CME Pit-Traded Corn Future March 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 |
645-0 |
661-0 |
16-0 |
2.5% |
626-0 |
| High |
648-0 |
664-0 |
16-0 |
2.5% |
648-0 |
| Low |
641-6 |
654-0 |
12-2 |
1.9% |
626-0 |
| Close |
646-4 |
658-4 |
12-0 |
1.9% |
646-4 |
| Range |
6-2 |
10-0 |
3-6 |
60.0% |
22-0 |
| ATR |
12-7 |
13-1 |
0-3 |
2.6% |
0-0 |
| Volume |
90,421 |
156,529 |
66,108 |
73.1% |
398,916 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688-7 |
683-5 |
664-0 |
|
| R3 |
678-7 |
673-5 |
661-2 |
|
| R2 |
668-7 |
668-7 |
660-3 |
|
| R1 |
663-5 |
663-5 |
659-3 |
661-2 |
| PP |
658-7 |
658-7 |
658-7 |
657-5 |
| S1 |
653-5 |
653-5 |
657-5 |
651-2 |
| S2 |
648-7 |
648-7 |
656-5 |
|
| S3 |
638-7 |
643-5 |
655-6 |
|
| S4 |
628-7 |
633-5 |
653-0 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706-1 |
698-3 |
658-5 |
|
| R3 |
684-1 |
676-3 |
652-4 |
|
| R2 |
662-1 |
662-1 |
650-4 |
|
| R1 |
654-3 |
654-3 |
648-4 |
658-2 |
| PP |
640-1 |
640-1 |
640-1 |
642-1 |
| S1 |
632-3 |
632-3 |
644-4 |
636-2 |
| S2 |
618-1 |
618-1 |
642-4 |
|
| S3 |
596-1 |
610-3 |
640-4 |
|
| S4 |
574-1 |
588-3 |
634-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
664-0 |
626-0 |
38-0 |
5.8% |
10-0 |
1.5% |
86% |
True |
False |
111,089 |
| 10 |
664-0 |
593-6 |
70-2 |
10.7% |
9-6 |
1.5% |
92% |
True |
False |
111,818 |
| 20 |
664-0 |
560-0 |
104-0 |
15.8% |
11-5 |
1.8% |
95% |
True |
False |
121,023 |
| 40 |
674-0 |
560-0 |
114-0 |
17.3% |
11-5 |
1.8% |
86% |
False |
False |
125,532 |
| 60 |
674-0 |
560-0 |
114-0 |
17.3% |
12-0 |
1.8% |
86% |
False |
False |
100,543 |
| 80 |
760-0 |
560-0 |
200-0 |
30.4% |
12-3 |
1.9% |
49% |
False |
False |
85,450 |
| 100 |
788-0 |
560-0 |
228-0 |
34.6% |
12-1 |
1.8% |
43% |
False |
False |
73,221 |
| 120 |
788-0 |
560-0 |
228-0 |
34.6% |
12-1 |
1.8% |
43% |
False |
False |
64,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
706-4 |
|
2.618 |
690-1 |
|
1.618 |
680-1 |
|
1.000 |
674-0 |
|
0.618 |
670-1 |
|
HIGH |
664-0 |
|
0.618 |
660-1 |
|
0.500 |
659-0 |
|
0.382 |
657-7 |
|
LOW |
654-0 |
|
0.618 |
647-7 |
|
1.000 |
644-0 |
|
1.618 |
637-7 |
|
2.618 |
627-7 |
|
4.250 |
611-4 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
659-0 |
655-5 |
| PP |
658-7 |
652-5 |
| S1 |
658-5 |
649-6 |
|