CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
598-0 |
597-4 |
-0-4 |
-0.1% |
600-0 |
| High |
598-0 |
601-0 |
3-0 |
0.5% |
613-0 |
| Low |
594-2 |
596-4 |
2-2 |
0.4% |
594-2 |
| Close |
594-2 |
598-4 |
4-2 |
0.7% |
598-4 |
| Range |
3-6 |
4-4 |
0-6 |
20.0% |
18-6 |
| ATR |
10-2 |
10-0 |
-0-2 |
-2.5% |
0-0 |
| Volume |
17,214 |
28,387 |
11,173 |
64.9% |
106,547 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
612-1 |
609-7 |
601-0 |
|
| R3 |
607-5 |
605-3 |
599-6 |
|
| R2 |
603-1 |
603-1 |
599-3 |
|
| R1 |
600-7 |
600-7 |
598-7 |
602-0 |
| PP |
598-5 |
598-5 |
598-5 |
599-2 |
| S1 |
596-3 |
596-3 |
598-1 |
597-4 |
| S2 |
594-1 |
594-1 |
597-5 |
|
| S3 |
589-5 |
591-7 |
597-2 |
|
| S4 |
585-1 |
587-3 |
596-0 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658-1 |
647-1 |
608-6 |
|
| R3 |
639-3 |
628-3 |
603-5 |
|
| R2 |
620-5 |
620-5 |
602-0 |
|
| R1 |
609-5 |
609-5 |
600-2 |
605-6 |
| PP |
601-7 |
601-7 |
601-7 |
600-0 |
| S1 |
590-7 |
590-7 |
596-6 |
587-0 |
| S2 |
583-1 |
583-1 |
595-0 |
|
| S3 |
564-3 |
572-1 |
593-3 |
|
| S4 |
545-5 |
553-3 |
588-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
613-0 |
594-2 |
18-6 |
3.1% |
7-0 |
1.2% |
23% |
False |
False |
21,309 |
| 10 |
615-0 |
594-2 |
20-6 |
3.5% |
8-0 |
1.3% |
20% |
False |
False |
25,213 |
| 20 |
633-0 |
594-2 |
38-6 |
6.5% |
7-6 |
1.3% |
11% |
False |
False |
24,899 |
| 40 |
683-0 |
594-2 |
88-6 |
14.8% |
8-5 |
1.4% |
5% |
False |
False |
22,553 |
| 60 |
689-6 |
594-2 |
95-4 |
16.0% |
9-0 |
1.5% |
4% |
False |
False |
21,764 |
| 80 |
794-4 |
594-2 |
200-2 |
33.5% |
9-3 |
1.6% |
2% |
False |
False |
19,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
620-1 |
|
2.618 |
612-6 |
|
1.618 |
608-2 |
|
1.000 |
605-4 |
|
0.618 |
603-6 |
|
HIGH |
601-0 |
|
0.618 |
599-2 |
|
0.500 |
598-6 |
|
0.382 |
598-2 |
|
LOW |
596-4 |
|
0.618 |
593-6 |
|
1.000 |
592-0 |
|
1.618 |
589-2 |
|
2.618 |
584-6 |
|
4.250 |
577-3 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
598-6 |
599-6 |
| PP |
598-5 |
599-3 |
| S1 |
598-5 |
598-7 |
|