CME Pit-Traded Corn Future May 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 |
603-4 |
613-0 |
9-4 |
1.6% |
594-4 |
| High |
610-0 |
616-4 |
6-4 |
1.1% |
606-4 |
| Low |
603-0 |
609-2 |
6-2 |
1.0% |
587-0 |
| Close |
609-6 |
615-6 |
6-0 |
1.0% |
591-6 |
| Range |
7-0 |
7-2 |
0-2 |
3.6% |
19-4 |
| ATR |
11-3 |
11-0 |
-0-2 |
-2.6% |
0-0 |
| Volume |
36,864 |
35,794 |
-1,070 |
-2.9% |
145,953 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
635-5 |
632-7 |
619-6 |
|
| R3 |
628-3 |
625-5 |
617-6 |
|
| R2 |
621-1 |
621-1 |
617-1 |
|
| R1 |
618-3 |
618-3 |
616-3 |
619-6 |
| PP |
613-7 |
613-7 |
613-7 |
614-4 |
| S1 |
611-1 |
611-1 |
615-1 |
612-4 |
| S2 |
606-5 |
606-5 |
614-3 |
|
| S3 |
599-3 |
603-7 |
613-6 |
|
| S4 |
592-1 |
596-5 |
611-6 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
653-5 |
642-1 |
602-4 |
|
| R3 |
634-1 |
622-5 |
597-1 |
|
| R2 |
614-5 |
614-5 |
595-3 |
|
| R1 |
603-1 |
603-1 |
593-4 |
599-1 |
| PP |
595-1 |
595-1 |
595-1 |
593-0 |
| S1 |
583-5 |
583-5 |
590-0 |
579-5 |
| S2 |
575-5 |
575-5 |
588-1 |
|
| S3 |
556-1 |
564-1 |
586-3 |
|
| S4 |
536-5 |
544-5 |
581-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
616-4 |
587-0 |
29-4 |
4.8% |
6-7 |
1.1% |
97% |
True |
False |
30,141 |
| 10 |
616-4 |
587-0 |
29-4 |
4.8% |
8-1 |
1.3% |
97% |
True |
False |
31,653 |
| 20 |
620-4 |
587-0 |
33-4 |
5.4% |
8-6 |
1.4% |
86% |
False |
False |
28,471 |
| 40 |
681-0 |
587-0 |
94-0 |
15.3% |
8-7 |
1.4% |
31% |
False |
False |
25,551 |
| 60 |
684-4 |
587-0 |
97-4 |
15.8% |
9-4 |
1.5% |
29% |
False |
False |
22,063 |
| 80 |
792-0 |
587-0 |
205-0 |
33.3% |
9-5 |
1.6% |
14% |
False |
False |
19,005 |
| 100 |
792-0 |
587-0 |
205-0 |
33.3% |
9-0 |
1.5% |
14% |
False |
False |
16,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
647-2 |
|
2.618 |
635-4 |
|
1.618 |
628-2 |
|
1.000 |
623-6 |
|
0.618 |
621-0 |
|
HIGH |
616-4 |
|
0.618 |
613-6 |
|
0.500 |
612-7 |
|
0.382 |
612-0 |
|
LOW |
609-2 |
|
0.618 |
604-6 |
|
1.000 |
602-0 |
|
1.618 |
597-4 |
|
2.618 |
590-2 |
|
4.250 |
578-4 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
614-6 |
611-5 |
| PP |
613-7 |
607-3 |
| S1 |
612-7 |
603-2 |
|