CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
621-0 |
608-6 |
-12-2 |
-2.0% |
665-0 |
High |
621-0 |
609-0 |
-12-0 |
-1.9% |
672-0 |
Low |
615-0 |
604-0 |
-11-0 |
-1.8% |
611-4 |
Close |
615-6 |
604-6 |
-11-0 |
-1.8% |
612-0 |
Range |
6-0 |
5-0 |
-1-0 |
-16.7% |
60-4 |
ATR |
11-7 |
11-7 |
0-0 |
-0.1% |
0-0 |
Volume |
46,343 |
44,009 |
-2,334 |
-5.0% |
230,610 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620-7 |
617-7 |
607-4 |
|
R3 |
615-7 |
612-7 |
606-1 |
|
R2 |
610-7 |
610-7 |
605-5 |
|
R1 |
607-7 |
607-7 |
605-2 |
606-7 |
PP |
605-7 |
605-7 |
605-7 |
605-4 |
S1 |
602-7 |
602-7 |
604-2 |
601-7 |
S2 |
600-7 |
600-7 |
603-7 |
|
S3 |
595-7 |
597-7 |
603-3 |
|
S4 |
590-7 |
592-7 |
602-0 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
813-3 |
773-1 |
645-2 |
|
R3 |
752-7 |
712-5 |
628-5 |
|
R2 |
692-3 |
692-3 |
623-1 |
|
R1 |
652-1 |
652-1 |
617-4 |
642-0 |
PP |
631-7 |
631-7 |
631-7 |
626-6 |
S1 |
591-5 |
591-5 |
606-4 |
581-4 |
S2 |
571-3 |
571-3 |
600-7 |
|
S3 |
510-7 |
531-1 |
595-3 |
|
S4 |
450-3 |
470-5 |
578-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
665-0 |
604-0 |
61-0 |
10.1% |
6-0 |
1.0% |
1% |
False |
True |
50,409 |
10 |
674-0 |
604-0 |
70-0 |
11.6% |
6-3 |
1.0% |
1% |
False |
True |
45,385 |
20 |
677-0 |
604-0 |
73-0 |
12.1% |
7-1 |
1.2% |
1% |
False |
True |
34,115 |
40 |
677-0 |
594-2 |
82-6 |
13.7% |
7-3 |
1.2% |
13% |
False |
False |
29,507 |
60 |
683-0 |
594-2 |
88-6 |
14.7% |
8-1 |
1.3% |
12% |
False |
False |
26,407 |
80 |
689-6 |
594-2 |
95-4 |
15.8% |
8-4 |
1.4% |
11% |
False |
False |
24,851 |
100 |
794-4 |
594-2 |
200-2 |
33.1% |
8-7 |
1.5% |
5% |
False |
False |
22,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
630-2 |
2.618 |
622-1 |
1.618 |
617-1 |
1.000 |
614-0 |
0.618 |
612-1 |
HIGH |
609-0 |
0.618 |
607-1 |
0.500 |
606-4 |
0.382 |
605-7 |
LOW |
604-0 |
0.618 |
600-7 |
1.000 |
599-0 |
1.618 |
595-7 |
2.618 |
590-7 |
4.250 |
582-6 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
606-4 |
613-4 |
PP |
605-7 |
610-5 |
S1 |
605-3 |
607-5 |
|