CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
605-0 |
602-0 |
-3-0 |
-0.5% |
586-4 |
| High |
608-2 |
618-0 |
9-6 |
1.6% |
601-4 |
| Low |
601-0 |
601-6 |
0-6 |
0.1% |
576-4 |
| Close |
607-0 |
616-4 |
9-4 |
1.6% |
583-0 |
| Range |
7-2 |
16-2 |
9-0 |
124.1% |
25-0 |
| ATR |
13-6 |
13-7 |
0-1 |
1.3% |
0-0 |
| Volume |
108,824 |
117,731 |
8,907 |
8.2% |
599,776 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-7 |
654-7 |
625-4 |
|
| R3 |
644-5 |
638-5 |
621-0 |
|
| R2 |
628-3 |
628-3 |
619-4 |
|
| R1 |
622-3 |
622-3 |
618-0 |
625-3 |
| PP |
612-1 |
612-1 |
612-1 |
613-4 |
| S1 |
606-1 |
606-1 |
615-0 |
609-1 |
| S2 |
595-7 |
595-7 |
613-4 |
|
| S3 |
579-5 |
589-7 |
612-0 |
|
| S4 |
563-3 |
573-5 |
607-4 |
|
|
| 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 |
618-0 |
576-4 |
41-4 |
6.7% |
9-2 |
1.5% |
96% |
True |
False |
123,137 |
| 10 |
618-0 |
560-0 |
58-0 |
9.4% |
13-2 |
2.1% |
97% |
True |
False |
126,631 |
| 20 |
618-0 |
560-0 |
58-0 |
9.4% |
12-3 |
2.0% |
97% |
True |
False |
137,065 |
| 40 |
674-0 |
560-0 |
114-0 |
18.5% |
12-2 |
2.0% |
50% |
False |
False |
117,127 |
| 60 |
674-0 |
560-0 |
114-0 |
18.5% |
12-3 |
2.0% |
50% |
False |
False |
93,441 |
| 80 |
788-0 |
560-0 |
228-0 |
37.0% |
13-0 |
2.1% |
25% |
False |
False |
78,258 |
| 100 |
788-0 |
560-0 |
228-0 |
37.0% |
12-4 |
2.0% |
25% |
False |
False |
67,516 |
| 120 |
788-0 |
560-0 |
228-0 |
37.0% |
12-2 |
2.0% |
25% |
False |
False |
59,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687-0 |
|
2.618 |
660-4 |
|
1.618 |
644-2 |
|
1.000 |
634-2 |
|
0.618 |
628-0 |
|
HIGH |
618-0 |
|
0.618 |
611-6 |
|
0.500 |
609-7 |
|
0.382 |
608-0 |
|
LOW |
601-6 |
|
0.618 |
591-6 |
|
1.000 |
585-4 |
|
1.618 |
575-4 |
|
2.618 |
559-2 |
|
4.250 |
532-6 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
614-2 |
613-0 |
| PP |
612-1 |
609-3 |
| S1 |
609-7 |
605-7 |
|