CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
609-0 |
585-0 |
-24-0 |
-3.9% |
618-0 |
High |
611-4 |
585-0 |
-26-4 |
-4.3% |
618-0 |
Low |
608-2 |
580-0 |
-28-2 |
-4.6% |
602-2 |
Close |
611-4 |
580-0 |
-31-4 |
-5.2% |
602-2 |
Range |
3-2 |
5-0 |
1-6 |
53.8% |
15-6 |
ATR |
6-6 |
8-4 |
1-6 |
26.0% |
0-0 |
Volume |
6,812 |
8,307 |
1,495 |
21.9% |
18,278 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
596-5 |
593-3 |
582-6 |
|
R3 |
591-5 |
588-3 |
581-3 |
|
R2 |
586-5 |
586-5 |
580-7 |
|
R1 |
583-3 |
583-3 |
580-4 |
582-4 |
PP |
581-5 |
581-5 |
581-5 |
581-2 |
S1 |
578-3 |
578-3 |
579-4 |
577-4 |
S2 |
576-5 |
576-5 |
579-1 |
|
S3 |
571-5 |
573-3 |
578-5 |
|
S4 |
566-5 |
568-3 |
577-2 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654-6 |
644-2 |
610-7 |
|
R3 |
639-0 |
628-4 |
606-5 |
|
R2 |
623-2 |
623-2 |
605-1 |
|
R1 |
612-6 |
612-6 |
603-6 |
610-1 |
PP |
607-4 |
607-4 |
607-4 |
606-2 |
S1 |
597-0 |
597-0 |
600-6 |
594-3 |
S2 |
591-6 |
591-6 |
599-3 |
|
S3 |
576-0 |
581-2 |
597-7 |
|
S4 |
560-2 |
565-4 |
593-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
606-2 |
2.618 |
598-1 |
1.618 |
593-1 |
1.000 |
590-0 |
0.618 |
588-1 |
HIGH |
585-0 |
0.618 |
583-1 |
0.500 |
582-4 |
0.382 |
581-7 |
LOW |
580-0 |
0.618 |
576-7 |
1.000 |
575-0 |
1.618 |
571-7 |
2.618 |
566-7 |
4.250 |
558-6 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
582-4 |
596-4 |
PP |
581-5 |
591-0 |
S1 |
580-7 |
585-4 |
|