CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
647-4 |
614-0 |
-33-4 |
-5.2% |
661-0 |
| High |
654-0 |
614-4 |
-39-4 |
-6.0% |
664-0 |
| Low |
646-4 |
611-4 |
-35-0 |
-5.4% |
640-0 |
| Close |
651-4 |
611-4 |
-40-0 |
-6.1% |
643-4 |
| Range |
7-4 |
3-0 |
-4-4 |
-60.0% |
24-0 |
| ATR |
12-2 |
14-2 |
2-0 |
16.1% |
0-0 |
| Volume |
37,622 |
144,086 |
106,464 |
283.0% |
621,517 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
621-4 |
619-4 |
613-1 |
|
| R3 |
618-4 |
616-4 |
612-3 |
|
| R2 |
615-4 |
615-4 |
612-0 |
|
| R1 |
613-4 |
613-4 |
611-6 |
613-0 |
| PP |
612-4 |
612-4 |
612-4 |
612-2 |
| S1 |
610-4 |
610-4 |
611-2 |
610-0 |
| S2 |
609-4 |
609-4 |
611-0 |
|
| S3 |
606-4 |
607-4 |
610-5 |
|
| S4 |
603-4 |
604-4 |
609-7 |
|
|
| 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 |
611-4 |
51-0 |
8.3% |
7-2 |
1.2% |
0% |
False |
True |
129,413 |
| 10 |
664-0 |
611-4 |
52-4 |
8.6% |
8-0 |
1.3% |
0% |
False |
True |
131,994 |
| 20 |
664-0 |
576-4 |
87-4 |
14.3% |
8-7 |
1.5% |
40% |
False |
False |
123,793 |
| 40 |
664-0 |
560-0 |
104-0 |
17.0% |
11-1 |
1.8% |
50% |
False |
False |
129,574 |
| 60 |
674-0 |
560-0 |
114-0 |
18.6% |
11-2 |
1.8% |
45% |
False |
False |
111,792 |
| 80 |
714-4 |
560-0 |
154-4 |
25.3% |
11-7 |
1.9% |
33% |
False |
False |
94,085 |
| 100 |
788-0 |
560-0 |
228-0 |
37.3% |
12-2 |
2.0% |
23% |
False |
False |
81,174 |
| 120 |
788-0 |
560-0 |
228-0 |
37.3% |
11-6 |
1.9% |
23% |
False |
False |
71,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
627-2 |
|
2.618 |
622-3 |
|
1.618 |
619-3 |
|
1.000 |
617-4 |
|
0.618 |
616-3 |
|
HIGH |
614-4 |
|
0.618 |
613-3 |
|
0.500 |
613-0 |
|
0.382 |
612-5 |
|
LOW |
611-4 |
|
0.618 |
609-5 |
|
1.000 |
608-4 |
|
1.618 |
606-5 |
|
2.618 |
603-5 |
|
4.250 |
598-6 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
613-0 |
633-4 |
| PP |
612-4 |
626-1 |
| S1 |
612-0 |
618-7 |
|