CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 03-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
658-0 |
675-0 |
17-0 |
2.6% |
640-4 |
High |
661-4 |
677-0 |
15-4 |
2.3% |
661-4 |
Low |
655-4 |
670-0 |
14-4 |
2.2% |
640-0 |
Close |
661-2 |
673-6 |
12-4 |
1.9% |
661-2 |
Range |
6-0 |
7-0 |
1-0 |
16.7% |
21-4 |
ATR |
10-1 |
10-5 |
0-3 |
3.9% |
0-0 |
Volume |
26,225 |
24,682 |
-1,543 |
-5.9% |
85,923 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694-5 |
691-1 |
677-5 |
|
R3 |
687-5 |
684-1 |
675-5 |
|
R2 |
680-5 |
680-5 |
675-0 |
|
R1 |
677-1 |
677-1 |
674-3 |
675-3 |
PP |
673-5 |
673-5 |
673-5 |
672-6 |
S1 |
670-1 |
670-1 |
673-1 |
668-3 |
S2 |
666-5 |
666-5 |
672-4 |
|
S3 |
659-5 |
663-1 |
671-7 |
|
S4 |
652-5 |
656-1 |
669-7 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
718-6 |
711-4 |
673-1 |
|
R3 |
697-2 |
690-0 |
667-1 |
|
R2 |
675-6 |
675-6 |
665-2 |
|
R1 |
668-4 |
668-4 |
663-2 |
672-1 |
PP |
654-2 |
654-2 |
654-2 |
656-0 |
S1 |
647-0 |
647-0 |
659-2 |
650-5 |
S2 |
632-6 |
632-6 |
657-2 |
|
S3 |
611-2 |
625-4 |
655-3 |
|
S4 |
589-6 |
604-0 |
649-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
677-0 |
640-0 |
37-0 |
5.5% |
7-6 |
1.2% |
91% |
True |
False |
22,121 |
10 |
677-0 |
608-6 |
68-2 |
10.1% |
8-0 |
1.2% |
95% |
True |
False |
22,845 |
20 |
677-0 |
594-2 |
82-6 |
12.3% |
8-0 |
1.2% |
96% |
True |
False |
24,029 |
40 |
683-0 |
594-2 |
88-6 |
13.2% |
8-1 |
1.2% |
90% |
False |
False |
24,136 |
60 |
683-0 |
594-2 |
88-6 |
13.2% |
8-6 |
1.3% |
90% |
False |
False |
22,424 |
80 |
768-6 |
594-2 |
174-4 |
25.9% |
9-0 |
1.3% |
46% |
False |
False |
20,592 |
100 |
794-4 |
594-2 |
200-2 |
29.7% |
8-6 |
1.3% |
40% |
False |
False |
18,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
706-6 |
2.618 |
695-3 |
1.618 |
688-3 |
1.000 |
684-0 |
0.618 |
681-3 |
HIGH |
677-0 |
0.618 |
674-3 |
0.500 |
673-4 |
0.382 |
672-5 |
LOW |
670-0 |
0.618 |
665-5 |
1.000 |
663-0 |
1.618 |
658-5 |
2.618 |
651-5 |
4.250 |
640-2 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
673-5 |
670-3 |
PP |
673-5 |
667-0 |
S1 |
673-4 |
663-5 |
|