CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
649-4 |
632-4 |
-17-0 |
-2.6% |
627-4 |
High |
652-0 |
643-4 |
-8-4 |
-1.3% |
653-0 |
Low |
646-0 |
639-0 |
-7-0 |
-1.1% |
623-0 |
Close |
651-0 |
641-2 |
-9-6 |
-1.5% |
651-0 |
Range |
6-0 |
4-4 |
-1-4 |
-25.0% |
30-0 |
ATR |
11-1 |
11-1 |
0-1 |
0.6% |
0-0 |
Volume |
56,364 |
32,033 |
-24,331 |
-43.2% |
273,599 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654-6 |
652-4 |
643-6 |
|
R3 |
650-2 |
648-0 |
642-4 |
|
R2 |
645-6 |
645-6 |
642-1 |
|
R1 |
643-4 |
643-4 |
641-5 |
644-5 |
PP |
641-2 |
641-2 |
641-2 |
641-6 |
S1 |
639-0 |
639-0 |
640-7 |
640-1 |
S2 |
636-6 |
636-6 |
640-3 |
|
S3 |
632-2 |
634-4 |
640-0 |
|
S4 |
627-6 |
630-0 |
638-6 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-3 |
721-5 |
667-4 |
|
R3 |
702-3 |
691-5 |
659-2 |
|
R2 |
672-3 |
672-3 |
656-4 |
|
R1 |
661-5 |
661-5 |
653-6 |
667-0 |
PP |
642-3 |
642-3 |
642-3 |
645-0 |
S1 |
631-5 |
631-5 |
648-2 |
637-0 |
S2 |
612-3 |
612-3 |
645-4 |
|
S3 |
582-3 |
601-5 |
642-6 |
|
S4 |
552-3 |
571-5 |
634-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
653-0 |
626-0 |
27-0 |
4.2% |
8-4 |
1.3% |
56% |
False |
False |
51,394 |
10 |
653-0 |
604-0 |
49-0 |
7.6% |
7-5 |
1.2% |
76% |
False |
False |
50,857 |
20 |
677-0 |
604-0 |
73-0 |
11.4% |
7-0 |
1.1% |
51% |
False |
False |
46,149 |
40 |
677-0 |
594-2 |
82-6 |
12.9% |
7-4 |
1.2% |
57% |
False |
False |
35,300 |
60 |
683-0 |
594-2 |
88-6 |
13.8% |
7-7 |
1.2% |
53% |
False |
False |
31,292 |
80 |
683-0 |
594-2 |
88-6 |
13.8% |
8-3 |
1.3% |
53% |
False |
False |
28,216 |
100 |
771-4 |
594-2 |
177-2 |
27.6% |
8-5 |
1.3% |
27% |
False |
False |
25,479 |
120 |
794-4 |
594-2 |
200-2 |
31.2% |
8-4 |
1.3% |
23% |
False |
False |
22,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
662-5 |
2.618 |
655-2 |
1.618 |
650-6 |
1.000 |
648-0 |
0.618 |
646-2 |
HIGH |
643-4 |
0.618 |
641-6 |
0.500 |
641-2 |
0.382 |
640-6 |
LOW |
639-0 |
0.618 |
636-2 |
1.000 |
634-4 |
1.618 |
631-6 |
2.618 |
627-2 |
4.250 |
619-7 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
641-2 |
646-0 |
PP |
641-2 |
644-3 |
S1 |
641-2 |
642-7 |
|