CME Pit-Traded Corn Future September 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 |
584-4 |
592-6 |
8-2 |
1.4% |
566-2 |
High |
584-4 |
592-6 |
8-2 |
1.4% |
578-4 |
Low |
584-4 |
592-6 |
8-2 |
1.4% |
564-2 |
Close |
584-4 |
592-6 |
8-2 |
1.4% |
569-2 |
Range |
|
|
|
|
|
ATR |
7-1 |
7-2 |
0-1 |
1.1% |
0-0 |
Volume |
1,796 |
2,390 |
594 |
33.1% |
12,536 |
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
592-6 |
592-6 |
592-6 |
|
R3 |
592-6 |
592-6 |
592-6 |
|
R2 |
592-6 |
592-6 |
592-6 |
|
R1 |
592-6 |
592-6 |
592-6 |
592-6 |
PP |
592-6 |
592-6 |
592-6 |
592-6 |
S1 |
592-6 |
592-6 |
592-6 |
592-6 |
S2 |
592-6 |
592-6 |
592-6 |
|
S3 |
592-6 |
592-6 |
592-6 |
|
S4 |
592-6 |
592-6 |
592-6 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
613-3 |
605-5 |
577-1 |
|
R3 |
599-1 |
591-3 |
573-1 |
|
R2 |
584-7 |
584-7 |
571-7 |
|
R1 |
577-1 |
577-1 |
570-4 |
581-0 |
PP |
570-5 |
570-5 |
570-5 |
572-5 |
S1 |
562-7 |
562-7 |
568-0 |
566-6 |
S2 |
556-3 |
556-3 |
566-5 |
|
S3 |
542-1 |
548-5 |
565-3 |
|
S4 |
527-7 |
534-3 |
561-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
592-6 |
2.618 |
592-6 |
1.618 |
592-6 |
1.000 |
592-6 |
0.618 |
592-6 |
HIGH |
592-6 |
0.618 |
592-6 |
0.500 |
592-6 |
0.382 |
592-6 |
LOW |
592-6 |
0.618 |
592-6 |
1.000 |
592-6 |
1.618 |
592-6 |
2.618 |
592-6 |
4.250 |
592-6 |
|
|
Fisher Pivots for day following 21-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
592-6 |
590-0 |
PP |
592-6 |
587-1 |
S1 |
592-6 |
584-3 |
|