CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 11-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
663-4 |
659-0 |
-4-4 |
-0.7% |
675-0 |
High |
667-0 |
665-0 |
-2-0 |
-0.3% |
677-0 |
Low |
661-6 |
659-0 |
-2-6 |
-0.4% |
655-0 |
Close |
664-4 |
663-2 |
-1-2 |
-0.2% |
655-6 |
Range |
5-2 |
6-0 |
0-6 |
14.3% |
22-0 |
ATR |
10-3 |
10-0 |
-0-2 |
-3.0% |
0-0 |
Volume |
38,598 |
41,211 |
2,613 |
6.8% |
157,577 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-3 |
677-7 |
666-4 |
|
R3 |
674-3 |
671-7 |
664-7 |
|
R2 |
668-3 |
668-3 |
664-3 |
|
R1 |
665-7 |
665-7 |
663-6 |
667-1 |
PP |
662-3 |
662-3 |
662-3 |
663-0 |
S1 |
659-7 |
659-7 |
662-6 |
661-1 |
S2 |
656-3 |
656-3 |
662-1 |
|
S3 |
650-3 |
653-7 |
661-5 |
|
S4 |
644-3 |
647-7 |
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 |
672-0 |
655-0 |
17-0 |
2.6% |
7-0 |
1.1% |
49% |
False |
False |
39,557 |
10 |
677-0 |
648-4 |
28-4 |
4.3% |
7-0 |
1.1% |
52% |
False |
False |
33,853 |
20 |
677-0 |
594-2 |
82-6 |
12.5% |
7-1 |
1.1% |
83% |
False |
False |
27,590 |
40 |
677-0 |
594-2 |
82-6 |
12.5% |
7-5 |
1.2% |
83% |
False |
False |
26,413 |
60 |
683-0 |
594-2 |
88-6 |
13.4% |
8-2 |
1.3% |
78% |
False |
False |
24,507 |
80 |
725-4 |
594-2 |
131-2 |
19.8% |
8-6 |
1.3% |
53% |
False |
False |
22,661 |
100 |
794-4 |
594-2 |
200-2 |
30.2% |
8-7 |
1.3% |
34% |
False |
False |
20,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
690-4 |
2.618 |
680-6 |
1.618 |
674-6 |
1.000 |
671-0 |
0.618 |
668-6 |
HIGH |
665-0 |
0.618 |
662-6 |
0.500 |
662-0 |
0.382 |
661-2 |
LOW |
659-0 |
0.618 |
655-2 |
1.000 |
653-0 |
1.618 |
649-2 |
2.618 |
643-2 |
4.250 |
633-4 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
662-7 |
665-4 |
PP |
662-3 |
664-6 |
S1 |
662-0 |
664-0 |
|