CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
626-0 |
634-4 |
8-4 |
1.4% |
595-6 |
| High |
636-4 |
646-0 |
9-4 |
1.5% |
625-0 |
| Low |
626-0 |
632-4 |
6-4 |
1.0% |
593-6 |
| Close |
633-2 |
642-4 |
9-2 |
1.5% |
619-4 |
| Range |
10-4 |
13-4 |
3-0 |
28.6% |
31-2 |
| ATR |
13-3 |
13-3 |
0-0 |
0.1% |
0-0 |
| Volume |
91,491 |
116,080 |
24,589 |
26.9% |
562,738 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680-7 |
675-1 |
649-7 |
|
| R3 |
667-3 |
661-5 |
646-2 |
|
| R2 |
653-7 |
653-7 |
645-0 |
|
| R1 |
648-1 |
648-1 |
643-6 |
651-0 |
| PP |
640-3 |
640-3 |
640-3 |
641-6 |
| S1 |
634-5 |
634-5 |
641-2 |
637-4 |
| S2 |
626-7 |
626-7 |
640-0 |
|
| S3 |
613-3 |
621-1 |
638-6 |
|
| S4 |
599-7 |
607-5 |
635-1 |
|
|
| 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 |
646-0 |
601-6 |
44-2 |
6.9% |
11-1 |
1.7% |
92% |
True |
False |
103,347 |
| 10 |
646-0 |
576-4 |
69-4 |
10.8% |
9-7 |
1.5% |
95% |
True |
False |
115,592 |
| 20 |
646-0 |
560-0 |
86-0 |
13.4% |
12-2 |
1.9% |
96% |
True |
False |
128,912 |
| 40 |
674-0 |
560-0 |
114-0 |
17.7% |
12-0 |
1.9% |
72% |
False |
False |
121,710 |
| 60 |
674-0 |
560-0 |
114-0 |
17.7% |
12-1 |
1.9% |
72% |
False |
False |
97,097 |
| 80 |
776-4 |
560-0 |
216-4 |
33.7% |
12-5 |
2.0% |
38% |
False |
False |
82,106 |
| 100 |
788-0 |
560-0 |
228-0 |
35.5% |
12-1 |
1.9% |
36% |
False |
False |
70,663 |
| 120 |
788-0 |
560-0 |
228-0 |
35.5% |
12-2 |
1.9% |
36% |
False |
False |
61,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703-3 |
|
2.618 |
681-3 |
|
1.618 |
667-7 |
|
1.000 |
659-4 |
|
0.618 |
654-3 |
|
HIGH |
646-0 |
|
0.618 |
640-7 |
|
0.500 |
639-2 |
|
0.382 |
637-5 |
|
LOW |
632-4 |
|
0.618 |
624-1 |
|
1.000 |
619-0 |
|
1.618 |
610-5 |
|
2.618 |
597-1 |
|
4.250 |
575-1 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
641-3 |
638-4 |
| PP |
640-3 |
634-4 |
| S1 |
639-2 |
630-4 |
|