CME Pit-Traded Corn Future July 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 |
659-0 |
625-0 |
-34-0 |
-5.2% |
675-0 |
| High |
665-0 |
625-0 |
-40-0 |
-6.0% |
677-0 |
| Low |
659-0 |
623-2 |
-35-6 |
-5.4% |
655-0 |
| Close |
663-2 |
623-2 |
-40-0 |
-6.0% |
655-6 |
| Range |
6-0 |
1-6 |
-4-2 |
-70.8% |
22-0 |
| ATR |
10-0 |
12-1 |
2-1 |
21.4% |
0-0 |
| Volume |
41,211 |
53,258 |
12,047 |
29.2% |
157,577 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
629-1 |
627-7 |
624-2 |
|
| R3 |
627-3 |
626-1 |
623-6 |
|
| R2 |
625-5 |
625-5 |
623-5 |
|
| R1 |
624-3 |
624-3 |
623-3 |
624-1 |
| PP |
623-7 |
623-7 |
623-7 |
623-6 |
| S1 |
622-5 |
622-5 |
623-1 |
622-3 |
| S2 |
622-1 |
622-1 |
622-7 |
|
| S3 |
620-3 |
620-7 |
622-6 |
|
| S4 |
618-5 |
619-1 |
622-2 |
|
|
| 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 |
672-0 |
623-2 |
48-6 |
7.8% |
5-4 |
0.9% |
0% |
False |
True |
42,651 |
| 10 |
677-0 |
623-2 |
53-6 |
8.6% |
6-2 |
1.0% |
0% |
False |
True |
37,207 |
| 20 |
677-0 |
594-2 |
82-6 |
13.3% |
7-0 |
1.1% |
35% |
False |
False |
29,343 |
| 40 |
677-0 |
594-2 |
82-6 |
13.3% |
7-4 |
1.2% |
35% |
False |
False |
27,192 |
| 60 |
683-0 |
594-2 |
88-6 |
14.2% |
8-2 |
1.3% |
33% |
False |
False |
24,879 |
| 80 |
725-4 |
594-2 |
131-2 |
21.1% |
8-6 |
1.4% |
22% |
False |
False |
23,232 |
| 100 |
794-4 |
594-2 |
200-2 |
32.1% |
8-7 |
1.4% |
14% |
False |
False |
20,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
632-4 |
|
2.618 |
629-5 |
|
1.618 |
627-7 |
|
1.000 |
626-6 |
|
0.618 |
626-1 |
|
HIGH |
625-0 |
|
0.618 |
624-3 |
|
0.500 |
624-1 |
|
0.382 |
623-7 |
|
LOW |
623-2 |
|
0.618 |
622-1 |
|
1.000 |
621-4 |
|
1.618 |
620-3 |
|
2.618 |
618-5 |
|
4.250 |
615-6 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
624-1 |
645-1 |
| PP |
623-7 |
637-7 |
| S1 |
623-4 |
630-4 |
|