CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
623-0 |
636-4 |
13-4 |
2.2% |
616-0 |
High |
640-2 |
641-0 |
0-6 |
0.1% |
618-4 |
Low |
622-4 |
632-0 |
9-4 |
1.5% |
599-2 |
Close |
635-2 |
640-2 |
5-0 |
0.8% |
616-6 |
Range |
17-6 |
9-0 |
-8-6 |
-49.3% |
19-2 |
ATR |
12-2 |
12-0 |
-0-2 |
-1.9% |
0-0 |
Volume |
35,851 |
58,919 |
23,068 |
64.3% |
233,963 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-6 |
661-4 |
645-2 |
|
R3 |
655-6 |
652-4 |
642-6 |
|
R2 |
646-6 |
646-6 |
641-7 |
|
R1 |
643-4 |
643-4 |
641-1 |
645-1 |
PP |
637-6 |
637-6 |
637-6 |
638-4 |
S1 |
634-4 |
634-4 |
639-3 |
636-1 |
S2 |
628-6 |
628-6 |
638-5 |
|
S3 |
619-6 |
625-4 |
637-6 |
|
S4 |
610-6 |
616-4 |
635-2 |
|
|
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 |
641-0 |
604-0 |
37-0 |
5.8% |
10-0 |
1.6% |
98% |
True |
False |
55,151 |
10 |
661-0 |
599-2 |
61-6 |
9.6% |
8-5 |
1.4% |
66% |
False |
False |
52,450 |
20 |
671-0 |
599-2 |
71-6 |
11.2% |
7-7 |
1.2% |
57% |
False |
False |
42,674 |
40 |
671-0 |
587-0 |
84-0 |
13.1% |
8-4 |
1.3% |
63% |
False |
False |
35,233 |
60 |
681-0 |
587-0 |
94-0 |
14.7% |
8-5 |
1.4% |
57% |
False |
False |
31,735 |
80 |
681-0 |
587-0 |
94-0 |
14.7% |
8-7 |
1.4% |
57% |
False |
False |
27,497 |
100 |
780-4 |
587-0 |
193-4 |
30.2% |
9-3 |
1.5% |
28% |
False |
False |
24,141 |
120 |
792-0 |
587-0 |
205-0 |
32.0% |
8-6 |
1.4% |
26% |
False |
False |
21,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
679-2 |
2.618 |
664-4 |
1.618 |
655-4 |
1.000 |
650-0 |
0.618 |
646-4 |
HIGH |
641-0 |
0.618 |
637-4 |
0.500 |
636-4 |
0.382 |
635-4 |
LOW |
632-0 |
0.618 |
626-4 |
1.000 |
623-0 |
1.618 |
617-4 |
2.618 |
608-4 |
4.250 |
593-6 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
639-0 |
637-0 |
PP |
637-6 |
633-6 |
S1 |
636-4 |
630-4 |
|