CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
649-4 |
654-4 |
5-0 |
0.8% |
611-0 |
| High |
658-2 |
659-0 |
0-6 |
0.1% |
638-6 |
| Low |
648-4 |
650-2 |
1-6 |
0.3% |
608-6 |
| Close |
656-0 |
652-4 |
-3-4 |
-0.5% |
634-0 |
| Range |
9-6 |
8-6 |
-1-0 |
-10.3% |
30-0 |
| ATR |
10-3 |
10-2 |
-0-1 |
-1.1% |
0-0 |
| Volume |
19,715 |
24,894 |
5,179 |
26.3% |
117,849 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680-1 |
675-1 |
657-2 |
|
| R3 |
671-3 |
666-3 |
654-7 |
|
| R2 |
662-5 |
662-5 |
654-1 |
|
| R1 |
657-5 |
657-5 |
653-2 |
655-6 |
| PP |
653-7 |
653-7 |
653-7 |
653-0 |
| S1 |
648-7 |
648-7 |
651-6 |
647-0 |
| S2 |
645-1 |
645-1 |
650-7 |
|
| S3 |
636-3 |
640-1 |
650-1 |
|
| S4 |
627-5 |
631-3 |
647-6 |
|
|
| 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 |
659-0 |
630-0 |
29-0 |
4.4% |
7-7 |
1.2% |
78% |
True |
False |
22,742 |
| 10 |
659-0 |
594-2 |
64-6 |
9.9% |
7-4 |
1.1% |
90% |
True |
False |
22,314 |
| 20 |
659-0 |
594-2 |
64-6 |
9.9% |
8-0 |
1.2% |
90% |
True |
False |
24,451 |
| 40 |
683-0 |
594-2 |
88-6 |
13.6% |
8-2 |
1.3% |
66% |
False |
False |
23,864 |
| 60 |
683-0 |
594-2 |
88-6 |
13.6% |
8-6 |
1.3% |
66% |
False |
False |
22,238 |
| 80 |
771-4 |
594-2 |
177-2 |
27.2% |
9-0 |
1.4% |
33% |
False |
False |
20,311 |
| 100 |
794-4 |
594-2 |
200-2 |
30.7% |
8-6 |
1.3% |
29% |
False |
False |
18,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696-2 |
|
2.618 |
681-7 |
|
1.618 |
673-1 |
|
1.000 |
667-6 |
|
0.618 |
664-3 |
|
HIGH |
659-0 |
|
0.618 |
655-5 |
|
0.500 |
654-5 |
|
0.382 |
653-5 |
|
LOW |
650-2 |
|
0.618 |
644-7 |
|
1.000 |
641-4 |
|
1.618 |
636-1 |
|
2.618 |
627-3 |
|
4.250 |
613-0 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
654-5 |
651-4 |
| PP |
653-7 |
650-4 |
| S1 |
653-2 |
649-4 |
|