CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
634-0 |
640-4 |
6-4 |
1.0% |
611-0 |
| High |
635-6 |
647-4 |
11-6 |
1.8% |
638-6 |
| Low |
630-0 |
640-0 |
10-0 |
1.6% |
608-6 |
| Close |
634-0 |
647-2 |
13-2 |
2.1% |
634-0 |
| Range |
5-6 |
7-4 |
1-6 |
30.4% |
30-0 |
| ATR |
10-1 |
10-3 |
0-2 |
2.4% |
0-0 |
| Volume |
24,605 |
15,089 |
-9,516 |
-38.7% |
117,849 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667-3 |
664-7 |
651-3 |
|
| R3 |
659-7 |
657-3 |
649-2 |
|
| R2 |
652-3 |
652-3 |
648-5 |
|
| R1 |
649-7 |
649-7 |
648-0 |
651-1 |
| PP |
644-7 |
644-7 |
644-7 |
645-4 |
| S1 |
642-3 |
642-3 |
646-4 |
643-5 |
| S2 |
637-3 |
637-3 |
645-7 |
|
| S3 |
629-7 |
634-7 |
645-2 |
|
| S4 |
622-3 |
627-3 |
643-1 |
|
|
| 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 |
647-4 |
617-0 |
30-4 |
4.7% |
8-1 |
1.3% |
99% |
True |
False |
21,640 |
| 10 |
647-4 |
594-2 |
53-2 |
8.2% |
7-2 |
1.1% |
100% |
True |
False |
21,327 |
| 20 |
647-4 |
594-2 |
53-2 |
8.2% |
8-0 |
1.2% |
100% |
True |
False |
24,771 |
| 40 |
683-0 |
594-2 |
88-6 |
13.7% |
8-3 |
1.3% |
60% |
False |
False |
23,521 |
| 60 |
683-0 |
594-2 |
88-6 |
13.7% |
8-7 |
1.4% |
60% |
False |
False |
22,404 |
| 80 |
784-0 |
594-2 |
189-6 |
29.3% |
9-1 |
1.4% |
28% |
False |
False |
20,110 |
| 100 |
794-4 |
594-2 |
200-2 |
30.9% |
8-5 |
1.3% |
26% |
False |
False |
17,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
679-3 |
|
2.618 |
667-1 |
|
1.618 |
659-5 |
|
1.000 |
655-0 |
|
0.618 |
652-1 |
|
HIGH |
647-4 |
|
0.618 |
644-5 |
|
0.500 |
643-6 |
|
0.382 |
642-7 |
|
LOW |
640-0 |
|
0.618 |
635-3 |
|
1.000 |
632-4 |
|
1.618 |
627-7 |
|
2.618 |
620-3 |
|
4.250 |
608-1 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
646-1 |
644-3 |
| PP |
644-7 |
641-5 |
| S1 |
643-6 |
638-6 |
|