CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
614-0 |
596-2 |
-17-6 |
-2.9% |
610-4 |
| High |
614-0 |
610-6 |
-3-2 |
-0.5% |
624-4 |
| Low |
606-6 |
596-2 |
-10-4 |
-1.7% |
606-6 |
| Close |
606-0 |
610-6 |
4-6 |
0.8% |
608-6 |
| Range |
7-2 |
14-4 |
7-2 |
100.0% |
17-6 |
| ATR |
10-6 |
11-0 |
0-2 |
2.5% |
0-0 |
| Volume |
32,910 |
32,705 |
-205 |
-0.6% |
123,526 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
649-3 |
644-5 |
618-6 |
|
| R3 |
634-7 |
630-1 |
614-6 |
|
| R2 |
620-3 |
620-3 |
613-3 |
|
| R1 |
615-5 |
615-5 |
612-1 |
618-0 |
| PP |
605-7 |
605-7 |
605-7 |
607-1 |
| S1 |
601-1 |
601-1 |
609-3 |
603-4 |
| S2 |
591-3 |
591-3 |
608-1 |
|
| S3 |
576-7 |
586-5 |
606-6 |
|
| S4 |
562-3 |
572-1 |
602-6 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-5 |
655-3 |
618-4 |
|
| R3 |
648-7 |
637-5 |
613-5 |
|
| R2 |
631-1 |
631-1 |
612-0 |
|
| R1 |
619-7 |
619-7 |
610-3 |
616-5 |
| PP |
613-3 |
613-3 |
613-3 |
611-6 |
| S1 |
602-1 |
602-1 |
607-1 |
598-7 |
| S2 |
595-5 |
595-5 |
605-4 |
|
| S3 |
577-7 |
584-3 |
603-7 |
|
| S4 |
560-1 |
566-5 |
599-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
624-4 |
596-2 |
28-2 |
4.6% |
8-5 |
1.4% |
51% |
False |
True |
29,756 |
| 10 |
624-4 |
596-2 |
28-2 |
4.6% |
7-7 |
1.3% |
51% |
False |
True |
25,875 |
| 20 |
683-0 |
596-2 |
86-6 |
14.2% |
8-6 |
1.4% |
17% |
False |
True |
25,663 |
| 40 |
683-0 |
596-2 |
86-6 |
14.2% |
9-2 |
1.5% |
17% |
False |
True |
22,637 |
| 60 |
766-4 |
596-2 |
170-2 |
27.9% |
9-5 |
1.6% |
9% |
False |
True |
20,077 |
| 80 |
794-4 |
596-2 |
198-2 |
32.5% |
9-1 |
1.5% |
7% |
False |
True |
17,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-3 |
|
2.618 |
648-6 |
|
1.618 |
634-2 |
|
1.000 |
625-2 |
|
0.618 |
619-6 |
|
HIGH |
610-6 |
|
0.618 |
605-2 |
|
0.500 |
603-4 |
|
0.382 |
601-6 |
|
LOW |
596-2 |
|
0.618 |
587-2 |
|
1.000 |
581-6 |
|
1.618 |
572-6 |
|
2.618 |
558-2 |
|
4.250 |
534-5 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
608-3 |
609-1 |
| PP |
605-7 |
607-4 |
| S1 |
603-4 |
605-7 |
|