CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
653-0 |
647-4 |
-5-4 |
-0.8% |
661-0 |
| High |
655-4 |
654-0 |
-1-4 |
-0.2% |
664-0 |
| Low |
648-0 |
646-4 |
-1-4 |
-0.2% |
640-0 |
| Close |
652-0 |
651-4 |
-0-4 |
-0.1% |
643-4 |
| Range |
7-4 |
7-4 |
0-0 |
0.0% |
24-0 |
| ATR |
12-5 |
12-2 |
-0-3 |
-2.9% |
0-0 |
| Volume |
147,905 |
37,622 |
-110,283 |
-74.6% |
621,517 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-1 |
669-7 |
655-5 |
|
| R3 |
665-5 |
662-3 |
653-4 |
|
| R2 |
658-1 |
658-1 |
652-7 |
|
| R1 |
654-7 |
654-7 |
652-2 |
656-4 |
| PP |
650-5 |
650-5 |
650-5 |
651-4 |
| S1 |
647-3 |
647-3 |
650-6 |
649-0 |
| S2 |
643-1 |
643-1 |
650-1 |
|
| S3 |
635-5 |
639-7 |
649-4 |
|
| S4 |
628-1 |
632-3 |
647-3 |
|
|
| 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 |
662-4 |
640-0 |
22-4 |
3.5% |
9-0 |
1.4% |
51% |
False |
False |
137,919 |
| 10 |
664-0 |
632-4 |
31-4 |
4.8% |
9-0 |
1.4% |
60% |
False |
False |
129,194 |
| 20 |
664-0 |
576-4 |
87-4 |
13.4% |
9-2 |
1.4% |
86% |
False |
False |
121,552 |
| 40 |
664-0 |
560-0 |
104-0 |
16.0% |
11-2 |
1.7% |
88% |
False |
False |
128,816 |
| 60 |
674-0 |
560-0 |
114-0 |
17.5% |
11-3 |
1.7% |
80% |
False |
False |
110,290 |
| 80 |
714-4 |
560-0 |
154-4 |
23.7% |
12-0 |
1.8% |
59% |
False |
False |
92,832 |
| 100 |
788-0 |
560-0 |
228-0 |
35.0% |
12-2 |
1.9% |
40% |
False |
False |
79,894 |
| 120 |
788-0 |
560-0 |
228-0 |
35.0% |
11-7 |
1.8% |
40% |
False |
False |
70,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
685-7 |
|
2.618 |
673-5 |
|
1.618 |
666-1 |
|
1.000 |
661-4 |
|
0.618 |
658-5 |
|
HIGH |
654-0 |
|
0.618 |
651-1 |
|
0.500 |
650-2 |
|
0.382 |
649-3 |
|
LOW |
646-4 |
|
0.618 |
641-7 |
|
1.000 |
639-0 |
|
1.618 |
634-3 |
|
2.618 |
626-7 |
|
4.250 |
614-5 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
651-1 |
654-4 |
| PP |
650-5 |
653-4 |
| S1 |
650-2 |
652-4 |
|