CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
648-0 |
652-0 |
4-0 |
0.6% |
661-0 |
| High |
649-4 |
662-4 |
13-0 |
2.0% |
664-0 |
| Low |
643-0 |
651-0 |
8-0 |
1.2% |
640-0 |
| Close |
643-4 |
652-0 |
8-4 |
1.3% |
643-4 |
| Range |
6-4 |
11-4 |
5-0 |
76.9% |
24-0 |
| ATR |
12-5 |
13-0 |
0-4 |
3.6% |
0-0 |
| Volume |
139,982 |
177,473 |
37,491 |
26.8% |
621,517 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689-5 |
682-3 |
658-3 |
|
| R3 |
678-1 |
670-7 |
655-1 |
|
| R2 |
666-5 |
666-5 |
654-1 |
|
| R1 |
659-3 |
659-3 |
653-0 |
657-6 |
| PP |
655-1 |
655-1 |
655-1 |
654-3 |
| S1 |
647-7 |
647-7 |
651-0 |
646-2 |
| S2 |
643-5 |
643-5 |
649-7 |
|
| S3 |
632-1 |
636-3 |
648-7 |
|
| S4 |
620-5 |
624-7 |
645-5 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
721-1 |
706-3 |
656-6 |
|
| R3 |
697-1 |
682-3 |
650-1 |
|
| R2 |
673-1 |
673-1 |
647-7 |
|
| R1 |
658-3 |
658-3 |
645-6 |
653-6 |
| PP |
649-1 |
649-1 |
649-1 |
646-7 |
| S1 |
634-3 |
634-3 |
641-2 |
629-6 |
| S2 |
625-1 |
625-1 |
639-1 |
|
| S3 |
601-1 |
610-3 |
636-7 |
|
| S4 |
577-1 |
586-3 |
630-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
664-0 |
640-0 |
24-0 |
3.7% |
9-1 |
1.4% |
50% |
False |
False |
159,798 |
| 10 |
664-0 |
615-0 |
49-0 |
7.5% |
9-2 |
1.4% |
76% |
False |
False |
126,765 |
| 20 |
664-0 |
576-4 |
87-4 |
13.4% |
9-4 |
1.5% |
86% |
False |
False |
125,924 |
| 40 |
668-4 |
560-0 |
108-4 |
16.6% |
11-4 |
1.8% |
85% |
False |
False |
132,358 |
| 60 |
674-0 |
560-0 |
114-0 |
17.5% |
11-4 |
1.8% |
81% |
False |
False |
108,727 |
| 80 |
733-4 |
560-0 |
173-4 |
26.6% |
12-2 |
1.9% |
53% |
False |
False |
91,321 |
| 100 |
788-0 |
560-0 |
228-0 |
35.0% |
12-2 |
1.9% |
40% |
False |
False |
78,532 |
| 120 |
788-0 |
560-0 |
228-0 |
35.0% |
12-0 |
1.8% |
40% |
False |
False |
68,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711-3 |
|
2.618 |
692-5 |
|
1.618 |
681-1 |
|
1.000 |
674-0 |
|
0.618 |
669-5 |
|
HIGH |
662-4 |
|
0.618 |
658-1 |
|
0.500 |
656-6 |
|
0.382 |
655-3 |
|
LOW |
651-0 |
|
0.618 |
643-7 |
|
1.000 |
639-4 |
|
1.618 |
632-3 |
|
2.618 |
620-7 |
|
4.250 |
602-1 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
656-6 |
651-6 |
| PP |
655-1 |
651-4 |
| S1 |
653-5 |
651-2 |
|