CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
597-4 |
611-0 |
13-4 |
2.3% |
600-0 |
High |
601-0 |
616-2 |
15-2 |
2.5% |
613-0 |
Low |
596-4 |
608-6 |
12-2 |
2.1% |
594-2 |
Close |
598-4 |
616-2 |
17-6 |
3.0% |
598-4 |
Range |
4-4 |
7-4 |
3-0 |
66.7% |
18-6 |
ATR |
10-0 |
10-5 |
0-4 |
5.5% |
0-0 |
Volume |
28,387 |
24,737 |
-3,650 |
-12.9% |
106,547 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
636-2 |
633-6 |
620-3 |
|
R3 |
628-6 |
626-2 |
618-2 |
|
R2 |
621-2 |
621-2 |
617-5 |
|
R1 |
618-6 |
618-6 |
617-0 |
620-0 |
PP |
613-6 |
613-6 |
613-6 |
614-3 |
S1 |
611-2 |
611-2 |
615-4 |
612-4 |
S2 |
606-2 |
606-2 |
614-7 |
|
S3 |
598-6 |
603-6 |
614-2 |
|
S4 |
591-2 |
596-2 |
612-1 |
|
|
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 |
616-2 |
594-2 |
22-0 |
3.6% |
6-4 |
1.0% |
100% |
True |
False |
21,015 |
10 |
616-2 |
594-2 |
22-0 |
3.6% |
8-1 |
1.3% |
100% |
True |
False |
24,396 |
20 |
624-4 |
594-2 |
30-2 |
4.9% |
7-4 |
1.2% |
73% |
False |
False |
24,822 |
40 |
683-0 |
594-2 |
88-6 |
14.4% |
8-4 |
1.4% |
25% |
False |
False |
22,771 |
60 |
689-6 |
594-2 |
95-4 |
15.5% |
8-7 |
1.4% |
23% |
False |
False |
21,893 |
80 |
794-4 |
594-2 |
200-2 |
32.5% |
9-3 |
1.5% |
11% |
False |
False |
19,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
648-1 |
2.618 |
635-7 |
1.618 |
628-3 |
1.000 |
623-6 |
0.618 |
620-7 |
HIGH |
616-2 |
0.618 |
613-3 |
0.500 |
612-4 |
0.382 |
611-5 |
LOW |
608-6 |
0.618 |
604-1 |
1.000 |
601-2 |
1.618 |
596-5 |
2.618 |
589-1 |
4.250 |
576-7 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
615-0 |
612-5 |
PP |
613-6 |
608-7 |
S1 |
612-4 |
605-2 |
|