CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
661-0 |
659-0 |
-2-0 |
-0.3% |
626-0 |
| High |
664-0 |
659-4 |
-4-4 |
-0.7% |
648-0 |
| Low |
654-0 |
654-0 |
0-0 |
0.0% |
626-0 |
| Close |
658-4 |
658-4 |
0-0 |
0.0% |
646-4 |
| Range |
10-0 |
5-4 |
-4-4 |
-45.0% |
22-0 |
| ATR |
13-1 |
12-5 |
-0-4 |
-4.2% |
0-0 |
| Volume |
156,529 |
138,389 |
-18,140 |
-11.6% |
398,916 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-7 |
671-5 |
661-4 |
|
| R3 |
668-3 |
666-1 |
660-0 |
|
| R2 |
662-7 |
662-7 |
659-4 |
|
| R1 |
660-5 |
660-5 |
659-0 |
659-0 |
| PP |
657-3 |
657-3 |
657-3 |
656-4 |
| S1 |
655-1 |
655-1 |
658-0 |
653-4 |
| S2 |
651-7 |
651-7 |
657-4 |
|
| S3 |
646-3 |
649-5 |
657-0 |
|
| S4 |
640-7 |
644-1 |
655-4 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706-1 |
698-3 |
658-5 |
|
| R3 |
684-1 |
676-3 |
652-4 |
|
| R2 |
662-1 |
662-1 |
650-4 |
|
| R1 |
654-3 |
654-3 |
648-4 |
658-2 |
| PP |
640-1 |
640-1 |
640-1 |
642-1 |
| S1 |
632-3 |
632-3 |
644-4 |
636-2 |
| S2 |
618-1 |
618-1 |
642-4 |
|
| S3 |
596-1 |
610-3 |
640-4 |
|
| S4 |
574-1 |
588-3 |
634-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
664-0 |
632-4 |
31-4 |
4.8% |
9-0 |
1.4% |
83% |
False |
False |
120,468 |
| 10 |
664-0 |
601-0 |
63-0 |
9.6% |
9-3 |
1.4% |
91% |
False |
False |
111,182 |
| 20 |
664-0 |
560-0 |
104-0 |
15.8% |
11-2 |
1.7% |
95% |
False |
False |
121,612 |
| 40 |
674-0 |
560-0 |
114-0 |
17.3% |
11-3 |
1.7% |
86% |
False |
False |
127,622 |
| 60 |
674-0 |
560-0 |
114-0 |
17.3% |
12-0 |
1.8% |
86% |
False |
False |
102,222 |
| 80 |
760-0 |
560-0 |
200-0 |
30.4% |
12-3 |
1.9% |
49% |
False |
False |
86,626 |
| 100 |
788-0 |
560-0 |
228-0 |
34.6% |
12-1 |
1.8% |
43% |
False |
False |
74,277 |
| 120 |
788-0 |
560-0 |
228-0 |
34.6% |
12-0 |
1.8% |
43% |
False |
False |
65,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682-7 |
|
2.618 |
673-7 |
|
1.618 |
668-3 |
|
1.000 |
665-0 |
|
0.618 |
662-7 |
|
HIGH |
659-4 |
|
0.618 |
657-3 |
|
0.500 |
656-6 |
|
0.382 |
656-1 |
|
LOW |
654-0 |
|
0.618 |
650-5 |
|
1.000 |
648-4 |
|
1.618 |
645-1 |
|
2.618 |
639-5 |
|
4.250 |
630-5 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
657-7 |
656-5 |
| PP |
657-3 |
654-6 |
| S1 |
656-6 |
652-7 |
|