CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
632-4 |
651-0 |
18-4 |
2.9% |
627-4 |
High |
643-4 |
651-0 |
7-4 |
1.2% |
653-0 |
Low |
639-0 |
644-0 |
5-0 |
0.8% |
623-0 |
Close |
641-2 |
648-6 |
7-4 |
1.2% |
651-0 |
Range |
4-4 |
7-0 |
2-4 |
55.6% |
30-0 |
ATR |
11-1 |
11-0 |
-0-1 |
-0.9% |
0-0 |
Volume |
32,033 |
37,522 |
5,489 |
17.1% |
273,599 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
668-7 |
665-7 |
652-5 |
|
R3 |
661-7 |
658-7 |
650-5 |
|
R2 |
654-7 |
654-7 |
650-0 |
|
R1 |
651-7 |
651-7 |
649-3 |
649-7 |
PP |
647-7 |
647-7 |
647-7 |
647-0 |
S1 |
644-7 |
644-7 |
648-1 |
642-7 |
S2 |
640-7 |
640-7 |
647-4 |
|
S3 |
633-7 |
637-7 |
646-7 |
|
S4 |
626-7 |
630-7 |
644-7 |
|
|
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 |
637-4 |
15-4 |
2.4% |
6-7 |
1.1% |
73% |
False |
False |
49,001 |
10 |
653-0 |
604-0 |
49-0 |
7.6% |
7-5 |
1.2% |
91% |
False |
False |
49,975 |
20 |
677-0 |
604-0 |
73-0 |
11.3% |
7-1 |
1.1% |
61% |
False |
False |
46,714 |
40 |
677-0 |
594-2 |
82-6 |
12.8% |
7-4 |
1.2% |
66% |
False |
False |
35,673 |
60 |
683-0 |
594-2 |
88-6 |
13.7% |
7-6 |
1.2% |
61% |
False |
False |
31,586 |
80 |
683-0 |
594-2 |
88-6 |
13.7% |
8-2 |
1.3% |
61% |
False |
False |
28,406 |
100 |
768-6 |
594-2 |
174-4 |
26.9% |
8-6 |
1.3% |
31% |
False |
False |
25,735 |
120 |
794-4 |
594-2 |
200-2 |
30.9% |
8-4 |
1.3% |
27% |
False |
False |
22,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
680-6 |
2.618 |
669-3 |
1.618 |
662-3 |
1.000 |
658-0 |
0.618 |
655-3 |
HIGH |
651-0 |
0.618 |
648-3 |
0.500 |
647-4 |
0.382 |
646-5 |
LOW |
644-0 |
0.618 |
639-5 |
1.000 |
637-0 |
1.618 |
632-5 |
2.618 |
625-5 |
4.250 |
614-2 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
648-3 |
647-5 |
PP |
647-7 |
646-5 |
S1 |
647-4 |
645-4 |
|