CME Pit-Traded Corn Future May 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
624-0 |
623-0 |
-1-0 |
-0.2% |
616-0 |
| High |
626-0 |
640-2 |
14-2 |
2.3% |
618-4 |
| Low |
620-0 |
622-4 |
2-4 |
0.4% |
599-2 |
| Close |
625-6 |
635-2 |
9-4 |
1.5% |
616-6 |
| Range |
6-0 |
17-6 |
11-6 |
195.8% |
19-2 |
| ATR |
11-6 |
12-2 |
0-3 |
3.6% |
0-0 |
| Volume |
36,630 |
35,851 |
-779 |
-2.1% |
233,963 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685-7 |
678-3 |
645-0 |
|
| R3 |
668-1 |
660-5 |
640-1 |
|
| R2 |
650-3 |
650-3 |
638-4 |
|
| R1 |
642-7 |
642-7 |
636-7 |
646-5 |
| PP |
632-5 |
632-5 |
632-5 |
634-4 |
| S1 |
625-1 |
625-1 |
633-5 |
628-7 |
| S2 |
614-7 |
614-7 |
632-0 |
|
| S3 |
597-1 |
607-3 |
630-3 |
|
| S4 |
579-3 |
589-5 |
625-4 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669-2 |
662-2 |
627-3 |
|
| R3 |
650-0 |
643-0 |
622-0 |
|
| R2 |
630-6 |
630-6 |
620-2 |
|
| R1 |
623-6 |
623-6 |
618-4 |
627-2 |
| PP |
611-4 |
611-4 |
611-4 |
613-2 |
| S1 |
604-4 |
604-4 |
615-0 |
608-0 |
| S2 |
592-2 |
592-2 |
613-2 |
|
| S3 |
573-0 |
585-2 |
611-4 |
|
| S4 |
553-6 |
566-0 |
606-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
640-2 |
599-2 |
41-0 |
6.5% |
9-6 |
1.5% |
88% |
True |
False |
54,364 |
| 10 |
661-6 |
599-2 |
62-4 |
9.8% |
8-3 |
1.3% |
58% |
False |
False |
50,221 |
| 20 |
671-0 |
599-2 |
71-6 |
11.3% |
7-5 |
1.2% |
50% |
False |
False |
40,719 |
| 40 |
671-0 |
587-0 |
84-0 |
13.2% |
8-4 |
1.3% |
57% |
False |
False |
34,534 |
| 60 |
681-0 |
587-0 |
94-0 |
14.8% |
8-6 |
1.4% |
51% |
False |
False |
30,945 |
| 80 |
681-0 |
587-0 |
94-0 |
14.8% |
8-7 |
1.4% |
51% |
False |
False |
26,954 |
| 100 |
789-4 |
587-0 |
202-4 |
31.9% |
9-2 |
1.5% |
24% |
False |
False |
23,622 |
| 120 |
792-0 |
587-0 |
205-0 |
32.3% |
8-5 |
1.4% |
24% |
False |
False |
20,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
715-6 |
|
2.618 |
686-6 |
|
1.618 |
669-0 |
|
1.000 |
658-0 |
|
0.618 |
651-2 |
|
HIGH |
640-2 |
|
0.618 |
633-4 |
|
0.500 |
631-3 |
|
0.382 |
629-2 |
|
LOW |
622-4 |
|
0.618 |
611-4 |
|
1.000 |
604-6 |
|
1.618 |
593-6 |
|
2.618 |
576-0 |
|
4.250 |
547-0 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
634-0 |
632-0 |
| PP |
632-5 |
628-5 |
| S1 |
631-3 |
625-3 |
|