CME Pit-Traded Corn Future September 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 |
590-6 |
589-2 |
-1-4 |
-0.3% |
576-6 |
| High |
591-4 |
594-0 |
2-4 |
0.4% |
594-0 |
| Low |
590-4 |
589-2 |
-1-2 |
-0.2% |
576-0 |
| Close |
591-4 |
593-0 |
1-4 |
0.3% |
593-0 |
| Range |
1-0 |
4-6 |
3-6 |
375.0% |
18-0 |
| ATR |
6-7 |
6-6 |
-0-1 |
-2.2% |
0-0 |
| Volume |
3,155 |
2,816 |
-339 |
-10.7% |
12,205 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606-3 |
604-3 |
595-5 |
|
| R3 |
601-5 |
599-5 |
594-2 |
|
| R2 |
596-7 |
596-7 |
593-7 |
|
| R1 |
594-7 |
594-7 |
593-3 |
595-7 |
| PP |
592-1 |
592-1 |
592-1 |
592-4 |
| S1 |
590-1 |
590-1 |
592-5 |
591-1 |
| S2 |
587-3 |
587-3 |
592-1 |
|
| S3 |
582-5 |
585-3 |
591-6 |
|
| S4 |
577-7 |
580-5 |
590-3 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641-5 |
635-3 |
602-7 |
|
| R3 |
623-5 |
617-3 |
598-0 |
|
| R2 |
605-5 |
605-5 |
596-2 |
|
| R1 |
599-3 |
599-3 |
594-5 |
602-4 |
| PP |
587-5 |
587-5 |
587-5 |
589-2 |
| S1 |
581-3 |
581-3 |
591-3 |
584-4 |
| S2 |
569-5 |
569-5 |
589-6 |
|
| S3 |
551-5 |
563-3 |
588-0 |
|
| S4 |
533-5 |
545-3 |
583-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
614-2 |
|
2.618 |
606-3 |
|
1.618 |
601-5 |
|
1.000 |
598-6 |
|
0.618 |
596-7 |
|
HIGH |
594-0 |
|
0.618 |
592-1 |
|
0.500 |
591-5 |
|
0.382 |
591-1 |
|
LOW |
589-2 |
|
0.618 |
586-3 |
|
1.000 |
584-4 |
|
1.618 |
581-5 |
|
2.618 |
576-7 |
|
4.250 |
569-0 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
592-4 |
592-4 |
| PP |
592-1 |
592-1 |
| S1 |
591-5 |
591-5 |
|