CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 06-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
659-4 |
655-0 |
-4-4 |
-0.7% |
669-0 |
High |
659-4 |
656-0 |
-3-4 |
-0.5% |
671-0 |
Low |
650-0 |
650-4 |
0-4 |
0.1% |
650-0 |
Close |
651-4 |
650-6 |
-0-6 |
-0.1% |
650-6 |
Range |
9-4 |
5-4 |
-4-0 |
-42.1% |
21-0 |
ATR |
11-0 |
10-5 |
-0-3 |
-3.6% |
0-0 |
Volume |
42,602 |
60,265 |
17,663 |
41.5% |
163,538 |
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
668-7 |
665-3 |
653-6 |
|
R3 |
663-3 |
659-7 |
652-2 |
|
R2 |
657-7 |
657-7 |
651-6 |
|
R1 |
654-3 |
654-3 |
651-2 |
653-3 |
PP |
652-3 |
652-3 |
652-3 |
652-0 |
S1 |
648-7 |
648-7 |
650-2 |
647-7 |
S2 |
646-7 |
646-7 |
649-6 |
|
S3 |
641-3 |
643-3 |
649-2 |
|
S4 |
635-7 |
637-7 |
647-6 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-2 |
706-4 |
662-2 |
|
R3 |
699-2 |
685-4 |
656-4 |
|
R2 |
678-2 |
678-2 |
654-5 |
|
R1 |
664-4 |
664-4 |
652-5 |
660-7 |
PP |
657-2 |
657-2 |
657-2 |
655-4 |
S1 |
643-4 |
643-4 |
648-7 |
639-7 |
S2 |
636-2 |
636-2 |
646-7 |
|
S3 |
615-2 |
622-4 |
645-0 |
|
S4 |
594-2 |
601-4 |
639-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
671-0 |
650-0 |
21-0 |
3.2% |
6-5 |
1.0% |
4% |
False |
False |
37,157 |
10 |
671-0 |
624-4 |
46-4 |
7.1% |
7-1 |
1.1% |
56% |
False |
False |
28,668 |
20 |
671-0 |
587-0 |
84-0 |
12.9% |
8-0 |
1.2% |
76% |
False |
False |
28,846 |
40 |
680-4 |
587-0 |
93-4 |
14.4% |
8-7 |
1.4% |
68% |
False |
False |
28,831 |
60 |
681-0 |
587-0 |
94-0 |
14.4% |
8-3 |
1.3% |
68% |
False |
False |
24,620 |
80 |
745-4 |
587-0 |
158-4 |
24.4% |
9-2 |
1.4% |
40% |
False |
False |
21,618 |
100 |
792-0 |
587-0 |
205-0 |
31.5% |
9-1 |
1.4% |
31% |
False |
False |
18,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
679-3 |
2.618 |
670-3 |
1.618 |
664-7 |
1.000 |
661-4 |
0.618 |
659-3 |
HIGH |
656-0 |
0.618 |
653-7 |
0.500 |
653-2 |
0.382 |
652-5 |
LOW |
650-4 |
0.618 |
647-1 |
1.000 |
645-0 |
1.618 |
641-5 |
2.618 |
636-1 |
4.250 |
627-1 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
653-2 |
659-0 |
PP |
652-3 |
656-2 |
S1 |
651-5 |
653-4 |
|