CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
652-4 |
669-0 |
16-4 |
2.5% |
635-0 |
| High |
655-6 |
671-0 |
15-2 |
2.3% |
655-6 |
| Low |
650-0 |
663-4 |
13-4 |
2.1% |
635-0 |
| Close |
654-6 |
667-0 |
12-2 |
1.9% |
654-6 |
| Range |
5-6 |
7-4 |
1-6 |
30.4% |
20-6 |
| ATR |
10-5 |
11-0 |
0-3 |
3.8% |
0-0 |
| Volume |
22,248 |
17,905 |
-4,343 |
-19.5% |
81,642 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689-5 |
685-7 |
671-1 |
|
| R3 |
682-1 |
678-3 |
669-0 |
|
| R2 |
674-5 |
674-5 |
668-3 |
|
| R1 |
670-7 |
670-7 |
667-6 |
669-0 |
| PP |
667-1 |
667-1 |
667-1 |
666-2 |
| S1 |
663-3 |
663-3 |
666-2 |
661-4 |
| S2 |
659-5 |
659-5 |
665-5 |
|
| S3 |
652-1 |
655-7 |
665-0 |
|
| S4 |
644-5 |
648-3 |
662-7 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
710-6 |
703-4 |
666-1 |
|
| R3 |
690-0 |
682-6 |
660-4 |
|
| R2 |
669-2 |
669-2 |
658-4 |
|
| R1 |
662-0 |
662-0 |
656-5 |
665-5 |
| PP |
648-4 |
648-4 |
648-4 |
650-2 |
| S1 |
641-2 |
641-2 |
652-7 |
644-7 |
| S2 |
627-6 |
627-6 |
651-0 |
|
| S3 |
607-0 |
620-4 |
649-0 |
|
| S4 |
586-2 |
599-6 |
643-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
671-0 |
635-0 |
36-0 |
5.4% |
7-5 |
1.1% |
89% |
True |
False |
19,909 |
| 10 |
671-0 |
603-0 |
68-0 |
10.2% |
8-0 |
1.2% |
94% |
True |
False |
23,310 |
| 20 |
671-0 |
587-0 |
84-0 |
12.6% |
8-5 |
1.3% |
95% |
True |
False |
26,289 |
| 40 |
681-0 |
587-0 |
94-0 |
14.1% |
8-6 |
1.3% |
85% |
False |
False |
26,753 |
| 60 |
681-0 |
587-0 |
94-0 |
14.1% |
8-7 |
1.3% |
85% |
False |
False |
22,744 |
| 80 |
766-0 |
587-0 |
179-0 |
26.8% |
9-3 |
1.4% |
45% |
False |
False |
20,191 |
| 100 |
792-0 |
587-0 |
205-0 |
30.7% |
9-0 |
1.4% |
39% |
False |
False |
17,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
702-7 |
|
2.618 |
690-5 |
|
1.618 |
683-1 |
|
1.000 |
678-4 |
|
0.618 |
675-5 |
|
HIGH |
671-0 |
|
0.618 |
668-1 |
|
0.500 |
667-2 |
|
0.382 |
666-3 |
|
LOW |
663-4 |
|
0.618 |
658-7 |
|
1.000 |
656-0 |
|
1.618 |
651-3 |
|
2.618 |
643-7 |
|
4.250 |
631-5 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
667-2 |
663-7 |
| PP |
667-1 |
660-7 |
| S1 |
667-1 |
657-6 |
|