CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
627-4 |
627-2 |
-0-2 |
0.0% |
621-0 |
| High |
630-0 |
641-0 |
11-0 |
1.7% |
622-0 |
| Low |
623-0 |
626-0 |
3-0 |
0.5% |
604-0 |
| Close |
629-6 |
638-4 |
8-6 |
1.4% |
620-2 |
| Range |
7-0 |
15-0 |
8-0 |
114.3% |
18-0 |
| ATR |
11-4 |
11-6 |
0-2 |
2.2% |
0-0 |
| Volume |
48,662 |
49,485 |
823 |
1.7% |
202,944 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680-1 |
674-3 |
646-6 |
|
| R3 |
665-1 |
659-3 |
642-5 |
|
| R2 |
650-1 |
650-1 |
641-2 |
|
| R1 |
644-3 |
644-3 |
639-7 |
647-2 |
| PP |
635-1 |
635-1 |
635-1 |
636-5 |
| S1 |
629-3 |
629-3 |
637-1 |
632-2 |
| S2 |
620-1 |
620-1 |
635-6 |
|
| S3 |
605-1 |
614-3 |
634-3 |
|
| S4 |
590-1 |
599-3 |
630-2 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669-3 |
662-7 |
630-1 |
|
| R3 |
651-3 |
644-7 |
625-2 |
|
| R2 |
633-3 |
633-3 |
623-4 |
|
| R1 |
626-7 |
626-7 |
621-7 |
621-1 |
| PP |
615-3 |
615-3 |
615-3 |
612-4 |
| S1 |
608-7 |
608-7 |
618-5 |
603-1 |
| S2 |
597-3 |
597-3 |
617-0 |
|
| S3 |
579-3 |
590-7 |
615-2 |
|
| S4 |
561-3 |
572-7 |
610-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
641-0 |
604-0 |
37-0 |
5.8% |
8-4 |
1.3% |
93% |
True |
False |
50,949 |
| 10 |
667-0 |
604-0 |
63-0 |
9.9% |
7-2 |
1.1% |
55% |
False |
False |
50,138 |
| 20 |
677-0 |
604-0 |
73-0 |
11.4% |
7-2 |
1.1% |
47% |
False |
False |
39,990 |
| 40 |
677-0 |
594-2 |
82-6 |
13.0% |
7-5 |
1.2% |
53% |
False |
False |
32,372 |
| 60 |
683-0 |
594-2 |
88-6 |
13.9% |
8-1 |
1.3% |
50% |
False |
False |
28,840 |
| 80 |
683-0 |
594-2 |
88-6 |
13.9% |
8-4 |
1.3% |
50% |
False |
False |
26,746 |
| 100 |
792-0 |
594-2 |
197-6 |
31.0% |
8-6 |
1.4% |
22% |
False |
False |
23,872 |
| 120 |
794-4 |
594-2 |
200-2 |
31.4% |
8-3 |
1.3% |
22% |
False |
False |
21,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
704-6 |
|
2.618 |
680-2 |
|
1.618 |
665-2 |
|
1.000 |
656-0 |
|
0.618 |
650-2 |
|
HIGH |
641-0 |
|
0.618 |
635-2 |
|
0.500 |
633-4 |
|
0.382 |
631-6 |
|
LOW |
626-0 |
|
0.618 |
616-6 |
|
1.000 |
611-0 |
|
1.618 |
601-6 |
|
2.618 |
586-6 |
|
4.250 |
562-2 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
636-7 |
634-7 |
| PP |
635-1 |
631-2 |
| S1 |
633-4 |
627-5 |
|