CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
572-2 |
580-6 |
8-4 |
1.5% |
569-0 |
| High |
572-2 |
580-6 |
8-4 |
1.5% |
576-6 |
| Low |
570-4 |
580-0 |
9-4 |
1.7% |
564-0 |
| Close |
571-4 |
581-2 |
9-6 |
1.7% |
571-6 |
| Range |
1-6 |
0-6 |
-1-0 |
-57.1% |
12-6 |
| ATR |
6-7 |
7-0 |
0-1 |
2.5% |
0-0 |
| Volume |
3,807 |
2,651 |
-1,156 |
-30.4% |
7,995 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
582-7 |
582-7 |
581-5 |
|
| R3 |
582-1 |
582-1 |
581-4 |
|
| R2 |
581-3 |
581-3 |
581-3 |
|
| R1 |
581-3 |
581-3 |
581-3 |
581-3 |
| PP |
580-5 |
580-5 |
580-5 |
580-6 |
| S1 |
580-5 |
580-5 |
581-1 |
580-5 |
| S2 |
579-7 |
579-7 |
581-1 |
|
| S3 |
579-1 |
579-7 |
581-0 |
|
| S4 |
578-3 |
579-1 |
580-7 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
609-1 |
603-1 |
578-6 |
|
| R3 |
596-3 |
590-3 |
575-2 |
|
| R2 |
583-5 |
583-5 |
574-1 |
|
| R1 |
577-5 |
577-5 |
572-7 |
580-5 |
| PP |
570-7 |
570-7 |
570-7 |
572-2 |
| S1 |
564-7 |
564-7 |
570-5 |
567-7 |
| S2 |
558-1 |
558-1 |
569-3 |
|
| S3 |
545-3 |
552-1 |
568-2 |
|
| S4 |
532-5 |
539-3 |
564-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
584-0 |
|
2.618 |
582-6 |
|
1.618 |
582-0 |
|
1.000 |
581-4 |
|
0.618 |
581-2 |
|
HIGH |
580-6 |
|
0.618 |
580-4 |
|
0.500 |
580-3 |
|
0.382 |
580-2 |
|
LOW |
580-0 |
|
0.618 |
579-4 |
|
1.000 |
579-2 |
|
1.618 |
578-6 |
|
2.618 |
578-0 |
|
4.250 |
576-6 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
581-0 |
579-3 |
| PP |
580-5 |
577-4 |
| S1 |
580-3 |
575-5 |
|