CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 06-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
664-4 |
660-4 |
-4-0 |
-0.6% |
675-0 |
High |
665-0 |
661-0 |
-4-0 |
-0.6% |
677-0 |
Low |
655-4 |
655-0 |
-0-4 |
-0.1% |
655-0 |
Close |
657-2 |
655-6 |
-1-4 |
-0.2% |
655-6 |
Range |
9-4 |
6-0 |
-3-4 |
-36.8% |
22-0 |
ATR |
10-5 |
10-2 |
-0-3 |
-3.1% |
0-0 |
Volume |
37,787 |
49,876 |
12,089 |
32.0% |
157,577 |
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
675-2 |
671-4 |
659-0 |
|
R3 |
669-2 |
665-4 |
657-3 |
|
R2 |
663-2 |
663-2 |
656-7 |
|
R1 |
659-4 |
659-4 |
656-2 |
658-3 |
PP |
657-2 |
657-2 |
657-2 |
656-6 |
S1 |
653-4 |
653-4 |
655-2 |
652-3 |
S2 |
651-2 |
651-2 |
654-5 |
|
S3 |
645-2 |
647-4 |
654-1 |
|
S4 |
639-2 |
641-4 |
652-4 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728-5 |
714-1 |
667-7 |
|
R3 |
706-5 |
692-1 |
661-6 |
|
R2 |
684-5 |
684-5 |
659-6 |
|
R1 |
670-1 |
670-1 |
657-6 |
666-3 |
PP |
662-5 |
662-5 |
662-5 |
660-6 |
S1 |
648-1 |
648-1 |
653-6 |
644-3 |
S2 |
640-5 |
640-5 |
651-6 |
|
S3 |
618-5 |
626-1 |
649-6 |
|
S4 |
596-5 |
604-1 |
643-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
677-0 |
655-0 |
22-0 |
3.4% |
6-4 |
1.0% |
3% |
False |
True |
36,760 |
10 |
677-0 |
630-0 |
47-0 |
7.2% |
7-1 |
1.1% |
55% |
False |
False |
29,751 |
20 |
677-0 |
594-2 |
82-6 |
12.6% |
7-5 |
1.2% |
74% |
False |
False |
25,545 |
40 |
682-0 |
594-2 |
87-6 |
13.4% |
8-1 |
1.2% |
70% |
False |
False |
26,082 |
60 |
683-0 |
594-2 |
88-6 |
13.5% |
8-1 |
1.2% |
69% |
False |
False |
23,938 |
80 |
749-0 |
594-2 |
154-6 |
23.6% |
8-7 |
1.4% |
40% |
False |
False |
21,750 |
100 |
794-4 |
594-2 |
200-2 |
30.5% |
8-7 |
1.3% |
31% |
False |
False |
19,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
686-4 |
2.618 |
676-6 |
1.618 |
670-6 |
1.000 |
667-0 |
0.618 |
664-6 |
HIGH |
661-0 |
0.618 |
658-6 |
0.500 |
658-0 |
0.382 |
657-2 |
LOW |
655-0 |
0.618 |
651-2 |
1.000 |
649-0 |
1.618 |
645-2 |
2.618 |
639-2 |
4.250 |
629-4 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
658-0 |
664-4 |
PP |
657-2 |
661-5 |
S1 |
656-4 |
658-5 |
|