CME Pit-Traded Corn Future September 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 |
589-2 |
600-0 |
10-6 |
1.8% |
576-6 |
| High |
594-0 |
603-0 |
9-0 |
1.5% |
594-0 |
| Low |
589-2 |
600-0 |
10-6 |
1.8% |
576-0 |
| Close |
593-0 |
601-2 |
8-2 |
1.4% |
593-0 |
| Range |
4-6 |
3-0 |
-1-6 |
-36.8% |
18-0 |
| ATR |
6-6 |
7-0 |
0-2 |
3.5% |
0-0 |
| Volume |
2,816 |
820 |
-1,996 |
-70.9% |
12,205 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610-3 |
608-7 |
602-7 |
|
| R3 |
607-3 |
605-7 |
602-1 |
|
| R2 |
604-3 |
604-3 |
601-6 |
|
| R1 |
602-7 |
602-7 |
601-4 |
603-5 |
| PP |
601-3 |
601-3 |
601-3 |
601-6 |
| S1 |
599-7 |
599-7 |
601-0 |
600-5 |
| S2 |
598-3 |
598-3 |
600-6 |
|
| S3 |
595-3 |
596-7 |
600-3 |
|
| S4 |
592-3 |
593-7 |
599-5 |
|
|
| 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 |
615-6 |
|
2.618 |
610-7 |
|
1.618 |
607-7 |
|
1.000 |
606-0 |
|
0.618 |
604-7 |
|
HIGH |
603-0 |
|
0.618 |
601-7 |
|
0.500 |
601-4 |
|
0.382 |
601-1 |
|
LOW |
600-0 |
|
0.618 |
598-1 |
|
1.000 |
597-0 |
|
1.618 |
595-1 |
|
2.618 |
592-1 |
|
4.250 |
587-2 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
601-4 |
599-4 |
| PP |
601-3 |
597-7 |
| S1 |
601-3 |
596-1 |
|