CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
619-6 |
621-0 |
1-2 |
0.2% |
665-0 |
High |
623-0 |
621-0 |
-2-0 |
-0.3% |
672-0 |
Low |
611-4 |
615-0 |
3-4 |
0.6% |
611-4 |
Close |
612-0 |
615-6 |
3-6 |
0.6% |
612-0 |
Range |
11-4 |
6-0 |
-5-4 |
-47.8% |
60-4 |
ATR |
12-1 |
11-7 |
-0-2 |
-1.8% |
0-0 |
Volume |
67,228 |
46,343 |
-20,885 |
-31.1% |
230,610 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
635-2 |
631-4 |
619-0 |
|
R3 |
629-2 |
625-4 |
617-3 |
|
R2 |
623-2 |
623-2 |
616-7 |
|
R1 |
619-4 |
619-4 |
616-2 |
618-3 |
PP |
617-2 |
617-2 |
617-2 |
616-6 |
S1 |
613-4 |
613-4 |
615-2 |
612-3 |
S2 |
611-2 |
611-2 |
614-5 |
|
S3 |
605-2 |
607-4 |
614-1 |
|
S4 |
599-2 |
601-4 |
612-4 |
|
|
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 |
667-0 |
611-4 |
55-4 |
9.0% |
6-1 |
1.0% |
8% |
False |
False |
49,327 |
10 |
677-0 |
611-4 |
65-4 |
10.6% |
6-4 |
1.1% |
6% |
False |
False |
43,453 |
20 |
677-0 |
596-4 |
80-4 |
13.1% |
7-1 |
1.2% |
24% |
False |
False |
33,334 |
40 |
677-0 |
594-2 |
82-6 |
13.4% |
7-7 |
1.3% |
26% |
False |
False |
28,859 |
60 |
683-0 |
594-2 |
88-6 |
14.4% |
8-2 |
1.3% |
24% |
False |
False |
25,931 |
80 |
695-0 |
594-2 |
100-6 |
16.4% |
8-6 |
1.4% |
21% |
False |
False |
24,408 |
100 |
794-4 |
594-2 |
200-2 |
32.5% |
9-0 |
1.5% |
11% |
False |
False |
21,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
646-4 |
2.618 |
636-6 |
1.618 |
630-6 |
1.000 |
627-0 |
0.618 |
624-6 |
HIGH |
621-0 |
0.618 |
618-6 |
0.500 |
618-0 |
0.382 |
617-2 |
LOW |
615-0 |
0.618 |
611-2 |
1.000 |
609-0 |
1.618 |
605-2 |
2.618 |
599-2 |
4.250 |
589-4 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
618-0 |
618-2 |
PP |
617-2 |
617-3 |
S1 |
616-4 |
616-5 |
|