CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jan-2012 | 
                    20-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        610-0 | 
                        615-6 | 
                        5-6 | 
                        0.9% | 
                        621-0 | 
                     
                    
                        | High | 
                        617-0 | 
                        622-0 | 
                        5-0 | 
                        0.8% | 
                        622-0 | 
                     
                    
                        | Low | 
                        609-4 | 
                        614-2 | 
                        4-6 | 
                        0.8% | 
                        604-0 | 
                     
                    
                        | Close | 
                        616-0 | 
                        620-2 | 
                        4-2 | 
                        0.7% | 
                        620-2 | 
                     
                    
                        | Range | 
                        7-4 | 
                        7-6 | 
                        0-2 | 
                        3.3% | 
                        18-0 | 
                     
                    
                        | ATR | 
                        11-7 | 
                        11-5 | 
                        -0-2 | 
                        -2.5% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        48,697 | 
                        63,895 | 
                        15,198 | 
                        31.2% | 
                        202,944 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                642-1 | 
                638-7 | 
                624-4 | 
                 | 
             
            
                | R3 | 
                634-3 | 
                631-1 | 
                622-3 | 
                 | 
             
            
                | R2 | 
                626-5 | 
                626-5 | 
                621-5 | 
                 | 
             
            
                | R1 | 
                623-3 | 
                623-3 | 
                621-0 | 
                625-0 | 
             
            
                | PP | 
                618-7 | 
                618-7 | 
                618-7 | 
                619-5 | 
             
            
                | S1 | 
                615-5 | 
                615-5 | 
                619-4 | 
                617-2 | 
             
            
                | S2 | 
                611-1 | 
                611-1 | 
                618-7 | 
                 | 
             
            
                | S3 | 
                603-3 | 
                607-7 | 
                618-1 | 
                 | 
             
            
                | S4 | 
                595-5 | 
                600-1 | 
                616-0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                669-3 | 
                662-7 | 
                630-1 | 
                 | 
             
            
                | R3 | 
                651-3 | 
                644-7 | 
                625-2 | 
                 | 
             
            
                | R2 | 
                633-3 | 
                633-3 | 
                623-4 | 
                 | 
             
            
                | R1 | 
                626-7 | 
                626-7 | 
                621-7 | 
                621-1 | 
             
            
                | PP | 
                615-3 | 
                615-3 | 
                615-3 | 
                612-4 | 
             
            
                | S1 | 
                608-7 | 
                608-7 | 
                618-5 | 
                603-1 | 
             
            
                | S2 | 
                597-3 | 
                597-3 | 
                617-0 | 
                 | 
             
            
                | S3 | 
                579-3 | 
                590-7 | 
                615-2 | 
                 | 
             
            
                | S4 | 
                561-3 | 
                572-7 | 
                610-3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                623-0 | 
                604-0 | 
                19-0 | 
                3.1% | 
                7-4 | 
                1.2% | 
                86% | 
                False | 
                False | 
                54,034 | 
                 
                
                | 10 | 
                672-0 | 
                604-0 | 
                68-0 | 
                11.0% | 
                6-4 | 
                1.0% | 
                24% | 
                False | 
                False | 
                48,343 | 
                 
                
                | 20 | 
                677-0 | 
                604-0 | 
                73-0 | 
                11.8% | 
                7-2 | 
                1.2% | 
                22% | 
                False | 
                False | 
                37,334 | 
                 
                
                | 40 | 
                677-0 | 
                594-2 | 
                82-6 | 
                13.3% | 
                7-3 | 
                1.2% | 
                31% | 
                False | 
                False | 
                31,004 | 
                 
                
                | 60 | 
                683-0 | 
                594-2 | 
                88-6 | 
                14.3% | 
                8-0 | 
                1.3% | 
                29% | 
                False | 
                False | 
                27,565 | 
                 
                
                | 80 | 
                689-6 | 
                594-2 | 
                95-4 | 
                15.4% | 
                8-3 | 
                1.4% | 
                27% | 
                False | 
                False | 
                25,920 | 
                 
                
                | 100 | 
                794-4 | 
                594-2 | 
                200-2 | 
                32.3% | 
                8-6 | 
                1.4% | 
                13% | 
                False | 
                False | 
                23,116 | 
                 
                
                | 120 | 
                794-4 | 
                594-2 | 
                200-2 | 
                32.3% | 
                8-3 | 
                1.3% | 
                13% | 
                False | 
                False | 
                20,537 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            655-0 | 
         
        
            | 
2.618             | 
            642-2 | 
         
        
            | 
1.618             | 
            634-4 | 
         
        
            | 
1.000             | 
            629-6 | 
         
        
            | 
0.618             | 
            626-6 | 
         
        
            | 
HIGH             | 
            622-0 | 
         
        
            | 
0.618             | 
            619-0 | 
         
        
            | 
0.500             | 
            618-1 | 
         
        
            | 
0.382             | 
            617-2 | 
         
        
            | 
LOW             | 
            614-2 | 
         
        
            | 
0.618             | 
            609-4 | 
         
        
            | 
1.000             | 
            606-4 | 
         
        
            | 
1.618             | 
            601-6 | 
         
        
            | 
2.618             | 
            594-0 | 
         
        
            | 
4.250             | 
            581-2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                619-4 | 
                                617-7 | 
                             
                            
                                | PP | 
                                618-7 | 
                                615-3 | 
                             
                            
                                | S1 | 
                                618-1 | 
                                613-0 | 
                             
             
         |