CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
655-0 |
660-0 |
5-0 |
0.8% |
669-0 |
High |
656-0 |
666-0 |
10-0 |
1.5% |
671-0 |
Low |
650-4 |
659-0 |
8-4 |
1.3% |
650-0 |
Close |
650-6 |
659-4 |
8-6 |
1.3% |
650-6 |
Range |
5-4 |
7-0 |
1-4 |
27.3% |
21-0 |
ATR |
10-5 |
11-0 |
0-3 |
3.1% |
0-0 |
Volume |
60,265 |
47,177 |
-13,088 |
-21.7% |
163,538 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-4 |
678-0 |
663-3 |
|
R3 |
675-4 |
671-0 |
661-3 |
|
R2 |
668-4 |
668-4 |
660-6 |
|
R1 |
664-0 |
664-0 |
660-1 |
662-6 |
PP |
661-4 |
661-4 |
661-4 |
660-7 |
S1 |
657-0 |
657-0 |
658-7 |
655-6 |
S2 |
654-4 |
654-4 |
658-2 |
|
S3 |
647-4 |
650-0 |
657-5 |
|
S4 |
640-4 |
643-0 |
655-5 |
|
|
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% |
6-7 |
1.0% |
45% |
False |
False |
42,143 |
10 |
671-0 |
624-4 |
46-4 |
7.1% |
7-0 |
1.1% |
75% |
False |
False |
31,217 |
20 |
671-0 |
587-0 |
84-0 |
12.7% |
7-5 |
1.2% |
86% |
False |
False |
29,796 |
40 |
671-0 |
587-0 |
84-0 |
12.7% |
8-5 |
1.3% |
86% |
False |
False |
29,121 |
60 |
681-0 |
587-0 |
94-0 |
14.3% |
8-3 |
1.3% |
77% |
False |
False |
24,965 |
80 |
741-0 |
587-0 |
154-0 |
23.4% |
9-3 |
1.4% |
47% |
False |
False |
22,096 |
100 |
792-0 |
587-0 |
205-0 |
31.1% |
9-2 |
1.4% |
35% |
False |
False |
19,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
695-6 |
2.618 |
684-3 |
1.618 |
677-3 |
1.000 |
673-0 |
0.618 |
670-3 |
HIGH |
666-0 |
0.618 |
663-3 |
0.500 |
662-4 |
0.382 |
661-5 |
LOW |
659-0 |
0.618 |
654-5 |
1.000 |
652-0 |
1.618 |
647-5 |
2.618 |
640-5 |
4.250 |
629-2 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
662-4 |
659-0 |
PP |
661-4 |
658-4 |
S1 |
660-4 |
658-0 |
|