CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
649-0 |
644-4 |
-4-4 |
-0.7% |
624-0 |
High |
650-0 |
648-0 |
-2-0 |
-0.3% |
650-0 |
Low |
639-2 |
641-4 |
2-2 |
0.4% |
620-0 |
Close |
640-0 |
647-4 |
7-4 |
1.2% |
647-4 |
Range |
10-6 |
6-4 |
-4-2 |
-39.5% |
30-0 |
ATR |
11-7 |
11-5 |
-0-2 |
-2.3% |
0-0 |
Volume |
60,449 |
50,340 |
-10,109 |
-16.7% |
242,189 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-1 |
662-7 |
651-1 |
|
R3 |
658-5 |
656-3 |
649-2 |
|
R2 |
652-1 |
652-1 |
648-6 |
|
R1 |
649-7 |
649-7 |
648-1 |
651-0 |
PP |
645-5 |
645-5 |
645-5 |
646-2 |
S1 |
643-3 |
643-3 |
646-7 |
644-4 |
S2 |
639-1 |
639-1 |
646-2 |
|
S3 |
632-5 |
636-7 |
645-6 |
|
S4 |
626-1 |
630-3 |
643-7 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
729-1 |
718-3 |
664-0 |
|
R3 |
699-1 |
688-3 |
655-6 |
|
R2 |
669-1 |
669-1 |
653-0 |
|
R1 |
658-3 |
658-3 |
650-2 |
663-6 |
PP |
639-1 |
639-1 |
639-1 |
641-7 |
S1 |
628-3 |
628-3 |
644-6 |
633-6 |
S2 |
609-1 |
609-1 |
642-0 |
|
S3 |
579-1 |
598-3 |
639-2 |
|
S4 |
549-1 |
568-3 |
631-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
650-0 |
620-0 |
30-0 |
4.6% |
10-0 |
1.5% |
92% |
False |
False |
48,437 |
10 |
650-0 |
599-2 |
50-6 |
7.8% |
9-2 |
1.4% |
95% |
False |
False |
52,914 |
20 |
671-0 |
599-2 |
71-6 |
11.1% |
7-6 |
1.2% |
67% |
False |
False |
46,465 |
40 |
671-0 |
587-0 |
84-0 |
13.0% |
8-4 |
1.3% |
72% |
False |
False |
36,877 |
60 |
681-0 |
587-0 |
94-0 |
14.5% |
8-6 |
1.3% |
64% |
False |
False |
33,141 |
80 |
681-0 |
587-0 |
94-0 |
14.5% |
8-6 |
1.4% |
64% |
False |
False |
28,397 |
100 |
776-0 |
587-0 |
189-0 |
29.2% |
9-1 |
1.4% |
32% |
False |
False |
25,089 |
120 |
792-0 |
587-0 |
205-0 |
31.7% |
8-6 |
1.3% |
30% |
False |
False |
21,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
675-5 |
2.618 |
665-0 |
1.618 |
658-4 |
1.000 |
654-4 |
0.618 |
652-0 |
HIGH |
648-0 |
0.618 |
645-4 |
0.500 |
644-6 |
0.382 |
644-0 |
LOW |
641-4 |
0.618 |
637-4 |
1.000 |
635-0 |
1.618 |
631-0 |
2.618 |
624-4 |
4.250 |
613-7 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
646-5 |
645-3 |
PP |
645-5 |
643-1 |
S1 |
644-6 |
641-0 |
|