CME Pit-Traded Corn Future May 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 |
639-4 |
646-4 |
7-0 |
1.1% |
624-0 |
| High |
640-0 |
646-6 |
6-6 |
1.1% |
650-0 |
| Low |
635-0 |
639-0 |
4-0 |
0.6% |
620-0 |
| Close |
637-6 |
645-2 |
7-4 |
1.2% |
647-4 |
| Range |
5-0 |
7-6 |
2-6 |
55.0% |
30-0 |
| ATR |
11-5 |
11-4 |
-0-2 |
-1.6% |
0-0 |
| Volume |
30,227 |
40,679 |
10,452 |
34.6% |
242,189 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-7 |
663-7 |
649-4 |
|
| R3 |
659-1 |
656-1 |
647-3 |
|
| R2 |
651-3 |
651-3 |
646-5 |
|
| R1 |
648-3 |
648-3 |
646-0 |
646-0 |
| PP |
643-5 |
643-5 |
643-5 |
642-4 |
| S1 |
640-5 |
640-5 |
644-4 |
638-2 |
| S2 |
635-7 |
635-7 |
643-7 |
|
| S3 |
628-1 |
632-7 |
643-1 |
|
| S4 |
620-3 |
625-1 |
641-0 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-1 |
718-3 |
664-0 |
|
| R3 |
699-1 |
688-3 |
655-6 |
|
| R2 |
669-1 |
669-1 |
653-0 |
|
| R1 |
658-3 |
658-3 |
650-2 |
663-6 |
| PP |
639-1 |
639-1 |
639-1 |
641-7 |
| S1 |
628-3 |
628-3 |
644-6 |
633-6 |
| S2 |
609-1 |
609-1 |
642-0 |
|
| S3 |
579-1 |
598-3 |
639-2 |
|
| S4 |
549-1 |
568-3 |
631-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
650-0 |
632-0 |
18-0 |
2.8% |
7-6 |
1.2% |
74% |
False |
False |
48,122 |
| 10 |
650-0 |
599-2 |
50-6 |
7.9% |
8-6 |
1.4% |
91% |
False |
False |
51,243 |
| 20 |
671-0 |
599-2 |
71-6 |
11.1% |
7-7 |
1.2% |
64% |
False |
False |
47,677 |
| 40 |
671-0 |
587-0 |
84-0 |
13.0% |
8-2 |
1.3% |
69% |
False |
False |
37,357 |
| 60 |
681-0 |
587-0 |
94-0 |
14.6% |
8-3 |
1.3% |
62% |
False |
False |
33,791 |
| 80 |
681-0 |
587-0 |
94-0 |
14.6% |
8-5 |
1.3% |
62% |
False |
False |
28,899 |
| 100 |
766-0 |
587-0 |
179-0 |
27.7% |
9-1 |
1.4% |
33% |
False |
False |
25,627 |
| 120 |
792-0 |
587-0 |
205-0 |
31.8% |
8-6 |
1.4% |
28% |
False |
False |
22,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
679-6 |
|
2.618 |
667-0 |
|
1.618 |
659-2 |
|
1.000 |
654-4 |
|
0.618 |
651-4 |
|
HIGH |
646-6 |
|
0.618 |
643-6 |
|
0.500 |
642-7 |
|
0.382 |
642-0 |
|
LOW |
639-0 |
|
0.618 |
634-2 |
|
1.000 |
631-2 |
|
1.618 |
626-4 |
|
2.618 |
618-6 |
|
4.250 |
606-0 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
644-4 |
644-0 |
| PP |
643-5 |
642-6 |
| S1 |
642-7 |
641-4 |
|