CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
607-0 |
605-6 |
-1-2 |
-0.2% |
660-0 |
High |
607-0 |
613-0 |
6-0 |
1.0% |
666-0 |
Low |
599-2 |
604-0 |
4-6 |
0.8% |
605-4 |
Close |
600-2 |
612-0 |
11-6 |
2.0% |
606-4 |
Range |
7-6 |
9-0 |
1-2 |
16.1% |
60-4 |
ATR |
12-2 |
12-2 |
0-0 |
0.3% |
0-0 |
Volume |
54,983 |
64,792 |
9,809 |
17.8% |
242,948 |
|
Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
636-5 |
633-3 |
617-0 |
|
R3 |
627-5 |
624-3 |
614-4 |
|
R2 |
618-5 |
618-5 |
613-5 |
|
R1 |
615-3 |
615-3 |
612-7 |
617-0 |
PP |
609-5 |
609-5 |
609-5 |
610-4 |
S1 |
606-3 |
606-3 |
611-1 |
608-0 |
S2 |
600-5 |
600-5 |
610-3 |
|
S3 |
591-5 |
597-3 |
609-4 |
|
S4 |
582-5 |
588-3 |
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 |
622-0 |
599-2 |
22-6 |
3.7% |
7-5 |
1.3% |
56% |
False |
False |
55,278 |
10 |
666-0 |
599-2 |
66-6 |
10.9% |
7-3 |
1.2% |
19% |
False |
False |
50,021 |
20 |
671-0 |
599-2 |
71-6 |
11.7% |
7-5 |
1.2% |
18% |
False |
False |
36,960 |
40 |
671-0 |
587-0 |
84-0 |
13.7% |
8-1 |
1.3% |
30% |
False |
False |
32,450 |
60 |
681-0 |
587-0 |
94-0 |
15.4% |
8-3 |
1.4% |
27% |
False |
False |
29,034 |
80 |
684-4 |
587-0 |
97-4 |
15.9% |
8-7 |
1.5% |
26% |
False |
False |
25,498 |
100 |
792-0 |
587-0 |
205-0 |
33.5% |
9-3 |
1.5% |
12% |
False |
False |
22,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
651-2 |
2.618 |
636-4 |
1.618 |
627-4 |
1.000 |
622-0 |
0.618 |
618-4 |
HIGH |
613-0 |
0.618 |
609-4 |
0.500 |
608-4 |
0.382 |
607-4 |
LOW |
604-0 |
0.618 |
598-4 |
1.000 |
595-0 |
1.618 |
589-4 |
2.618 |
580-4 |
4.250 |
565-6 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
610-7 |
610-4 |
PP |
609-5 |
609-1 |
S1 |
608-4 |
607-5 |
|