CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 04-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
675-0 |
673-0 |
-2-0 |
-0.3% |
640-4 |
High |
677-0 |
674-0 |
-3-0 |
-0.4% |
661-4 |
Low |
670-0 |
670-0 |
0-0 |
0.0% |
640-0 |
Close |
673-6 |
673-0 |
-0-6 |
-0.1% |
661-2 |
Range |
7-0 |
4-0 |
-3-0 |
-42.9% |
21-4 |
ATR |
10-5 |
10-1 |
-0-4 |
-4.4% |
0-0 |
Volume |
24,682 |
45,232 |
20,550 |
83.3% |
85,923 |
|
Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-3 |
682-5 |
675-2 |
|
R3 |
680-3 |
678-5 |
674-1 |
|
R2 |
676-3 |
676-3 |
673-6 |
|
R1 |
674-5 |
674-5 |
673-3 |
675-0 |
PP |
672-3 |
672-3 |
672-3 |
672-4 |
S1 |
670-5 |
670-5 |
672-5 |
671-0 |
S2 |
668-3 |
668-3 |
672-2 |
|
S3 |
664-3 |
666-5 |
671-7 |
|
S4 |
660-3 |
662-5 |
670-6 |
|
|
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 |
648-4 |
28-4 |
4.2% |
7-1 |
1.1% |
86% |
False |
False |
28,149 |
10 |
677-0 |
617-0 |
60-0 |
8.9% |
7-5 |
1.1% |
93% |
False |
False |
24,894 |
20 |
677-0 |
594-2 |
82-6 |
12.3% |
7-7 |
1.2% |
95% |
False |
False |
24,645 |
40 |
683-0 |
594-2 |
88-6 |
13.2% |
7-7 |
1.2% |
89% |
False |
False |
24,768 |
60 |
683-0 |
594-2 |
88-6 |
13.2% |
8-6 |
1.3% |
89% |
False |
False |
22,897 |
80 |
768-6 |
594-2 |
174-4 |
25.9% |
9-0 |
1.3% |
45% |
False |
False |
20,958 |
100 |
794-4 |
594-2 |
200-2 |
29.8% |
8-6 |
1.3% |
39% |
False |
False |
18,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
691-0 |
2.618 |
684-4 |
1.618 |
680-4 |
1.000 |
678-0 |
0.618 |
676-4 |
HIGH |
674-0 |
0.618 |
672-4 |
0.500 |
672-0 |
0.382 |
671-4 |
LOW |
670-0 |
0.618 |
667-4 |
1.000 |
666-0 |
1.618 |
663-4 |
2.618 |
659-4 |
4.250 |
653-0 |
|
|
Fisher Pivots for day following 04-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
672-5 |
670-6 |
PP |
672-3 |
668-4 |
S1 |
672-0 |
666-2 |
|