CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
627-2 |
639-6 |
12-4 |
2.0% |
621-0 |
| High |
641-0 |
644-4 |
3-4 |
0.5% |
622-0 |
| Low |
626-0 |
637-4 |
11-4 |
1.8% |
604-0 |
| Close |
638-4 |
644-0 |
5-4 |
0.9% |
620-2 |
| Range |
15-0 |
7-0 |
-8-0 |
-53.3% |
18-0 |
| ATR |
11-6 |
11-3 |
-0-3 |
-2.9% |
0-0 |
| Volume |
49,485 |
62,672 |
13,187 |
26.6% |
202,944 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-0 |
660-4 |
647-7 |
|
| R3 |
656-0 |
653-4 |
645-7 |
|
| R2 |
649-0 |
649-0 |
645-2 |
|
| R1 |
646-4 |
646-4 |
644-5 |
647-6 |
| PP |
642-0 |
642-0 |
642-0 |
642-5 |
| S1 |
639-4 |
639-4 |
643-3 |
640-6 |
| S2 |
635-0 |
635-0 |
642-6 |
|
| S3 |
628-0 |
632-4 |
642-1 |
|
| S4 |
621-0 |
625-4 |
640-1 |
|
|
| 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 |
644-4 |
609-4 |
35-0 |
5.4% |
8-7 |
1.4% |
99% |
True |
False |
54,682 |
| 10 |
665-0 |
604-0 |
61-0 |
9.5% |
7-4 |
1.2% |
66% |
False |
False |
52,546 |
| 20 |
677-0 |
604-0 |
73-0 |
11.3% |
7-3 |
1.1% |
55% |
False |
False |
41,893 |
| 40 |
677-0 |
594-2 |
82-6 |
12.8% |
7-5 |
1.2% |
60% |
False |
False |
33,284 |
| 60 |
683-0 |
594-2 |
88-6 |
13.8% |
8-0 |
1.2% |
56% |
False |
False |
29,610 |
| 80 |
683-0 |
594-2 |
88-6 |
13.8% |
8-4 |
1.3% |
56% |
False |
False |
27,258 |
| 100 |
784-0 |
594-2 |
189-6 |
29.5% |
8-6 |
1.4% |
26% |
False |
False |
24,397 |
| 120 |
794-4 |
594-2 |
200-2 |
31.1% |
8-3 |
1.3% |
25% |
False |
False |
21,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
674-2 |
|
2.618 |
662-7 |
|
1.618 |
655-7 |
|
1.000 |
651-4 |
|
0.618 |
648-7 |
|
HIGH |
644-4 |
|
0.618 |
641-7 |
|
0.500 |
641-0 |
|
0.382 |
640-1 |
|
LOW |
637-4 |
|
0.618 |
633-1 |
|
1.000 |
630-4 |
|
1.618 |
626-1 |
|
2.618 |
619-1 |
|
4.250 |
607-6 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
643-0 |
640-5 |
| PP |
642-0 |
637-1 |
| S1 |
641-0 |
633-6 |
|