CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
608-2 |
599-2 |
-9-0 |
-1.5% |
610-4 |
High |
608-2 |
615-0 |
6-6 |
1.1% |
624-4 |
Low |
603-0 |
599-2 |
-3-6 |
-0.6% |
606-6 |
Close |
606-6 |
614-4 |
7-6 |
1.3% |
608-6 |
Range |
5-2 |
15-6 |
10-4 |
200.0% |
17-6 |
ATR |
10-6 |
11-1 |
0-3 |
3.3% |
0-0 |
Volume |
36,952 |
19,885 |
-17,067 |
-46.2% |
123,526 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656-7 |
651-3 |
623-1 |
|
R3 |
641-1 |
635-5 |
618-7 |
|
R2 |
625-3 |
625-3 |
617-3 |
|
R1 |
619-7 |
619-7 |
616-0 |
622-5 |
PP |
609-5 |
609-5 |
609-5 |
611-0 |
S1 |
604-1 |
604-1 |
613-0 |
606-7 |
S2 |
593-7 |
593-7 |
611-5 |
|
S3 |
578-1 |
588-3 |
610-1 |
|
S4 |
562-3 |
572-5 |
605-7 |
|
|
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 |
615-4 |
596-2 |
19-2 |
3.1% |
10-0 |
1.6% |
95% |
False |
False |
31,841 |
10 |
624-4 |
596-2 |
28-2 |
4.6% |
8-7 |
1.4% |
65% |
False |
False |
27,215 |
20 |
677-6 |
596-2 |
81-4 |
13.3% |
8-7 |
1.4% |
22% |
False |
False |
26,490 |
40 |
683-0 |
596-2 |
86-6 |
14.1% |
8-4 |
1.4% |
21% |
False |
False |
22,847 |
60 |
737-0 |
596-2 |
140-6 |
22.9% |
9-4 |
1.5% |
13% |
False |
False |
20,617 |
80 |
794-4 |
596-2 |
198-2 |
32.3% |
9-2 |
1.5% |
9% |
False |
False |
18,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
682-0 |
2.618 |
656-2 |
1.618 |
640-4 |
1.000 |
630-6 |
0.618 |
624-6 |
HIGH |
615-0 |
0.618 |
609-0 |
0.500 |
607-1 |
0.382 |
605-2 |
LOW |
599-2 |
0.618 |
589-4 |
1.000 |
583-4 |
1.618 |
573-6 |
2.618 |
558-0 |
4.250 |
532-2 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
612-0 |
611-4 |
PP |
609-5 |
608-5 |
S1 |
607-1 |
605-5 |
|