CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
665-0 |
663-4 |
-1-4 |
-0.2% |
675-0 |
| High |
672-0 |
667-0 |
-5-0 |
-0.7% |
677-0 |
| Low |
663-6 |
661-6 |
-2-0 |
-0.3% |
655-0 |
| Close |
664-4 |
664-4 |
0-0 |
0.0% |
655-6 |
| Range |
8-2 |
5-2 |
-3-0 |
-36.4% |
22-0 |
| ATR |
10-6 |
10-3 |
-0-3 |
-3.6% |
0-0 |
| Volume |
30,315 |
38,598 |
8,283 |
27.3% |
157,577 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680-1 |
677-5 |
667-3 |
|
| R3 |
674-7 |
672-3 |
666-0 |
|
| R2 |
669-5 |
669-5 |
665-4 |
|
| R1 |
667-1 |
667-1 |
665-0 |
668-3 |
| PP |
664-3 |
664-3 |
664-3 |
665-0 |
| S1 |
661-7 |
661-7 |
664-0 |
663-1 |
| S2 |
659-1 |
659-1 |
663-4 |
|
| S3 |
653-7 |
656-5 |
663-0 |
|
| S4 |
648-5 |
651-3 |
661-5 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
728-5 |
714-1 |
667-7 |
|
| R3 |
706-5 |
692-1 |
661-6 |
|
| R2 |
684-5 |
684-5 |
659-6 |
|
| R1 |
670-1 |
670-1 |
657-6 |
666-3 |
| PP |
662-5 |
662-5 |
662-5 |
660-6 |
| S1 |
648-1 |
648-1 |
653-6 |
644-3 |
| S2 |
640-5 |
640-5 |
651-6 |
|
| S3 |
618-5 |
626-1 |
649-6 |
|
| S4 |
596-5 |
604-1 |
643-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
674-0 |
655-0 |
19-0 |
2.9% |
6-5 |
1.0% |
50% |
False |
False |
40,361 |
| 10 |
677-0 |
640-0 |
37-0 |
5.6% |
7-2 |
1.1% |
66% |
False |
False |
31,241 |
| 20 |
677-0 |
594-2 |
82-6 |
12.5% |
7-3 |
1.1% |
85% |
False |
False |
26,840 |
| 40 |
677-0 |
594-2 |
82-6 |
12.5% |
7-7 |
1.2% |
85% |
False |
False |
26,165 |
| 60 |
683-0 |
594-2 |
88-6 |
13.4% |
8-2 |
1.2% |
79% |
False |
False |
24,149 |
| 80 |
728-6 |
594-2 |
134-4 |
20.2% |
8-7 |
1.3% |
52% |
False |
False |
22,307 |
| 100 |
794-4 |
594-2 |
200-2 |
30.1% |
8-7 |
1.3% |
35% |
False |
False |
20,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689-2 |
|
2.618 |
680-6 |
|
1.618 |
675-4 |
|
1.000 |
672-2 |
|
0.618 |
670-2 |
|
HIGH |
667-0 |
|
0.618 |
665-0 |
|
0.500 |
664-3 |
|
0.382 |
663-6 |
|
LOW |
661-6 |
|
0.618 |
658-4 |
|
1.000 |
656-4 |
|
1.618 |
653-2 |
|
2.618 |
648-0 |
|
4.250 |
639-4 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
664-4 |
664-1 |
| PP |
664-3 |
663-7 |
| S1 |
664-3 |
663-4 |
|