CME Pit-Traded Corn Future September 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 |
600-0 |
603-4 |
3-4 |
0.6% |
576-6 |
High |
603-0 |
610-2 |
7-2 |
1.2% |
594-0 |
Low |
600-0 |
603-2 |
3-2 |
0.5% |
576-0 |
Close |
601-2 |
608-2 |
7-0 |
1.2% |
593-0 |
Range |
3-0 |
7-0 |
4-0 |
133.3% |
18-0 |
ATR |
7-0 |
7-1 |
0-1 |
2.1% |
0-0 |
Volume |
820 |
3,451 |
2,631 |
320.9% |
12,205 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
628-2 |
625-2 |
612-1 |
|
R3 |
621-2 |
618-2 |
610-1 |
|
R2 |
614-2 |
614-2 |
609-4 |
|
R1 |
611-2 |
611-2 |
608-7 |
612-6 |
PP |
607-2 |
607-2 |
607-2 |
608-0 |
S1 |
604-2 |
604-2 |
607-5 |
605-6 |
S2 |
600-2 |
600-2 |
607-0 |
|
S3 |
593-2 |
597-2 |
606-3 |
|
S4 |
586-2 |
590-2 |
604-3 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
641-5 |
635-3 |
602-7 |
|
R3 |
623-5 |
617-3 |
598-0 |
|
R2 |
605-5 |
605-5 |
596-2 |
|
R1 |
599-3 |
599-3 |
594-5 |
602-4 |
PP |
587-5 |
587-5 |
587-5 |
589-2 |
S1 |
581-3 |
581-3 |
591-3 |
584-4 |
S2 |
569-5 |
569-5 |
589-6 |
|
S3 |
551-5 |
563-3 |
588-0 |
|
S4 |
533-5 |
545-3 |
583-1 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
640-0 |
2.618 |
628-5 |
1.618 |
621-5 |
1.000 |
617-2 |
0.618 |
614-5 |
HIGH |
610-2 |
0.618 |
607-5 |
0.500 |
606-6 |
0.382 |
605-7 |
LOW |
603-2 |
0.618 |
598-7 |
1.000 |
596-2 |
1.618 |
591-7 |
2.618 |
584-7 |
4.250 |
573-4 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
607-6 |
605-3 |
PP |
607-2 |
602-5 |
S1 |
606-6 |
599-6 |
|