CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
652-0 |
653-0 |
1-0 |
0.2% |
661-0 |
| High |
662-4 |
655-4 |
-7-0 |
-1.1% |
664-0 |
| Low |
651-0 |
648-0 |
-3-0 |
-0.5% |
640-0 |
| Close |
652-0 |
652-0 |
0-0 |
0.0% |
643-4 |
| Range |
11-4 |
7-4 |
-4-0 |
-34.8% |
24-0 |
| ATR |
13-0 |
12-5 |
-0-3 |
-3.0% |
0-0 |
| Volume |
177,473 |
147,905 |
-29,568 |
-16.7% |
621,517 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
674-3 |
670-5 |
656-1 |
|
| R3 |
666-7 |
663-1 |
654-0 |
|
| R2 |
659-3 |
659-3 |
653-3 |
|
| R1 |
655-5 |
655-5 |
652-6 |
653-6 |
| PP |
651-7 |
651-7 |
651-7 |
650-7 |
| S1 |
648-1 |
648-1 |
651-2 |
646-2 |
| S2 |
644-3 |
644-3 |
650-5 |
|
| S3 |
636-7 |
640-5 |
650-0 |
|
| S4 |
629-3 |
633-1 |
647-7 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
721-1 |
706-3 |
656-6 |
|
| R3 |
697-1 |
682-3 |
650-1 |
|
| R2 |
673-1 |
673-1 |
647-7 |
|
| R1 |
658-3 |
658-3 |
645-6 |
653-6 |
| PP |
649-1 |
649-1 |
649-1 |
646-7 |
| S1 |
634-3 |
634-3 |
641-2 |
629-6 |
| S2 |
625-1 |
625-1 |
639-1 |
|
| S3 |
601-1 |
610-3 |
636-7 |
|
| S4 |
577-1 |
586-3 |
630-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
662-4 |
640-0 |
22-4 |
3.5% |
8-5 |
1.3% |
53% |
False |
False |
158,073 |
| 10 |
664-0 |
626-0 |
38-0 |
5.8% |
9-2 |
1.4% |
68% |
False |
False |
134,581 |
| 20 |
664-0 |
576-4 |
87-4 |
13.4% |
9-4 |
1.5% |
86% |
False |
False |
125,416 |
| 40 |
664-0 |
560-0 |
104-0 |
16.0% |
11-3 |
1.7% |
88% |
False |
False |
131,325 |
| 60 |
674-0 |
560-0 |
114-0 |
17.5% |
11-3 |
1.7% |
81% |
False |
False |
110,258 |
| 80 |
718-0 |
560-0 |
158-0 |
24.2% |
12-1 |
1.9% |
58% |
False |
False |
92,779 |
| 100 |
788-0 |
560-0 |
228-0 |
35.0% |
12-2 |
1.9% |
40% |
False |
False |
79,691 |
| 120 |
788-0 |
560-0 |
228-0 |
35.0% |
11-7 |
1.8% |
40% |
False |
False |
70,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687-3 |
|
2.618 |
675-1 |
|
1.618 |
667-5 |
|
1.000 |
663-0 |
|
0.618 |
660-1 |
|
HIGH |
655-4 |
|
0.618 |
652-5 |
|
0.500 |
651-6 |
|
0.382 |
650-7 |
|
LOW |
648-0 |
|
0.618 |
643-3 |
|
1.000 |
640-4 |
|
1.618 |
635-7 |
|
2.618 |
628-3 |
|
4.250 |
616-1 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
651-7 |
652-6 |
| PP |
651-7 |
652-4 |
| S1 |
651-6 |
652-2 |
|