CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
610-0 |
626-2 |
16-2 |
2.7% |
594-4 |
High |
625-2 |
633-0 |
7-6 |
1.2% |
606-4 |
Low |
610-0 |
625-0 |
15-0 |
2.5% |
587-0 |
Close |
625-2 |
626-2 |
1-0 |
0.2% |
591-6 |
Range |
15-2 |
8-0 |
-7-2 |
-47.5% |
19-4 |
ATR |
11-3 |
11-1 |
-0-2 |
-2.1% |
0-0 |
Volume |
19,393 |
21,692 |
2,299 |
11.9% |
145,953 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
652-1 |
647-1 |
630-5 |
|
R3 |
644-1 |
639-1 |
628-4 |
|
R2 |
636-1 |
636-1 |
627-6 |
|
R1 |
631-1 |
631-1 |
627-0 |
630-2 |
PP |
628-1 |
628-1 |
628-1 |
627-5 |
S1 |
623-1 |
623-1 |
625-4 |
622-2 |
S2 |
620-1 |
620-1 |
624-6 |
|
S3 |
612-1 |
615-1 |
624-0 |
|
S4 |
604-1 |
607-1 |
621-7 |
|
|
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 |
633-0 |
590-0 |
43-0 |
6.9% |
8-2 |
1.3% |
84% |
True |
False |
30,340 |
10 |
633-0 |
587-0 |
46-0 |
7.3% |
8-2 |
1.3% |
85% |
True |
False |
28,376 |
20 |
633-0 |
587-0 |
46-0 |
7.3% |
9-3 |
1.5% |
85% |
True |
False |
28,349 |
40 |
681-0 |
587-0 |
94-0 |
15.0% |
9-3 |
1.5% |
42% |
False |
False |
26,058 |
60 |
681-0 |
587-0 |
94-0 |
15.0% |
9-2 |
1.5% |
42% |
False |
False |
22,366 |
80 |
789-4 |
587-0 |
202-4 |
32.3% |
9-6 |
1.5% |
19% |
False |
False |
19,348 |
100 |
792-0 |
587-0 |
205-0 |
32.7% |
8-7 |
1.4% |
19% |
False |
False |
16,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
667-0 |
2.618 |
654-0 |
1.618 |
646-0 |
1.000 |
641-0 |
0.618 |
638-0 |
HIGH |
633-0 |
0.618 |
630-0 |
0.500 |
629-0 |
0.382 |
628-0 |
LOW |
625-0 |
0.618 |
620-0 |
1.000 |
617-0 |
1.618 |
612-0 |
2.618 |
604-0 |
4.250 |
591-0 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
629-0 |
624-4 |
PP |
628-1 |
622-7 |
S1 |
627-1 |
621-1 |
|