CME Pit-Traded Corn Future July 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 |
617-0 |
633-2 |
16-2 |
2.6% |
600-0 |
| High |
632-4 |
638-6 |
6-2 |
1.0% |
613-0 |
| Low |
617-0 |
631-2 |
14-2 |
2.3% |
594-2 |
| Close |
631-6 |
632-2 |
0-4 |
0.1% |
598-4 |
| Range |
15-4 |
7-4 |
-8-0 |
-51.6% |
18-6 |
| ATR |
10-5 |
10-3 |
-0-2 |
-2.1% |
0-0 |
| Volume |
15,616 |
29,410 |
13,794 |
88.3% |
106,547 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656-5 |
651-7 |
636-3 |
|
| R3 |
649-1 |
644-3 |
634-2 |
|
| R2 |
641-5 |
641-5 |
633-5 |
|
| R1 |
636-7 |
636-7 |
633-0 |
635-4 |
| PP |
634-1 |
634-1 |
634-1 |
633-3 |
| S1 |
629-3 |
629-3 |
631-4 |
628-0 |
| S2 |
626-5 |
626-5 |
630-7 |
|
| S3 |
619-1 |
621-7 |
630-2 |
|
| S4 |
611-5 |
614-3 |
628-1 |
|
|
| 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 |
638-6 |
596-4 |
42-2 |
6.7% |
7-7 |
1.2% |
85% |
True |
False |
24,326 |
| 10 |
638-6 |
594-2 |
44-4 |
7.0% |
7-2 |
1.1% |
85% |
True |
False |
22,292 |
| 20 |
638-6 |
594-2 |
44-4 |
7.0% |
8-0 |
1.3% |
85% |
True |
False |
24,754 |
| 40 |
683-0 |
594-2 |
88-6 |
14.0% |
8-5 |
1.4% |
43% |
False |
False |
23,265 |
| 60 |
683-0 |
594-2 |
88-6 |
14.0% |
8-7 |
1.4% |
43% |
False |
False |
22,332 |
| 80 |
792-0 |
594-2 |
197-6 |
31.3% |
9-1 |
1.5% |
19% |
False |
False |
19,843 |
| 100 |
794-4 |
594-2 |
200-2 |
31.7% |
8-4 |
1.4% |
19% |
False |
False |
17,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
670-5 |
|
2.618 |
658-3 |
|
1.618 |
650-7 |
|
1.000 |
646-2 |
|
0.618 |
643-3 |
|
HIGH |
638-6 |
|
0.618 |
635-7 |
|
0.500 |
635-0 |
|
0.382 |
634-1 |
|
LOW |
631-2 |
|
0.618 |
626-5 |
|
1.000 |
623-6 |
|
1.618 |
619-1 |
|
2.618 |
611-5 |
|
4.250 |
599-3 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
635-0 |
630-6 |
| PP |
634-1 |
629-3 |
| S1 |
633-1 |
627-7 |
|