CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
659-0 |
651-0 |
-8-0 |
-1.2% |
626-0 |
| High |
659-4 |
652-2 |
-7-2 |
-1.1% |
648-0 |
| Low |
654-0 |
640-0 |
-14-0 |
-2.1% |
626-0 |
| Close |
658-4 |
643-4 |
-15-0 |
-2.3% |
646-4 |
| Range |
5-4 |
12-2 |
6-6 |
122.7% |
22-0 |
| ATR |
12-5 |
13-0 |
0-3 |
3.3% |
0-0 |
| Volume |
138,389 |
186,617 |
48,228 |
34.8% |
398,916 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
682-0 |
675-0 |
650-2 |
|
| R3 |
669-6 |
662-6 |
646-7 |
|
| R2 |
657-4 |
657-4 |
645-6 |
|
| R1 |
650-4 |
650-4 |
644-5 |
647-7 |
| PP |
645-2 |
645-2 |
645-2 |
644-0 |
| S1 |
638-2 |
638-2 |
642-3 |
635-5 |
| S2 |
633-0 |
633-0 |
641-2 |
|
| S3 |
620-6 |
626-0 |
640-1 |
|
| S4 |
608-4 |
613-6 |
636-6 |
|
|
| 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 |
635-4 |
28-4 |
4.4% |
8-6 |
1.4% |
28% |
False |
False |
134,576 |
| 10 |
664-0 |
601-6 |
62-2 |
9.7% |
9-7 |
1.5% |
67% |
False |
False |
118,961 |
| 20 |
664-0 |
560-0 |
104-0 |
16.2% |
11-1 |
1.7% |
80% |
False |
False |
122,398 |
| 40 |
674-0 |
560-0 |
114-0 |
17.7% |
11-4 |
1.8% |
73% |
False |
False |
130,509 |
| 60 |
674-0 |
560-0 |
114-0 |
17.7% |
12-0 |
1.9% |
73% |
False |
False |
105,042 |
| 80 |
754-0 |
560-0 |
194-0 |
30.1% |
12-3 |
1.9% |
43% |
False |
False |
88,410 |
| 100 |
788-0 |
560-0 |
228-0 |
35.4% |
12-2 |
1.9% |
37% |
False |
False |
75,793 |
| 120 |
788-0 |
560-0 |
228-0 |
35.4% |
12-0 |
1.9% |
37% |
False |
False |
66,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
704-2 |
|
2.618 |
684-3 |
|
1.618 |
672-1 |
|
1.000 |
664-4 |
|
0.618 |
659-7 |
|
HIGH |
652-2 |
|
0.618 |
647-5 |
|
0.500 |
646-1 |
|
0.382 |
644-5 |
|
LOW |
640-0 |
|
0.618 |
632-3 |
|
1.000 |
627-6 |
|
1.618 |
620-1 |
|
2.618 |
607-7 |
|
4.250 |
588-0 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
646-1 |
652-0 |
| PP |
645-2 |
649-1 |
| S1 |
644-3 |
646-3 |
|