CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
619-6 |
626-0 |
6-2 |
1.0% |
595-6 |
| High |
621-4 |
636-4 |
15-0 |
2.4% |
625-0 |
| Low |
615-0 |
626-0 |
11-0 |
1.8% |
593-6 |
| Close |
619-4 |
633-2 |
13-6 |
2.2% |
619-4 |
| Range |
6-4 |
10-4 |
4-0 |
61.5% |
31-2 |
| ATR |
13-0 |
13-3 |
0-2 |
2.2% |
0-0 |
| Volume |
69,750 |
91,491 |
21,741 |
31.2% |
562,738 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-3 |
658-7 |
639-0 |
|
| R3 |
652-7 |
648-3 |
636-1 |
|
| R2 |
642-3 |
642-3 |
635-1 |
|
| R1 |
637-7 |
637-7 |
634-2 |
640-1 |
| PP |
631-7 |
631-7 |
631-7 |
633-0 |
| S1 |
627-3 |
627-3 |
632-2 |
629-5 |
| S2 |
621-3 |
621-3 |
631-3 |
|
| S3 |
610-7 |
616-7 |
630-3 |
|
| S4 |
600-3 |
606-3 |
627-4 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706-4 |
694-2 |
636-6 |
|
| R3 |
675-2 |
663-0 |
628-1 |
|
| R2 |
644-0 |
644-0 |
625-2 |
|
| R1 |
631-6 |
631-6 |
622-3 |
637-7 |
| PP |
612-6 |
612-6 |
612-6 |
615-6 |
| S1 |
600-4 |
600-4 |
616-5 |
606-5 |
| S2 |
581-4 |
581-4 |
613-6 |
|
| S3 |
550-2 |
569-2 |
610-7 |
|
| S4 |
519-0 |
538-0 |
602-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
636-4 |
601-0 |
35-4 |
5.6% |
9-7 |
1.6% |
91% |
True |
False |
101,896 |
| 10 |
636-4 |
576-4 |
60-0 |
9.5% |
9-4 |
1.5% |
95% |
True |
False |
113,911 |
| 20 |
636-4 |
560-0 |
76-4 |
12.1% |
12-2 |
1.9% |
96% |
True |
False |
132,067 |
| 40 |
674-0 |
560-0 |
114-0 |
18.0% |
12-0 |
1.9% |
64% |
False |
False |
120,466 |
| 60 |
674-0 |
560-0 |
114-0 |
18.0% |
12-2 |
1.9% |
64% |
False |
False |
96,152 |
| 80 |
776-4 |
560-0 |
216-4 |
34.2% |
12-6 |
2.0% |
34% |
False |
False |
81,045 |
| 100 |
788-0 |
560-0 |
228-0 |
36.0% |
12-2 |
1.9% |
32% |
False |
False |
69,683 |
| 120 |
788-0 |
560-0 |
228-0 |
36.0% |
12-2 |
1.9% |
32% |
False |
False |
60,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
681-1 |
|
2.618 |
664-0 |
|
1.618 |
653-4 |
|
1.000 |
647-0 |
|
0.618 |
643-0 |
|
HIGH |
636-4 |
|
0.618 |
632-4 |
|
0.500 |
631-2 |
|
0.382 |
630-0 |
|
LOW |
626-0 |
|
0.618 |
619-4 |
|
1.000 |
615-4 |
|
1.618 |
609-0 |
|
2.618 |
598-4 |
|
4.250 |
581-3 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
632-5 |
630-6 |
| PP |
631-7 |
628-2 |
| S1 |
631-2 |
625-6 |
|