CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 05-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
673-0 |
664-4 |
-8-4 |
-1.3% |
640-4 |
High |
674-0 |
665-0 |
-9-0 |
-1.3% |
661-4 |
Low |
670-0 |
655-4 |
-14-4 |
-2.2% |
640-0 |
Close |
673-0 |
657-2 |
-15-6 |
-2.3% |
661-2 |
Range |
4-0 |
9-4 |
5-4 |
137.5% |
21-4 |
ATR |
10-1 |
10-5 |
0-4 |
5.2% |
0-0 |
Volume |
45,232 |
37,787 |
-7,445 |
-16.5% |
85,923 |
|
Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
687-6 |
682-0 |
662-4 |
|
R3 |
678-2 |
672-4 |
659-7 |
|
R2 |
668-6 |
668-6 |
659-0 |
|
R1 |
663-0 |
663-0 |
658-1 |
661-1 |
PP |
659-2 |
659-2 |
659-2 |
658-2 |
S1 |
653-4 |
653-4 |
656-3 |
651-5 |
S2 |
649-6 |
649-6 |
655-4 |
|
S3 |
640-2 |
644-0 |
654-5 |
|
S4 |
630-6 |
634-4 |
652-0 |
|
|
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 |
650-2 |
26-6 |
4.1% |
7-0 |
1.1% |
26% |
False |
False |
31,764 |
10 |
677-0 |
617-0 |
60-0 |
9.1% |
8-1 |
1.2% |
67% |
False |
False |
26,325 |
20 |
677-0 |
594-2 |
82-6 |
12.6% |
7-5 |
1.2% |
76% |
False |
False |
24,899 |
40 |
683-0 |
594-2 |
88-6 |
13.5% |
8-1 |
1.2% |
71% |
False |
False |
25,281 |
60 |
683-0 |
594-2 |
88-6 |
13.5% |
8-6 |
1.3% |
71% |
False |
False |
23,391 |
80 |
766-4 |
594-2 |
172-2 |
26.2% |
9-1 |
1.4% |
37% |
False |
False |
21,282 |
100 |
794-4 |
594-2 |
200-2 |
30.5% |
8-6 |
1.3% |
31% |
False |
False |
19,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705-3 |
2.618 |
689-7 |
1.618 |
680-3 |
1.000 |
674-4 |
0.618 |
670-7 |
HIGH |
665-0 |
0.618 |
661-3 |
0.500 |
660-2 |
0.382 |
659-1 |
LOW |
655-4 |
0.618 |
649-5 |
1.000 |
646-0 |
1.618 |
640-1 |
2.618 |
630-5 |
4.250 |
615-1 |
|
|
Fisher Pivots for day following 05-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
660-2 |
666-2 |
PP |
659-2 |
663-2 |
S1 |
658-2 |
660-2 |
|