CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
609-4 |
618-0 |
8-4 |
1.4% |
600-0 |
| High |
613-2 |
618-0 |
4-6 |
0.8% |
613-2 |
| Low |
609-4 |
618-0 |
8-4 |
1.4% |
600-0 |
| Close |
613-2 |
618-0 |
4-6 |
0.8% |
613-2 |
| Range |
3-6 |
0-0 |
-3-6 |
-100.0% |
13-2 |
| ATR |
6-7 |
6-5 |
-0-1 |
-2.2% |
0-0 |
| Volume |
3,234 |
3,273 |
39 |
1.2% |
10,341 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618-0 |
618-0 |
618-0 |
|
| R3 |
618-0 |
618-0 |
618-0 |
|
| R2 |
618-0 |
618-0 |
618-0 |
|
| R1 |
618-0 |
618-0 |
618-0 |
618-0 |
| PP |
618-0 |
618-0 |
618-0 |
618-0 |
| S1 |
618-0 |
618-0 |
618-0 |
618-0 |
| S2 |
618-0 |
618-0 |
618-0 |
|
| S3 |
618-0 |
618-0 |
618-0 |
|
| S4 |
618-0 |
618-0 |
618-0 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648-5 |
644-1 |
620-4 |
|
| R3 |
635-3 |
630-7 |
616-7 |
|
| R2 |
622-1 |
622-1 |
615-5 |
|
| R1 |
617-5 |
617-5 |
614-4 |
619-7 |
| PP |
608-7 |
608-7 |
608-7 |
610-0 |
| S1 |
604-3 |
604-3 |
612-0 |
606-5 |
| S2 |
595-5 |
595-5 |
610-7 |
|
| S3 |
582-3 |
591-1 |
609-5 |
|
| S4 |
569-1 |
577-7 |
606-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
618-0 |
|
2.618 |
618-0 |
|
1.618 |
618-0 |
|
1.000 |
618-0 |
|
0.618 |
618-0 |
|
HIGH |
618-0 |
|
0.618 |
618-0 |
|
0.500 |
618-0 |
|
0.382 |
618-0 |
|
LOW |
618-0 |
|
0.618 |
618-0 |
|
1.000 |
618-0 |
|
1.618 |
618-0 |
|
2.618 |
618-0 |
|
4.250 |
618-0 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
618-0 |
615-7 |
| PP |
618-0 |
613-7 |
| S1 |
618-0 |
611-6 |
|