CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
641-4 |
645-0 |
3-4 |
0.5% |
626-0 |
| High |
645-0 |
648-0 |
3-0 |
0.5% |
648-0 |
| Low |
635-4 |
641-6 |
6-2 |
1.0% |
626-0 |
| Close |
638-0 |
646-4 |
8-4 |
1.3% |
646-4 |
| Range |
9-4 |
6-2 |
-3-2 |
-34.2% |
22-0 |
| ATR |
13-0 |
12-7 |
-0-2 |
-1.7% |
0-0 |
| Volume |
100,924 |
90,421 |
-10,503 |
-10.4% |
398,916 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-1 |
661-5 |
650-0 |
|
| R3 |
657-7 |
655-3 |
648-2 |
|
| R2 |
651-5 |
651-5 |
647-5 |
|
| R1 |
649-1 |
649-1 |
647-1 |
650-3 |
| PP |
645-3 |
645-3 |
645-3 |
646-0 |
| S1 |
642-7 |
642-7 |
645-7 |
644-1 |
| S2 |
639-1 |
639-1 |
645-3 |
|
| S3 |
632-7 |
636-5 |
644-6 |
|
| S4 |
626-5 |
630-3 |
643-0 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706-1 |
698-3 |
658-5 |
|
| R3 |
684-1 |
676-3 |
652-4 |
|
| R2 |
662-1 |
662-1 |
650-4 |
|
| R1 |
654-3 |
654-3 |
648-4 |
658-2 |
| PP |
640-1 |
640-1 |
640-1 |
642-1 |
| S1 |
632-3 |
632-3 |
644-4 |
636-2 |
| S2 |
618-1 |
618-1 |
642-4 |
|
| S3 |
596-1 |
610-3 |
640-4 |
|
| S4 |
574-1 |
588-3 |
634-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
648-0 |
615-0 |
33-0 |
5.1% |
9-2 |
1.4% |
95% |
True |
False |
93,733 |
| 10 |
648-0 |
580-4 |
67-4 |
10.4% |
9-4 |
1.5% |
98% |
True |
False |
107,481 |
| 20 |
648-0 |
560-0 |
88-0 |
13.6% |
11-6 |
1.8% |
98% |
True |
False |
119,813 |
| 40 |
674-0 |
560-0 |
114-0 |
17.6% |
11-4 |
1.8% |
76% |
False |
False |
123,311 |
| 60 |
674-0 |
560-0 |
114-0 |
17.6% |
12-0 |
1.9% |
76% |
False |
False |
98,464 |
| 80 |
760-0 |
560-0 |
200-0 |
30.9% |
12-4 |
1.9% |
43% |
False |
False |
83,820 |
| 100 |
788-0 |
560-0 |
228-0 |
35.3% |
12-1 |
1.9% |
38% |
False |
False |
71,975 |
| 120 |
788-0 |
560-0 |
228-0 |
35.3% |
12-1 |
1.9% |
38% |
False |
False |
63,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
674-4 |
|
2.618 |
664-3 |
|
1.618 |
658-1 |
|
1.000 |
654-2 |
|
0.618 |
651-7 |
|
HIGH |
648-0 |
|
0.618 |
645-5 |
|
0.500 |
644-7 |
|
0.382 |
644-1 |
|
LOW |
641-6 |
|
0.618 |
637-7 |
|
1.000 |
635-4 |
|
1.618 |
631-5 |
|
2.618 |
625-3 |
|
4.250 |
615-2 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
646-0 |
644-3 |
| PP |
645-3 |
642-3 |
| S1 |
644-7 |
640-2 |
|