CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 11-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
659-4 |
653-4 |
-6-0 |
-0.9% |
669-0 |
High |
661-6 |
661-0 |
-0-6 |
-0.1% |
671-0 |
Low |
655-6 |
653-4 |
-2-2 |
-0.3% |
650-0 |
Close |
659-2 |
658-2 |
-1-0 |
-0.2% |
650-6 |
Range |
6-0 |
7-4 |
1-4 |
25.0% |
21-0 |
ATR |
10-5 |
10-3 |
-0-2 |
-2.1% |
0-0 |
Volume |
36,632 |
37,143 |
511 |
1.4% |
163,538 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-1 |
676-5 |
662-3 |
|
R3 |
672-5 |
669-1 |
660-2 |
|
R2 |
665-1 |
665-1 |
659-5 |
|
R1 |
661-5 |
661-5 |
659-0 |
663-3 |
PP |
657-5 |
657-5 |
657-5 |
658-4 |
S1 |
654-1 |
654-1 |
657-4 |
655-7 |
S2 |
650-1 |
650-1 |
656-7 |
|
S3 |
642-5 |
646-5 |
656-2 |
|
S4 |
635-1 |
639-1 |
654-1 |
|
|
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 |
666-0 |
650-0 |
16-0 |
2.4% |
7-1 |
1.1% |
52% |
False |
False |
44,763 |
10 |
671-0 |
641-4 |
29-4 |
4.5% |
7-0 |
1.1% |
57% |
False |
False |
35,161 |
20 |
671-0 |
587-0 |
84-0 |
12.8% |
7-2 |
1.1% |
85% |
False |
False |
30,240 |
40 |
671-0 |
587-0 |
84-0 |
12.8% |
8-5 |
1.3% |
85% |
False |
False |
28,875 |
60 |
681-0 |
587-0 |
94-0 |
14.3% |
8-3 |
1.3% |
76% |
False |
False |
25,575 |
80 |
722-4 |
587-0 |
135-4 |
20.6% |
9-1 |
1.4% |
53% |
False |
False |
22,685 |
100 |
792-0 |
587-0 |
205-0 |
31.1% |
9-2 |
1.4% |
35% |
False |
False |
19,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
692-7 |
2.618 |
680-5 |
1.618 |
673-1 |
1.000 |
668-4 |
0.618 |
665-5 |
HIGH |
661-0 |
0.618 |
658-1 |
0.500 |
657-2 |
0.382 |
656-3 |
LOW |
653-4 |
0.618 |
648-7 |
1.000 |
646-0 |
1.618 |
641-3 |
2.618 |
633-7 |
4.250 |
621-5 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
657-7 |
659-6 |
PP |
657-5 |
659-2 |
S1 |
657-2 |
658-6 |
|