CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
595-6 |
605-0 |
9-2 |
1.6% |
586-4 |
| High |
603-0 |
608-2 |
5-2 |
0.9% |
601-4 |
| Low |
593-6 |
601-0 |
7-2 |
1.2% |
576-4 |
| Close |
601-0 |
607-0 |
6-0 |
1.0% |
583-0 |
| Range |
9-2 |
7-2 |
-2-0 |
-21.6% |
25-0 |
| ATR |
14-2 |
13-6 |
-0-4 |
-3.5% |
0-0 |
| Volume |
144,747 |
108,824 |
-35,923 |
-24.8% |
599,776 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
627-1 |
624-3 |
611-0 |
|
| R3 |
619-7 |
617-1 |
609-0 |
|
| R2 |
612-5 |
612-5 |
608-3 |
|
| R1 |
609-7 |
609-7 |
607-5 |
611-2 |
| PP |
605-3 |
605-3 |
605-3 |
606-1 |
| S1 |
602-5 |
602-5 |
606-3 |
604-0 |
| S2 |
598-1 |
598-1 |
605-5 |
|
| S3 |
590-7 |
595-3 |
605-0 |
|
| S4 |
583-5 |
588-1 |
603-0 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662-0 |
647-4 |
596-6 |
|
| R3 |
637-0 |
622-4 |
589-7 |
|
| R2 |
612-0 |
612-0 |
587-5 |
|
| R1 |
597-4 |
597-4 |
585-2 |
592-2 |
| PP |
587-0 |
587-0 |
587-0 |
584-3 |
| S1 |
572-4 |
572-4 |
580-6 |
567-2 |
| S2 |
562-0 |
562-0 |
578-3 |
|
| S3 |
537-0 |
547-4 |
576-1 |
|
| S4 |
512-0 |
522-4 |
569-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
608-2 |
576-4 |
31-6 |
5.2% |
8-5 |
1.4% |
96% |
True |
False |
127,837 |
| 10 |
608-2 |
560-0 |
48-2 |
7.9% |
12-2 |
2.0% |
97% |
True |
False |
125,834 |
| 20 |
615-2 |
560-0 |
55-2 |
9.1% |
11-7 |
2.0% |
85% |
False |
False |
136,902 |
| 40 |
674-0 |
560-0 |
114-0 |
18.8% |
12-0 |
2.0% |
41% |
False |
False |
115,009 |
| 60 |
677-4 |
560-0 |
117-4 |
19.4% |
12-3 |
2.0% |
40% |
False |
False |
91,964 |
| 80 |
788-0 |
560-0 |
228-0 |
37.6% |
12-7 |
2.1% |
21% |
False |
False |
77,197 |
| 100 |
788-0 |
560-0 |
228-0 |
37.6% |
12-3 |
2.0% |
21% |
False |
False |
66,514 |
| 120 |
788-0 |
560-0 |
228-0 |
37.6% |
12-2 |
2.0% |
21% |
False |
False |
58,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
639-0 |
|
2.618 |
627-2 |
|
1.618 |
620-0 |
|
1.000 |
615-4 |
|
0.618 |
612-6 |
|
HIGH |
608-2 |
|
0.618 |
605-4 |
|
0.500 |
604-5 |
|
0.382 |
603-6 |
|
LOW |
601-0 |
|
0.618 |
596-4 |
|
1.000 |
593-6 |
|
1.618 |
589-2 |
|
2.618 |
582-0 |
|
4.250 |
570-2 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
606-2 |
602-6 |
| PP |
605-3 |
598-5 |
| S1 |
604-5 |
594-3 |
|