CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
625-0 |
619-6 |
-5-2 |
-0.8% |
665-0 |
High |
625-0 |
623-0 |
-2-0 |
-0.3% |
672-0 |
Low |
623-2 |
611-4 |
-11-6 |
-1.9% |
611-4 |
Close |
623-2 |
612-0 |
-11-2 |
-1.8% |
612-0 |
Range |
1-6 |
11-4 |
9-6 |
557.1% |
60-4 |
ATR |
12-1 |
12-1 |
0-0 |
-0.2% |
0-0 |
Volume |
53,258 |
67,228 |
13,970 |
26.2% |
230,610 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
650-0 |
642-4 |
618-3 |
|
R3 |
638-4 |
631-0 |
615-1 |
|
R2 |
627-0 |
627-0 |
614-1 |
|
R1 |
619-4 |
619-4 |
613-0 |
617-4 |
PP |
615-4 |
615-4 |
615-4 |
614-4 |
S1 |
608-0 |
608-0 |
611-0 |
606-0 |
S2 |
604-0 |
604-0 |
609-7 |
|
S3 |
592-4 |
596-4 |
608-7 |
|
S4 |
581-0 |
585-0 |
605-5 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
813-3 |
773-1 |
645-2 |
|
R3 |
752-7 |
712-5 |
628-5 |
|
R2 |
692-3 |
692-3 |
623-1 |
|
R1 |
652-1 |
652-1 |
617-4 |
642-0 |
PP |
631-7 |
631-7 |
631-7 |
626-6 |
S1 |
591-5 |
591-5 |
606-4 |
581-4 |
S2 |
571-3 |
571-3 |
600-7 |
|
S3 |
510-7 |
531-1 |
595-3 |
|
S4 |
450-3 |
470-5 |
578-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
672-0 |
611-4 |
60-4 |
9.9% |
6-4 |
1.1% |
1% |
False |
True |
46,122 |
10 |
677-0 |
611-4 |
65-4 |
10.7% |
6-4 |
1.1% |
1% |
False |
True |
41,441 |
20 |
677-0 |
594-2 |
82-6 |
13.5% |
7-0 |
1.1% |
21% |
False |
False |
31,878 |
40 |
677-0 |
594-2 |
82-6 |
13.5% |
7-6 |
1.3% |
21% |
False |
False |
28,262 |
60 |
683-0 |
594-2 |
88-6 |
14.5% |
8-2 |
1.4% |
20% |
False |
False |
25,726 |
80 |
713-0 |
594-2 |
118-6 |
19.4% |
8-6 |
1.4% |
15% |
False |
False |
23,935 |
100 |
794-4 |
594-2 |
200-2 |
32.7% |
8-7 |
1.5% |
9% |
False |
False |
21,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-7 |
2.618 |
653-1 |
1.618 |
641-5 |
1.000 |
634-4 |
0.618 |
630-1 |
HIGH |
623-0 |
0.618 |
618-5 |
0.500 |
617-2 |
0.382 |
615-7 |
LOW |
611-4 |
0.618 |
604-3 |
1.000 |
600-0 |
1.618 |
592-7 |
2.618 |
581-3 |
4.250 |
562-5 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
617-2 |
638-2 |
PP |
615-4 |
629-4 |
S1 |
613-6 |
620-6 |
|