CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
614-0 |
608-0 |
-6-0 |
-1.0% |
652-0 |
| High |
614-4 |
611-0 |
-3-4 |
-0.6% |
662-4 |
| Low |
611-4 |
598-4 |
-13-0 |
-2.1% |
598-4 |
| Close |
611-4 |
599-4 |
-12-0 |
-2.0% |
599-4 |
| Range |
3-0 |
12-4 |
9-4 |
316.7% |
64-0 |
| ATR |
14-2 |
14-1 |
-0-1 |
-0.6% |
0-0 |
| Volume |
144,086 |
201,026 |
56,940 |
39.5% |
708,112 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
640-4 |
632-4 |
606-3 |
|
| R3 |
628-0 |
620-0 |
603-0 |
|
| R2 |
615-4 |
615-4 |
601-6 |
|
| R1 |
607-4 |
607-4 |
600-5 |
605-2 |
| PP |
603-0 |
603-0 |
603-0 |
601-7 |
| S1 |
595-0 |
595-0 |
598-3 |
592-6 |
| S2 |
590-4 |
590-4 |
597-2 |
|
| S3 |
578-0 |
582-4 |
596-0 |
|
| S4 |
565-4 |
570-0 |
592-5 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812-1 |
769-7 |
634-6 |
|
| R3 |
748-1 |
705-7 |
617-1 |
|
| R2 |
684-1 |
684-1 |
611-2 |
|
| R1 |
641-7 |
641-7 |
605-3 |
631-0 |
| PP |
620-1 |
620-1 |
620-1 |
614-6 |
| S1 |
577-7 |
577-7 |
593-5 |
567-0 |
| S2 |
556-1 |
556-1 |
587-6 |
|
| S3 |
492-1 |
513-7 |
581-7 |
|
| S4 |
428-1 |
449-7 |
564-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
662-4 |
598-4 |
64-0 |
10.7% |
8-3 |
1.4% |
2% |
False |
True |
141,622 |
| 10 |
664-0 |
598-4 |
65-4 |
10.9% |
8-2 |
1.4% |
2% |
False |
True |
142,005 |
| 20 |
664-0 |
576-4 |
87-4 |
14.6% |
8-7 |
1.5% |
26% |
False |
False |
126,783 |
| 40 |
664-0 |
560-0 |
104-0 |
17.3% |
11-1 |
1.8% |
38% |
False |
False |
131,387 |
| 60 |
674-0 |
560-0 |
114-0 |
19.0% |
11-2 |
1.9% |
35% |
False |
False |
114,492 |
| 80 |
706-0 |
560-0 |
146-0 |
24.4% |
11-7 |
2.0% |
27% |
False |
False |
95,980 |
| 100 |
788-0 |
560-0 |
228-0 |
38.0% |
12-2 |
2.0% |
17% |
False |
False |
83,045 |
| 120 |
788-0 |
560-0 |
228-0 |
38.0% |
11-7 |
2.0% |
17% |
False |
False |
72,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
664-1 |
|
2.618 |
643-6 |
|
1.618 |
631-2 |
|
1.000 |
623-4 |
|
0.618 |
618-6 |
|
HIGH |
611-0 |
|
0.618 |
606-2 |
|
0.500 |
604-6 |
|
0.382 |
603-2 |
|
LOW |
598-4 |
|
0.618 |
590-6 |
|
1.000 |
586-0 |
|
1.618 |
578-2 |
|
2.618 |
565-6 |
|
4.250 |
545-3 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
604-6 |
626-2 |
| PP |
603-0 |
617-3 |
| S1 |
601-2 |
608-3 |
|