CME Pit-Traded Corn Future May 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
644-4 |
639-4 |
-5-0 |
-0.8% |
624-0 |
High |
648-0 |
640-0 |
-8-0 |
-1.2% |
650-0 |
Low |
641-4 |
635-0 |
-6-4 |
-1.0% |
620-0 |
Close |
647-4 |
637-6 |
-9-6 |
-1.5% |
647-4 |
Range |
6-4 |
5-0 |
-1-4 |
-23.1% |
30-0 |
ATR |
11-5 |
11-5 |
0-1 |
0.5% |
0-0 |
Volume |
50,340 |
30,227 |
-20,113 |
-40.0% |
242,189 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
652-5 |
650-1 |
640-4 |
|
R3 |
647-5 |
645-1 |
639-1 |
|
R2 |
642-5 |
642-5 |
638-5 |
|
R1 |
640-1 |
640-1 |
638-2 |
638-7 |
PP |
637-5 |
637-5 |
637-5 |
637-0 |
S1 |
635-1 |
635-1 |
637-2 |
633-7 |
S2 |
632-5 |
632-5 |
636-7 |
|
S3 |
627-5 |
630-1 |
636-3 |
|
S4 |
622-5 |
625-1 |
635-0 |
|
|
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 |
622-4 |
27-4 |
4.3% |
9-6 |
1.5% |
55% |
False |
False |
47,157 |
10 |
650-0 |
599-2 |
50-6 |
8.0% |
8-5 |
1.4% |
76% |
False |
False |
50,637 |
20 |
671-0 |
599-2 |
71-6 |
11.3% |
7-6 |
1.2% |
54% |
False |
False |
46,755 |
40 |
671-0 |
587-0 |
84-0 |
13.2% |
8-3 |
1.3% |
60% |
False |
False |
36,952 |
60 |
681-0 |
587-0 |
94-0 |
14.7% |
8-4 |
1.3% |
54% |
False |
False |
33,459 |
80 |
681-0 |
587-0 |
94-0 |
14.7% |
8-5 |
1.4% |
54% |
False |
False |
28,561 |
100 |
770-0 |
587-0 |
183-0 |
28.7% |
9-0 |
1.4% |
28% |
False |
False |
25,304 |
120 |
792-0 |
587-0 |
205-0 |
32.1% |
8-6 |
1.4% |
25% |
False |
False |
22,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
661-2 |
2.618 |
653-1 |
1.618 |
648-1 |
1.000 |
645-0 |
0.618 |
643-1 |
HIGH |
640-0 |
0.618 |
638-1 |
0.500 |
637-4 |
0.382 |
636-7 |
LOW |
635-0 |
0.618 |
631-7 |
1.000 |
630-0 |
1.618 |
626-7 |
2.618 |
621-7 |
4.250 |
613-6 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
637-5 |
642-4 |
PP |
637-5 |
640-7 |
S1 |
637-4 |
639-3 |
|