CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
633-2 |
634-0 |
0-6 |
0.1% |
611-0 |
| High |
638-6 |
635-6 |
-3-0 |
-0.5% |
638-6 |
| Low |
631-2 |
630-0 |
-1-2 |
-0.2% |
608-6 |
| Close |
632-2 |
634-0 |
1-6 |
0.3% |
634-0 |
| Range |
7-4 |
5-6 |
-1-6 |
-23.3% |
30-0 |
| ATR |
10-3 |
10-1 |
-0-3 |
-3.2% |
0-0 |
| Volume |
29,410 |
24,605 |
-4,805 |
-16.3% |
117,849 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
650-4 |
648-0 |
637-1 |
|
| R3 |
644-6 |
642-2 |
635-5 |
|
| R2 |
639-0 |
639-0 |
635-0 |
|
| R1 |
636-4 |
636-4 |
634-4 |
636-7 |
| PP |
633-2 |
633-2 |
633-2 |
633-4 |
| S1 |
630-6 |
630-6 |
633-4 |
631-1 |
| S2 |
627-4 |
627-4 |
633-0 |
|
| S3 |
621-6 |
625-0 |
632-3 |
|
| S4 |
616-0 |
619-2 |
630-7 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
717-1 |
705-5 |
650-4 |
|
| R3 |
687-1 |
675-5 |
642-2 |
|
| R2 |
657-1 |
657-1 |
639-4 |
|
| R1 |
645-5 |
645-5 |
636-6 |
651-3 |
| PP |
627-1 |
627-1 |
627-1 |
630-0 |
| S1 |
615-5 |
615-5 |
631-2 |
621-3 |
| S2 |
597-1 |
597-1 |
628-4 |
|
| S3 |
567-1 |
585-5 |
625-6 |
|
| S4 |
537-1 |
555-5 |
617-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
638-6 |
608-6 |
30-0 |
4.7% |
8-1 |
1.3% |
84% |
False |
False |
23,569 |
| 10 |
638-6 |
594-2 |
44-4 |
7.0% |
7-4 |
1.2% |
89% |
False |
False |
22,439 |
| 20 |
638-6 |
594-2 |
44-4 |
7.0% |
7-7 |
1.2% |
89% |
False |
False |
24,675 |
| 40 |
683-0 |
594-2 |
88-6 |
14.0% |
8-3 |
1.3% |
45% |
False |
False |
23,468 |
| 60 |
683-0 |
594-2 |
88-6 |
14.0% |
8-7 |
1.4% |
45% |
False |
False |
22,379 |
| 80 |
784-0 |
594-2 |
189-6 |
29.9% |
9-1 |
1.4% |
21% |
False |
False |
20,023 |
| 100 |
794-4 |
594-2 |
200-2 |
31.6% |
8-5 |
1.4% |
20% |
False |
False |
17,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
660-2 |
|
2.618 |
650-6 |
|
1.618 |
645-0 |
|
1.000 |
641-4 |
|
0.618 |
639-2 |
|
HIGH |
635-6 |
|
0.618 |
633-4 |
|
0.500 |
632-7 |
|
0.382 |
632-2 |
|
LOW |
630-0 |
|
0.618 |
626-4 |
|
1.000 |
624-2 |
|
1.618 |
620-6 |
|
2.618 |
615-0 |
|
4.250 |
605-4 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
633-5 |
632-0 |
| PP |
633-2 |
629-7 |
| S1 |
632-7 |
627-7 |
|