CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
593-4 |
586-4 |
-7-0 |
-1.2% |
600-4 |
| High |
595-0 |
597-0 |
2-0 |
0.3% |
602-0 |
| Low |
585-4 |
585-4 |
0-0 |
0.0% |
560-0 |
| Close |
594-2 |
594-0 |
-0-2 |
0.0% |
594-2 |
| Range |
9-4 |
11-4 |
2-0 |
21.1% |
42-0 |
| ATR |
15-2 |
15-0 |
-0-2 |
-1.8% |
0-0 |
| Volume |
158,062 |
114,894 |
-43,168 |
-27.3% |
702,503 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
626-5 |
621-7 |
600-3 |
|
| R3 |
615-1 |
610-3 |
597-1 |
|
| R2 |
603-5 |
603-5 |
596-1 |
|
| R1 |
598-7 |
598-7 |
595-0 |
601-2 |
| PP |
592-1 |
592-1 |
592-1 |
593-3 |
| S1 |
587-3 |
587-3 |
593-0 |
589-6 |
| S2 |
580-5 |
580-5 |
591-7 |
|
| S3 |
569-1 |
575-7 |
590-7 |
|
| S4 |
557-5 |
564-3 |
587-5 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-3 |
694-7 |
617-3 |
|
| R3 |
669-3 |
652-7 |
605-6 |
|
| R2 |
627-3 |
627-3 |
602-0 |
|
| R1 |
610-7 |
610-7 |
598-1 |
598-1 |
| PP |
585-3 |
585-3 |
585-3 |
579-0 |
| S1 |
568-7 |
568-7 |
590-3 |
556-1 |
| S2 |
543-3 |
543-3 |
586-4 |
|
| S3 |
501-3 |
526-7 |
582-6 |
|
| S4 |
459-3 |
484-7 |
571-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
601-6 |
560-0 |
41-6 |
7.0% |
17-2 |
2.9% |
81% |
False |
False |
138,157 |
| 10 |
615-2 |
560-0 |
55-2 |
9.3% |
15-0 |
2.5% |
62% |
False |
False |
150,223 |
| 20 |
656-2 |
560-0 |
96-2 |
16.2% |
13-2 |
2.2% |
35% |
False |
False |
136,081 |
| 40 |
674-0 |
560-0 |
114-0 |
19.2% |
12-3 |
2.1% |
30% |
False |
False |
104,658 |
| 60 |
714-4 |
560-0 |
154-4 |
26.0% |
12-7 |
2.2% |
22% |
False |
False |
83,259 |
| 80 |
788-0 |
560-0 |
228-0 |
38.4% |
13-0 |
2.2% |
15% |
False |
False |
69,479 |
| 100 |
788-0 |
560-0 |
228-0 |
38.4% |
12-3 |
2.1% |
15% |
False |
False |
59,987 |
| 120 |
788-0 |
560-0 |
228-0 |
38.4% |
12-5 |
2.1% |
15% |
False |
False |
52,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
645-7 |
|
2.618 |
627-1 |
|
1.618 |
615-5 |
|
1.000 |
608-4 |
|
0.618 |
604-1 |
|
HIGH |
597-0 |
|
0.618 |
592-5 |
|
0.500 |
591-2 |
|
0.382 |
589-7 |
|
LOW |
585-4 |
|
0.618 |
578-3 |
|
1.000 |
574-0 |
|
1.618 |
566-7 |
|
2.618 |
555-3 |
|
4.250 |
536-5 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
593-1 |
589-5 |
| PP |
592-1 |
585-2 |
| S1 |
591-2 |
580-7 |
|