CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
638-6 |
633-4 |
-5-2 |
-0.8% |
620-0 |
High |
642-2 |
634-4 |
-7-6 |
-1.2% |
645-4 |
Low |
635-4 |
628-0 |
-7-4 |
-1.2% |
612-0 |
Close |
641-6 |
631-6 |
-10-0 |
-1.6% |
641-6 |
Range |
6-6 |
6-4 |
-0-2 |
-3.7% |
33-4 |
ATR |
13-0 |
13-1 |
0-0 |
0.4% |
0-0 |
Volume |
142,505 |
148,576 |
6,071 |
4.3% |
750,613 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
650-7 |
647-7 |
635-3 |
|
R3 |
644-3 |
641-3 |
633-4 |
|
R2 |
637-7 |
637-7 |
633-0 |
|
R1 |
634-7 |
634-7 |
632-3 |
633-1 |
PP |
631-3 |
631-3 |
631-3 |
630-4 |
S1 |
628-3 |
628-3 |
631-1 |
626-5 |
S2 |
624-7 |
624-7 |
630-4 |
|
S3 |
618-3 |
621-7 |
630-0 |
|
S4 |
611-7 |
615-3 |
628-1 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
733-5 |
721-1 |
660-1 |
|
R3 |
700-1 |
687-5 |
651-0 |
|
R2 |
666-5 |
666-5 |
647-7 |
|
R1 |
654-1 |
654-1 |
644-7 |
660-3 |
PP |
633-1 |
633-1 |
633-1 |
636-2 |
S1 |
620-5 |
620-5 |
638-5 |
626-7 |
S2 |
599-5 |
599-5 |
635-5 |
|
S3 |
566-1 |
587-1 |
632-4 |
|
S4 |
532-5 |
553-5 |
623-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
645-4 |
617-0 |
28-4 |
4.5% |
11-2 |
1.8% |
52% |
False |
False |
147,096 |
10 |
645-4 |
592-4 |
53-0 |
8.4% |
10-3 |
1.6% |
74% |
False |
False |
158,902 |
20 |
664-0 |
592-4 |
71-4 |
11.3% |
9-2 |
1.5% |
55% |
False |
False |
150,453 |
40 |
664-0 |
560-0 |
104-0 |
16.5% |
10-6 |
1.7% |
69% |
False |
False |
136,939 |
60 |
674-0 |
560-0 |
114-0 |
18.0% |
10-7 |
1.7% |
63% |
False |
False |
132,310 |
80 |
674-0 |
560-0 |
114-0 |
18.0% |
11-3 |
1.8% |
63% |
False |
False |
110,982 |
100 |
776-4 |
560-0 |
216-4 |
34.3% |
11-7 |
1.9% |
33% |
False |
False |
96,449 |
120 |
788-0 |
560-0 |
228-0 |
36.1% |
11-5 |
1.8% |
31% |
False |
False |
84,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
662-1 |
2.618 |
651-4 |
1.618 |
645-0 |
1.000 |
641-0 |
0.618 |
638-4 |
HIGH |
634-4 |
0.618 |
632-0 |
0.500 |
631-2 |
0.382 |
630-4 |
LOW |
628-0 |
0.618 |
624-0 |
1.000 |
621-4 |
1.618 |
617-4 |
2.618 |
611-0 |
4.250 |
600-3 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
631-5 |
636-6 |
PP |
631-3 |
635-1 |
S1 |
631-2 |
633-3 |
|