
659-3 |
659-3 |
659-3 |
660-0 |
S1 |
657-3 |
657-3 |
660-6 |
658-3 |
S2 |
653-3 |
653-3 |
660-1 |
|
S3 |
647-3 |
651-3 |
659-5 |
|
S4 |
641-3 |
645-3 |
658-0 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
718-6 |
711-4 |
673-1 |
|
R3 |
697-2 |
690-0 |
667-1 |
|
R2 |
675-6 |
675-6 |
665-2 |
|
R1 |
668-4 |
668-4 |
663-2 |
672-1 |
PP |
654-2 |
654-2 |
654-2 |
656-0 |
S1 |
647-0 |
647-0 |
659-2 |
650-5 |
S2 |
632-6 |
632-6 |
657-2 |
|
S3 |
611-2 |
625-4 |
655-3 |
|
S4 |
589-6 |
604-0 |
649-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
661-4 |
630-0 |
31-4 |
4.8% |
7-4 |
1.1% |
99% |
True |
False |
22,105 |
10 |
661-4 |
596-4 |
65-0 |
9.8% |
7-6 |
1.2% |
100% |
True |
False |
23,215 |
20 |
661-4 |
594-2 |
67-2 |
10.2% |
8-0 |
1.2% |
100% |
True |
False |
24,633 |
40 |
683-0 |
594-2 |
88-6 |
13.4% |
8-1 |
1.2% |
75% |
False |
False |
24,022 |
60 |
683-0 |
594-2 |
88-6 |
13.4% |
8-6 |
1.3% |
75% |
False |
False |
22,304 |
80 |
768-6 |
594-2 |
174-4 |
26.4% |
9-1 |
1.4% |
38% |
False |
False |
20,490 |
100 |
794-4 |
594-2 |
200-2 |
30.3% |
8-6 |
1.3% |
33% |
False |
False |
18,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
687-0 |
2.618 |
677-2 |
1.618 |
671-2 |
1.000 |
667-4 |
0.618 |
665-2 |
HIGH |
661-4 |
0.618 |
659-2 |
0.500 |
658-4 |
0.382 |
657-6 |
LOW |
655-4 |
0.618 |
651-6 |
1.000 |
649-4 |
1.618 |
645-6 |
2.618 |
639-6 |
4.250 |
630-0 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
660-3 |
659-1 |
PP |
659-3 |
657-1 |
S1 |
658-4 |
655-0 |
|