CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
653-4 |
622-0 |
-31-4 |
-4.8% |
669-0 |
High |
661-0 |
622-0 |
-39-0 |
-5.9% |
671-0 |
Low |
653-4 |
618-2 |
-35-2 |
-5.4% |
650-0 |
Close |
658-2 |
618-2 |
-40-0 |
-6.1% |
650-6 |
Range |
7-4 |
3-6 |
-3-6 |
-50.0% |
21-0 |
ATR |
10-3 |
12-4 |
2-1 |
20.4% |
0-0 |
Volume |
37,143 |
69,005 |
31,862 |
85.8% |
163,538 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
630-6 |
628-2 |
620-2 |
|
R3 |
627-0 |
624-4 |
619-2 |
|
R2 |
623-2 |
623-2 |
619-0 |
|
R1 |
620-6 |
620-6 |
618-5 |
620-1 |
PP |
619-4 |
619-4 |
619-4 |
619-2 |
S1 |
617-0 |
617-0 |
617-7 |
616-3 |
S2 |
615-6 |
615-6 |
617-4 |
|
S3 |
612-0 |
613-2 |
617-2 |
|
S4 |
608-2 |
609-4 |
616-2 |
|
|
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 |
618-2 |
47-6 |
7.7% |
6-0 |
1.0% |
0% |
False |
True |
50,044 |
10 |
671-0 |
618-2 |
52-6 |
8.5% |
6-2 |
1.0% |
0% |
False |
True |
40,017 |
20 |
671-0 |
587-0 |
84-0 |
13.6% |
7-2 |
1.2% |
37% |
False |
False |
32,337 |
40 |
671-0 |
587-0 |
84-0 |
13.6% |
8-4 |
1.4% |
37% |
False |
False |
29,780 |
60 |
681-0 |
587-0 |
94-0 |
15.2% |
8-2 |
1.3% |
33% |
False |
False |
26,461 |
80 |
722-4 |
587-0 |
135-4 |
21.9% |
9-0 |
1.5% |
23% |
False |
False |
23,436 |
100 |
792-0 |
587-0 |
205-0 |
33.2% |
9-2 |
1.5% |
15% |
False |
False |
20,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
638-0 |
2.618 |
631-7 |
1.618 |
628-1 |
1.000 |
625-6 |
0.618 |
624-3 |
HIGH |
622-0 |
0.618 |
620-5 |
0.500 |
620-1 |
0.382 |
619-5 |
LOW |
618-2 |
0.618 |
615-7 |
1.000 |
614-4 |
1.618 |
612-1 |
2.618 |
608-3 |
4.250 |
602-2 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
620-1 |
640-0 |
PP |
619-4 |
632-6 |
S1 |
618-7 |
625-4 |
|