CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
603-4 |
600-4 |
-3-0 |
-0.5% |
600-6 |
High |
605-0 |
602-0 |
-3-0 |
-0.5% |
615-2 |
Low |
594-0 |
589-4 |
-4-4 |
-0.8% |
594-0 |
Close |
595-2 |
591-0 |
-4-2 |
-0.7% |
595-2 |
Range |
11-0 |
12-4 |
1-4 |
13.6% |
21-2 |
ATR |
13-5 |
13-4 |
-0-1 |
-0.6% |
0-0 |
Volume |
132,332 |
126,609 |
-5,723 |
-4.3% |
785,552 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
631-5 |
623-7 |
597-7 |
|
R3 |
619-1 |
611-3 |
594-4 |
|
R2 |
606-5 |
606-5 |
593-2 |
|
R1 |
598-7 |
598-7 |
592-1 |
596-4 |
PP |
594-1 |
594-1 |
594-1 |
593-0 |
S1 |
586-3 |
586-3 |
589-7 |
584-0 |
S2 |
581-5 |
581-5 |
588-6 |
|
S3 |
569-1 |
573-7 |
587-4 |
|
S4 |
556-5 |
561-3 |
584-1 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-2 |
651-4 |
607-0 |
|
R3 |
644-0 |
630-2 |
601-1 |
|
R2 |
622-6 |
622-6 |
599-1 |
|
R1 |
609-0 |
609-0 |
597-2 |
605-2 |
PP |
601-4 |
601-4 |
601-4 |
599-5 |
S1 |
587-6 |
587-6 |
593-2 |
584-0 |
S2 |
580-2 |
580-2 |
591-3 |
|
S3 |
559-0 |
566-4 |
589-3 |
|
S4 |
537-6 |
545-2 |
583-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
615-2 |
589-4 |
25-6 |
4.4% |
12-6 |
2.2% |
6% |
False |
True |
162,289 |
10 |
615-2 |
587-0 |
28-2 |
4.8% |
10-5 |
1.8% |
14% |
False |
False |
143,700 |
20 |
674-0 |
587-0 |
87-0 |
14.7% |
11-4 |
1.9% |
5% |
False |
False |
133,633 |
40 |
674-0 |
587-0 |
87-0 |
14.7% |
12-3 |
2.1% |
5% |
False |
False |
92,528 |
60 |
760-0 |
587-0 |
173-0 |
29.3% |
12-6 |
2.2% |
2% |
False |
False |
74,964 |
80 |
788-0 |
587-0 |
201-0 |
34.0% |
12-3 |
2.1% |
2% |
False |
False |
62,444 |
100 |
788-0 |
587-0 |
201-0 |
34.0% |
12-1 |
2.1% |
2% |
False |
False |
53,857 |
120 |
788-0 |
587-0 |
201-0 |
34.0% |
12-3 |
2.1% |
2% |
False |
False |
47,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
655-1 |
2.618 |
634-6 |
1.618 |
622-2 |
1.000 |
614-4 |
0.618 |
609-6 |
HIGH |
602-0 |
0.618 |
597-2 |
0.500 |
595-6 |
0.382 |
594-2 |
LOW |
589-4 |
0.618 |
581-6 |
1.000 |
577-0 |
1.618 |
569-2 |
2.618 |
556-6 |
4.250 |
536-3 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
595-6 |
600-7 |
PP |
594-1 |
597-5 |
S1 |
592-5 |
594-2 |
|