CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
622-0 |
615-2 |
-6-6 |
-1.1% |
660-0 |
High |
622-0 |
616-4 |
-5-4 |
-0.9% |
666-0 |
Low |
618-2 |
605-4 |
-12-6 |
-2.1% |
605-4 |
Close |
618-2 |
606-4 |
-11-6 |
-1.9% |
606-4 |
Range |
3-6 |
11-0 |
7-2 |
193.3% |
60-4 |
ATR |
12-4 |
12-4 |
0-0 |
0.1% |
0-0 |
Volume |
69,005 |
52,991 |
-16,014 |
-23.2% |
242,948 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
642-4 |
635-4 |
612-4 |
|
R3 |
631-4 |
624-4 |
609-4 |
|
R2 |
620-4 |
620-4 |
608-4 |
|
R1 |
613-4 |
613-4 |
607-4 |
611-4 |
PP |
609-4 |
609-4 |
609-4 |
608-4 |
S1 |
602-4 |
602-4 |
605-4 |
600-4 |
S2 |
598-4 |
598-4 |
604-4 |
|
S3 |
587-4 |
591-4 |
603-4 |
|
S4 |
576-4 |
580-4 |
600-4 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
807-4 |
767-4 |
639-6 |
|
R3 |
747-0 |
707-0 |
623-1 |
|
R2 |
686-4 |
686-4 |
617-5 |
|
R1 |
646-4 |
646-4 |
612-0 |
636-2 |
PP |
626-0 |
626-0 |
626-0 |
620-7 |
S1 |
586-0 |
586-0 |
601-0 |
575-6 |
S2 |
565-4 |
565-4 |
595-3 |
|
S3 |
505-0 |
525-4 |
589-7 |
|
S4 |
444-4 |
465-0 |
573-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
666-0 |
605-4 |
60-4 |
10.0% |
7-0 |
1.2% |
2% |
False |
True |
48,589 |
10 |
671-0 |
605-4 |
65-4 |
10.8% |
6-7 |
1.1% |
2% |
False |
True |
42,873 |
20 |
671-0 |
587-0 |
84-0 |
13.8% |
7-1 |
1.2% |
23% |
False |
False |
33,968 |
40 |
671-0 |
587-0 |
84-0 |
13.8% |
8-4 |
1.4% |
23% |
False |
False |
30,427 |
60 |
681-0 |
587-0 |
94-0 |
15.5% |
8-4 |
1.4% |
21% |
False |
False |
27,149 |
80 |
706-0 |
587-0 |
119-0 |
19.6% |
9-0 |
1.5% |
16% |
False |
False |
23,957 |
100 |
792-0 |
587-0 |
205-0 |
33.8% |
9-3 |
1.5% |
10% |
False |
False |
20,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
663-2 |
2.618 |
645-2 |
1.618 |
634-2 |
1.000 |
627-4 |
0.618 |
623-2 |
HIGH |
616-4 |
0.618 |
612-2 |
0.500 |
611-0 |
0.382 |
609-6 |
LOW |
605-4 |
0.618 |
598-6 |
1.000 |
594-4 |
1.618 |
587-6 |
2.618 |
576-6 |
4.250 |
558-6 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
611-0 |
633-2 |
PP |
609-4 |
624-3 |
S1 |
608-0 |
615-3 |
|