CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
615-2 |
616-0 |
0-6 |
0.1% |
660-0 |
High |
616-4 |
616-0 |
-0-4 |
-0.1% |
666-0 |
Low |
605-4 |
609-2 |
3-6 |
0.6% |
605-4 |
Close |
606-4 |
610-6 |
4-2 |
0.7% |
606-4 |
Range |
11-0 |
6-6 |
-4-2 |
-38.6% |
60-4 |
ATR |
12-4 |
12-2 |
-0-2 |
-1.7% |
0-0 |
Volume |
52,991 |
34,621 |
-18,370 |
-34.7% |
242,948 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-2 |
628-2 |
614-4 |
|
R3 |
625-4 |
621-4 |
612-5 |
|
R2 |
618-6 |
618-6 |
612-0 |
|
R1 |
614-6 |
614-6 |
611-3 |
613-3 |
PP |
612-0 |
612-0 |
612-0 |
611-2 |
S1 |
608-0 |
608-0 |
610-1 |
606-5 |
S2 |
605-2 |
605-2 |
609-4 |
|
S3 |
598-4 |
601-2 |
608-7 |
|
S4 |
591-6 |
594-4 |
607-0 |
|
|
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 |
661-6 |
605-4 |
56-2 |
9.2% |
7-0 |
1.1% |
9% |
False |
False |
46,078 |
10 |
671-0 |
605-4 |
65-4 |
10.7% |
7-0 |
1.1% |
8% |
False |
False |
44,110 |
20 |
671-0 |
590-0 |
81-0 |
13.3% |
7-2 |
1.2% |
26% |
False |
False |
34,713 |
40 |
671-0 |
587-0 |
84-0 |
13.8% |
8-5 |
1.4% |
28% |
False |
False |
30,762 |
60 |
681-0 |
587-0 |
94-0 |
15.4% |
8-4 |
1.4% |
25% |
False |
False |
27,413 |
80 |
688-0 |
587-0 |
101-0 |
16.5% |
9-1 |
1.5% |
24% |
False |
False |
24,240 |
100 |
792-0 |
587-0 |
205-0 |
33.6% |
9-3 |
1.5% |
12% |
False |
False |
21,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
644-6 |
2.618 |
633-5 |
1.618 |
626-7 |
1.000 |
622-6 |
0.618 |
620-1 |
HIGH |
616-0 |
0.618 |
613-3 |
0.500 |
612-5 |
0.382 |
611-7 |
LOW |
609-2 |
0.618 |
605-1 |
1.000 |
602-4 |
1.618 |
598-3 |
2.618 |
591-5 |
4.250 |
580-4 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
612-5 |
613-6 |
PP |
612-0 |
612-6 |
S1 |
611-3 |
611-6 |
|