CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
606-4 |
620-0 |
13-4 |
2.2% |
608-0 |
| High |
613-4 |
620-4 |
7-0 |
1.1% |
613-4 |
| Low |
601-2 |
612-0 |
10-6 |
1.8% |
592-4 |
| Close |
611-4 |
620-0 |
8-4 |
1.4% |
611-4 |
| Range |
12-2 |
8-4 |
-3-6 |
-30.6% |
21-0 |
| ATR |
13-5 |
13-2 |
-0-3 |
-2.4% |
0-0 |
| Volume |
144,462 |
163,709 |
19,247 |
13.3% |
689,832 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
643-0 |
640-0 |
624-5 |
|
| R3 |
634-4 |
631-4 |
622-3 |
|
| R2 |
626-0 |
626-0 |
621-4 |
|
| R1 |
623-0 |
623-0 |
620-6 |
624-2 |
| PP |
617-4 |
617-4 |
617-4 |
618-1 |
| S1 |
614-4 |
614-4 |
619-2 |
615-6 |
| S2 |
609-0 |
609-0 |
618-4 |
|
| S3 |
600-4 |
606-0 |
617-5 |
|
| S4 |
592-0 |
597-4 |
615-3 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
668-7 |
661-1 |
623-0 |
|
| R3 |
647-7 |
640-1 |
617-2 |
|
| R2 |
626-7 |
626-7 |
615-3 |
|
| R1 |
619-1 |
619-1 |
613-3 |
623-0 |
| PP |
605-7 |
605-7 |
605-7 |
607-6 |
| S1 |
598-1 |
598-1 |
609-5 |
602-0 |
| S2 |
584-7 |
584-7 |
607-5 |
|
| S3 |
563-7 |
577-1 |
605-6 |
|
| S4 |
542-7 |
556-1 |
600-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
620-4 |
592-4 |
28-0 |
4.5% |
9-4 |
1.5% |
98% |
True |
False |
170,708 |
| 10 |
662-4 |
592-4 |
70-0 |
11.3% |
9-0 |
1.4% |
39% |
False |
False |
156,165 |
| 20 |
664-0 |
592-4 |
71-4 |
11.5% |
9-0 |
1.4% |
38% |
False |
False |
138,676 |
| 40 |
664-0 |
560-0 |
104-0 |
16.8% |
10-6 |
1.7% |
58% |
False |
False |
137,870 |
| 60 |
674-0 |
560-0 |
114-0 |
18.4% |
11-2 |
1.8% |
53% |
False |
False |
124,310 |
| 80 |
674-0 |
560-0 |
114-0 |
18.4% |
11-4 |
1.9% |
53% |
False |
False |
104,750 |
| 100 |
788-0 |
560-0 |
228-0 |
36.8% |
12-1 |
2.0% |
26% |
False |
False |
90,341 |
| 120 |
788-0 |
560-0 |
228-0 |
36.8% |
11-7 |
1.9% |
26% |
False |
False |
79,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656-5 |
|
2.618 |
642-6 |
|
1.618 |
634-2 |
|
1.000 |
629-0 |
|
0.618 |
625-6 |
|
HIGH |
620-4 |
|
0.618 |
617-2 |
|
0.500 |
616-2 |
|
0.382 |
615-2 |
|
LOW |
612-0 |
|
0.618 |
606-6 |
|
1.000 |
603-4 |
|
1.618 |
598-2 |
|
2.618 |
589-6 |
|
4.250 |
575-7 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
618-6 |
616-1 |
| PP |
617-4 |
612-1 |
| S1 |
616-2 |
608-2 |
|