CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
600-0 |
598-4 |
-1-4 |
-0.3% |
652-0 |
| High |
601-0 |
607-4 |
6-4 |
1.1% |
662-4 |
| Low |
592-4 |
596-0 |
3-4 |
0.6% |
598-4 |
| Close |
593-4 |
606-0 |
12-4 |
2.1% |
599-4 |
| Range |
8-4 |
11-4 |
3-0 |
35.3% |
64-0 |
| ATR |
13-5 |
13-5 |
0-0 |
0.2% |
0-0 |
| Volume |
194,933 |
185,688 |
-9,245 |
-4.7% |
708,112 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637-5 |
633-3 |
612-3 |
|
| R3 |
626-1 |
621-7 |
609-1 |
|
| R2 |
614-5 |
614-5 |
608-1 |
|
| R1 |
610-3 |
610-3 |
607-0 |
612-4 |
| PP |
603-1 |
603-1 |
603-1 |
604-2 |
| S1 |
598-7 |
598-7 |
605-0 |
601-0 |
| S2 |
591-5 |
591-5 |
603-7 |
|
| S3 |
580-1 |
587-3 |
602-7 |
|
| S4 |
568-5 |
575-7 |
599-5 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812-1 |
769-7 |
634-6 |
|
| R3 |
748-1 |
705-7 |
617-1 |
|
| R2 |
684-1 |
684-1 |
611-2 |
|
| R1 |
641-7 |
641-7 |
605-3 |
631-0 |
| PP |
620-1 |
620-1 |
620-1 |
614-6 |
| S1 |
577-7 |
577-7 |
593-5 |
567-0 |
| S2 |
556-1 |
556-1 |
587-6 |
|
| S3 |
492-1 |
513-7 |
581-7 |
|
| S4 |
428-1 |
449-7 |
564-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
614-4 |
592-4 |
22-0 |
3.6% |
8-4 |
1.4% |
61% |
False |
False |
178,096 |
| 10 |
662-4 |
592-4 |
70-0 |
11.6% |
8-6 |
1.4% |
19% |
False |
False |
158,008 |
| 20 |
664-0 |
592-4 |
71-4 |
11.8% |
9-1 |
1.5% |
19% |
False |
False |
134,595 |
| 40 |
664-0 |
560-0 |
104-0 |
17.2% |
10-4 |
1.7% |
44% |
False |
False |
136,233 |
| 60 |
674-0 |
560-0 |
114-0 |
18.8% |
11-1 |
1.8% |
40% |
False |
False |
120,636 |
| 80 |
677-4 |
560-0 |
117-4 |
19.4% |
11-5 |
1.9% |
39% |
False |
False |
101,700 |
| 100 |
788-0 |
560-0 |
228-0 |
37.6% |
12-2 |
2.0% |
20% |
False |
False |
87,808 |
| 120 |
788-0 |
560-0 |
228-0 |
37.6% |
11-7 |
2.0% |
20% |
False |
False |
77,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656-3 |
|
2.618 |
637-5 |
|
1.618 |
626-1 |
|
1.000 |
619-0 |
|
0.618 |
614-5 |
|
HIGH |
607-4 |
|
0.618 |
603-1 |
|
0.500 |
601-6 |
|
0.382 |
600-3 |
|
LOW |
596-0 |
|
0.618 |
588-7 |
|
1.000 |
584-4 |
|
1.618 |
577-3 |
|
2.618 |
565-7 |
|
4.250 |
547-1 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
604-5 |
604-2 |
| PP |
603-1 |
602-3 |
| S1 |
601-6 |
600-5 |
|