CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
608-6 |
610-0 |
1-2 |
0.2% |
665-0 |
| High |
609-0 |
617-0 |
8-0 |
1.3% |
672-0 |
| Low |
604-0 |
609-4 |
5-4 |
0.9% |
611-4 |
| Close |
604-6 |
616-0 |
11-2 |
1.9% |
612-0 |
| Range |
5-0 |
7-4 |
2-4 |
50.0% |
60-4 |
| ATR |
11-7 |
11-7 |
0-0 |
0.2% |
0-0 |
| Volume |
44,009 |
48,697 |
4,688 |
10.7% |
230,610 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-5 |
633-7 |
620-1 |
|
| R3 |
629-1 |
626-3 |
618-0 |
|
| R2 |
621-5 |
621-5 |
617-3 |
|
| R1 |
618-7 |
618-7 |
616-6 |
620-2 |
| PP |
614-1 |
614-1 |
614-1 |
614-7 |
| S1 |
611-3 |
611-3 |
615-2 |
612-6 |
| S2 |
606-5 |
606-5 |
614-5 |
|
| S3 |
599-1 |
603-7 |
614-0 |
|
| S4 |
591-5 |
596-3 |
611-7 |
|
|
| 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 |
625-0 |
604-0 |
21-0 |
3.4% |
6-3 |
1.0% |
57% |
False |
False |
51,907 |
| 10 |
672-0 |
604-0 |
68-0 |
11.0% |
6-5 |
1.1% |
18% |
False |
False |
45,732 |
| 20 |
677-0 |
604-0 |
73-0 |
11.9% |
7-1 |
1.2% |
16% |
False |
False |
35,313 |
| 40 |
677-0 |
594-2 |
82-6 |
13.4% |
7-2 |
1.2% |
26% |
False |
False |
30,067 |
| 60 |
683-0 |
594-2 |
88-6 |
14.4% |
8-0 |
1.3% |
25% |
False |
False |
26,951 |
| 80 |
689-6 |
594-2 |
95-4 |
15.5% |
8-4 |
1.4% |
23% |
False |
False |
25,248 |
| 100 |
794-4 |
594-2 |
200-2 |
32.5% |
8-7 |
1.4% |
11% |
False |
False |
22,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648-7 |
|
2.618 |
636-5 |
|
1.618 |
629-1 |
|
1.000 |
624-4 |
|
0.618 |
621-5 |
|
HIGH |
617-0 |
|
0.618 |
614-1 |
|
0.500 |
613-2 |
|
0.382 |
612-3 |
|
LOW |
609-4 |
|
0.618 |
604-7 |
|
1.000 |
602-0 |
|
1.618 |
597-3 |
|
2.618 |
589-7 |
|
4.250 |
577-5 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
615-1 |
614-7 |
| PP |
614-1 |
613-5 |
| S1 |
613-2 |
612-4 |
|