CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
639-6 |
653-0 |
13-2 |
2.1% |
621-0 |
| High |
644-4 |
653-0 |
8-4 |
1.3% |
622-0 |
| Low |
637-4 |
643-0 |
5-4 |
0.9% |
604-0 |
| Close |
644-0 |
643-6 |
-0-2 |
0.0% |
620-2 |
| Range |
7-0 |
10-0 |
3-0 |
42.9% |
18-0 |
| ATR |
11-3 |
11-2 |
-0-1 |
-0.9% |
0-0 |
| Volume |
62,672 |
56,416 |
-6,256 |
-10.0% |
202,944 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676-5 |
670-1 |
649-2 |
|
| R3 |
666-5 |
660-1 |
646-4 |
|
| R2 |
656-5 |
656-5 |
645-5 |
|
| R1 |
650-1 |
650-1 |
644-5 |
648-3 |
| PP |
646-5 |
646-5 |
646-5 |
645-6 |
| S1 |
640-1 |
640-1 |
642-7 |
638-3 |
| S2 |
636-5 |
636-5 |
641-7 |
|
| S3 |
626-5 |
630-1 |
641-0 |
|
| S4 |
616-5 |
620-1 |
638-2 |
|
|
| 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 |
653-0 |
614-2 |
38-6 |
6.0% |
9-3 |
1.5% |
76% |
True |
False |
56,226 |
| 10 |
653-0 |
604-0 |
49-0 |
7.6% |
7-7 |
1.2% |
81% |
True |
False |
54,066 |
| 20 |
677-0 |
604-0 |
73-0 |
11.3% |
7-4 |
1.2% |
54% |
False |
False |
43,960 |
| 40 |
677-0 |
594-2 |
82-6 |
12.9% |
7-6 |
1.2% |
60% |
False |
False |
34,365 |
| 60 |
683-0 |
594-2 |
88-6 |
13.8% |
8-1 |
1.3% |
56% |
False |
False |
30,334 |
| 80 |
683-0 |
594-2 |
88-6 |
13.8% |
8-4 |
1.3% |
56% |
False |
False |
27,793 |
| 100 |
784-0 |
594-2 |
189-6 |
29.5% |
8-6 |
1.4% |
26% |
False |
False |
24,880 |
| 120 |
794-4 |
594-2 |
200-2 |
31.1% |
8-3 |
1.3% |
25% |
False |
False |
22,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
695-4 |
|
2.618 |
679-1 |
|
1.618 |
669-1 |
|
1.000 |
663-0 |
|
0.618 |
659-1 |
|
HIGH |
653-0 |
|
0.618 |
649-1 |
|
0.500 |
648-0 |
|
0.382 |
646-7 |
|
LOW |
643-0 |
|
0.618 |
636-7 |
|
1.000 |
633-0 |
|
1.618 |
626-7 |
|
2.618 |
616-7 |
|
4.250 |
600-4 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
648-0 |
642-3 |
| PP |
646-5 |
640-7 |
| S1 |
645-1 |
639-4 |
|