CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
660-4 |
665-0 |
4-4 |
0.7% |
675-0 |
| High |
661-0 |
672-0 |
11-0 |
1.7% |
677-0 |
| Low |
655-0 |
663-6 |
8-6 |
1.3% |
655-0 |
| Close |
655-6 |
664-4 |
8-6 |
1.3% |
655-6 |
| Range |
6-0 |
8-2 |
2-2 |
37.5% |
22-0 |
| ATR |
10-2 |
10-6 |
0-3 |
4.1% |
0-0 |
| Volume |
49,876 |
30,315 |
-19,561 |
-39.2% |
157,577 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691-4 |
686-2 |
669-0 |
|
| R3 |
683-2 |
678-0 |
666-6 |
|
| R2 |
675-0 |
675-0 |
666-0 |
|
| R1 |
669-6 |
669-6 |
665-2 |
668-2 |
| PP |
666-6 |
666-6 |
666-6 |
666-0 |
| S1 |
661-4 |
661-4 |
663-6 |
660-0 |
| S2 |
658-4 |
658-4 |
663-0 |
|
| S3 |
650-2 |
653-2 |
662-2 |
|
| S4 |
642-0 |
645-0 |
660-0 |
|
|
| 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 |
3.3% |
7-0 |
1.0% |
43% |
False |
False |
37,578 |
| 10 |
677-0 |
630-0 |
47-0 |
7.1% |
7-2 |
1.1% |
73% |
False |
False |
29,842 |
| 20 |
677-0 |
594-2 |
82-6 |
12.5% |
7-2 |
1.1% |
85% |
False |
False |
26,067 |
| 40 |
677-6 |
594-2 |
83-4 |
12.6% |
8-0 |
1.2% |
84% |
False |
False |
26,278 |
| 60 |
683-0 |
594-2 |
88-6 |
13.4% |
8-1 |
1.2% |
79% |
False |
False |
23,921 |
| 80 |
737-0 |
594-2 |
142-6 |
21.5% |
8-7 |
1.3% |
49% |
False |
False |
21,980 |
| 100 |
794-4 |
594-2 |
200-2 |
30.1% |
8-7 |
1.3% |
35% |
False |
False |
19,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
707-0 |
|
2.618 |
693-5 |
|
1.618 |
685-3 |
|
1.000 |
680-2 |
|
0.618 |
677-1 |
|
HIGH |
672-0 |
|
0.618 |
668-7 |
|
0.500 |
667-7 |
|
0.382 |
666-7 |
|
LOW |
663-6 |
|
0.618 |
658-5 |
|
1.000 |
655-4 |
|
1.618 |
650-3 |
|
2.618 |
642-1 |
|
4.250 |
628-6 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
667-7 |
664-1 |
| PP |
666-6 |
663-7 |
| S1 |
665-5 |
663-4 |
|