CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
605-6 |
611-4 |
5-6 |
0.9% |
616-0 |
High |
613-0 |
618-4 |
5-4 |
0.9% |
618-4 |
Low |
604-0 |
610-4 |
6-4 |
1.1% |
599-2 |
Close |
612-0 |
616-6 |
4-6 |
0.8% |
616-6 |
Range |
9-0 |
8-0 |
-1-0 |
-11.1% |
19-2 |
ATR |
12-2 |
12-0 |
-0-2 |
-2.5% |
0-0 |
Volume |
64,792 |
79,567 |
14,775 |
22.8% |
233,963 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
639-2 |
636-0 |
621-1 |
|
R3 |
631-2 |
628-0 |
619-0 |
|
R2 |
623-2 |
623-2 |
618-2 |
|
R1 |
620-0 |
620-0 |
617-4 |
621-5 |
PP |
615-2 |
615-2 |
615-2 |
616-0 |
S1 |
612-0 |
612-0 |
616-0 |
613-5 |
S2 |
607-2 |
607-2 |
615-2 |
|
S3 |
599-2 |
604-0 |
614-4 |
|
S4 |
591-2 |
596-0 |
612-3 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669-2 |
662-2 |
627-3 |
|
R3 |
650-0 |
643-0 |
622-0 |
|
R2 |
630-6 |
630-6 |
620-2 |
|
R1 |
623-6 |
623-6 |
618-4 |
627-2 |
PP |
611-4 |
611-4 |
611-4 |
613-2 |
S1 |
604-4 |
604-4 |
615-0 |
608-0 |
S2 |
592-2 |
592-2 |
613-2 |
|
S3 |
573-0 |
585-2 |
611-4 |
|
S4 |
553-6 |
566-0 |
606-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
618-4 |
599-2 |
19-2 |
3.1% |
8-4 |
1.4% |
91% |
True |
False |
57,390 |
10 |
666-0 |
599-2 |
66-6 |
10.8% |
7-2 |
1.2% |
26% |
False |
False |
53,717 |
20 |
671-0 |
599-2 |
71-6 |
11.6% |
7-5 |
1.2% |
24% |
False |
False |
39,149 |
40 |
671-0 |
587-0 |
84-0 |
13.6% |
8-1 |
1.3% |
35% |
False |
False |
33,810 |
60 |
681-0 |
587-0 |
94-0 |
15.2% |
8-4 |
1.4% |
32% |
False |
False |
30,084 |
80 |
684-4 |
587-0 |
97-4 |
15.8% |
9-0 |
1.5% |
31% |
False |
False |
26,335 |
100 |
792-0 |
587-0 |
205-0 |
33.2% |
9-2 |
1.5% |
15% |
False |
False |
23,034 |
120 |
792-0 |
587-0 |
205-0 |
33.2% |
8-6 |
1.4% |
15% |
False |
False |
20,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
652-4 |
2.618 |
639-4 |
1.618 |
631-4 |
1.000 |
626-4 |
0.618 |
623-4 |
HIGH |
618-4 |
0.618 |
615-4 |
0.500 |
614-4 |
0.382 |
613-4 |
LOW |
610-4 |
0.618 |
605-4 |
1.000 |
602-4 |
1.618 |
597-4 |
2.618 |
589-4 |
4.250 |
576-4 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
616-0 |
614-1 |
PP |
615-2 |
611-4 |
S1 |
614-4 |
608-7 |
|