CME Pit-Traded Corn Future September 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 |
605-4 |
609-4 |
4-0 |
0.7% |
600-0 |
High |
606-0 |
613-2 |
7-2 |
1.2% |
613-2 |
Low |
605-4 |
609-4 |
4-0 |
0.7% |
600-0 |
Close |
606-0 |
613-2 |
7-2 |
1.2% |
613-2 |
Range |
0-4 |
3-6 |
3-2 |
650.0% |
13-2 |
ATR |
6-6 |
6-7 |
0-0 |
0.5% |
0-0 |
Volume |
2,836 |
3,234 |
398 |
14.0% |
10,341 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
623-2 |
622-0 |
615-2 |
|
R3 |
619-4 |
618-2 |
614-2 |
|
R2 |
615-6 |
615-6 |
614-0 |
|
R1 |
614-4 |
614-4 |
613-5 |
615-1 |
PP |
612-0 |
612-0 |
612-0 |
612-2 |
S1 |
610-6 |
610-6 |
612-7 |
611-3 |
S2 |
608-2 |
608-2 |
612-4 |
|
S3 |
604-4 |
607-0 |
612-2 |
|
S4 |
600-6 |
603-2 |
611-2 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-5 |
644-1 |
620-4 |
|
R3 |
635-3 |
630-7 |
616-7 |
|
R2 |
622-1 |
622-1 |
615-5 |
|
R1 |
617-5 |
617-5 |
614-4 |
619-7 |
PP |
608-7 |
608-7 |
608-7 |
610-0 |
S1 |
604-3 |
604-3 |
612-0 |
606-5 |
S2 |
595-5 |
595-5 |
610-7 |
|
S3 |
582-3 |
591-1 |
609-5 |
|
S4 |
569-1 |
577-7 |
606-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
629-2 |
2.618 |
623-1 |
1.618 |
619-3 |
1.000 |
617-0 |
0.618 |
615-5 |
HIGH |
613-2 |
0.618 |
611-7 |
0.500 |
611-3 |
0.382 |
610-7 |
LOW |
609-4 |
0.618 |
607-1 |
1.000 |
605-6 |
1.618 |
603-3 |
2.618 |
599-5 |
4.250 |
593-4 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
612-5 |
611-5 |
PP |
612-0 |
609-7 |
S1 |
611-3 |
608-2 |
|