CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
615-6 |
627-4 |
11-6 |
1.9% |
621-0 |
| High |
622-0 |
630-0 |
8-0 |
1.3% |
622-0 |
| Low |
614-2 |
623-0 |
8-6 |
1.4% |
604-0 |
| Close |
620-2 |
629-6 |
9-4 |
1.5% |
620-2 |
| Range |
7-6 |
7-0 |
-0-6 |
-9.7% |
18-0 |
| ATR |
11-5 |
11-4 |
-0-1 |
-1.2% |
0-0 |
| Volume |
63,895 |
48,662 |
-15,233 |
-23.8% |
202,944 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648-5 |
646-1 |
633-5 |
|
| R3 |
641-5 |
639-1 |
631-5 |
|
| R2 |
634-5 |
634-5 |
631-0 |
|
| R1 |
632-1 |
632-1 |
630-3 |
633-3 |
| PP |
627-5 |
627-5 |
627-5 |
628-2 |
| S1 |
625-1 |
625-1 |
629-1 |
626-3 |
| S2 |
620-5 |
620-5 |
628-4 |
|
| S3 |
613-5 |
618-1 |
627-7 |
|
| S4 |
606-5 |
611-1 |
625-7 |
|
|
| 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 |
630-0 |
604-0 |
26-0 |
4.1% |
6-5 |
1.1% |
99% |
True |
False |
50,321 |
| 10 |
672-0 |
604-0 |
68-0 |
10.8% |
6-5 |
1.0% |
38% |
False |
False |
48,221 |
| 20 |
677-0 |
604-0 |
73-0 |
11.6% |
6-7 |
1.1% |
35% |
False |
False |
38,986 |
| 40 |
677-0 |
594-2 |
82-6 |
13.1% |
7-3 |
1.2% |
43% |
False |
False |
31,607 |
| 60 |
683-0 |
594-2 |
88-6 |
14.1% |
8-1 |
1.3% |
40% |
False |
False |
28,207 |
| 80 |
683-0 |
594-2 |
88-6 |
14.1% |
8-3 |
1.3% |
40% |
False |
False |
26,405 |
| 100 |
794-4 |
594-2 |
200-2 |
31.8% |
8-6 |
1.4% |
18% |
False |
False |
23,465 |
| 120 |
794-4 |
594-2 |
200-2 |
31.8% |
8-3 |
1.3% |
18% |
False |
False |
20,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659-6 |
|
2.618 |
648-3 |
|
1.618 |
641-3 |
|
1.000 |
637-0 |
|
0.618 |
634-3 |
|
HIGH |
630-0 |
|
0.618 |
627-3 |
|
0.500 |
626-4 |
|
0.382 |
625-5 |
|
LOW |
623-0 |
|
0.618 |
618-5 |
|
1.000 |
616-0 |
|
1.618 |
611-5 |
|
2.618 |
604-5 |
|
4.250 |
593-2 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
628-5 |
626-3 |
| PP |
627-5 |
623-1 |
| S1 |
626-4 |
619-6 |
|