CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
610-0 |
615-6 |
5-6 |
0.9% |
621-0 |
High |
617-0 |
622-0 |
5-0 |
0.8% |
622-0 |
Low |
609-4 |
614-2 |
4-6 |
0.8% |
604-0 |
Close |
616-0 |
620-2 |
4-2 |
0.7% |
620-2 |
Range |
7-4 |
7-6 |
0-2 |
3.3% |
18-0 |
ATR |
11-7 |
11-5 |
-0-2 |
-2.5% |
0-0 |
Volume |
48,697 |
63,895 |
15,198 |
31.2% |
202,944 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
642-1 |
638-7 |
624-4 |
|
R3 |
634-3 |
631-1 |
622-3 |
|
R2 |
626-5 |
626-5 |
621-5 |
|
R1 |
623-3 |
623-3 |
621-0 |
625-0 |
PP |
618-7 |
618-7 |
618-7 |
619-5 |
S1 |
615-5 |
615-5 |
619-4 |
617-2 |
S2 |
611-1 |
611-1 |
618-7 |
|
S3 |
603-3 |
607-7 |
618-1 |
|
S4 |
595-5 |
600-1 |
616-0 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669-3 |
662-7 |
630-1 |
|
R3 |
651-3 |
644-7 |
625-2 |
|
R2 |
633-3 |
633-3 |
623-4 |
|
R1 |
626-7 |
626-7 |
621-7 |
621-1 |
PP |
615-3 |
615-3 |
615-3 |
612-4 |
S1 |
608-7 |
608-7 |
618-5 |
603-1 |
S2 |
597-3 |
597-3 |
617-0 |
|
S3 |
579-3 |
590-7 |
615-2 |
|
S4 |
561-3 |
572-7 |
610-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
623-0 |
604-0 |
19-0 |
3.1% |
7-4 |
1.2% |
86% |
False |
False |
54,034 |
10 |
672-0 |
604-0 |
68-0 |
11.0% |
6-4 |
1.0% |
24% |
False |
False |
48,343 |
20 |
677-0 |
604-0 |
73-0 |
11.8% |
7-2 |
1.2% |
22% |
False |
False |
37,334 |
40 |
677-0 |
594-2 |
82-6 |
13.3% |
7-3 |
1.2% |
31% |
False |
False |
31,004 |
60 |
683-0 |
594-2 |
88-6 |
14.3% |
8-0 |
1.3% |
29% |
False |
False |
27,565 |
80 |
689-6 |
594-2 |
95-4 |
15.4% |
8-3 |
1.4% |
27% |
False |
False |
25,920 |
100 |
794-4 |
594-2 |
200-2 |
32.3% |
8-6 |
1.4% |
13% |
False |
False |
23,116 |
120 |
794-4 |
594-2 |
200-2 |
32.3% |
8-3 |
1.3% |
13% |
False |
False |
20,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
655-0 |
2.618 |
642-2 |
1.618 |
634-4 |
1.000 |
629-6 |
0.618 |
626-6 |
HIGH |
622-0 |
0.618 |
619-0 |
0.500 |
618-1 |
0.382 |
617-2 |
LOW |
614-2 |
0.618 |
609-4 |
1.000 |
606-4 |
1.618 |
601-6 |
2.618 |
594-0 |
4.250 |
581-2 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
619-4 |
617-7 |
PP |
618-7 |
615-3 |
S1 |
618-1 |
613-0 |
|