CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
608-0 |
608-0 |
0-0 |
0.0% |
652-0 |
| High |
611-0 |
608-6 |
-2-2 |
-0.4% |
662-4 |
| Low |
598-4 |
602-0 |
3-4 |
0.6% |
598-4 |
| Close |
599-4 |
604-0 |
4-4 |
0.8% |
599-4 |
| Range |
12-4 |
6-6 |
-5-6 |
-46.0% |
64-0 |
| ATR |
14-1 |
13-6 |
-0-3 |
-2.5% |
0-0 |
| Volume |
201,026 |
164,749 |
-36,277 |
-18.0% |
708,112 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625-1 |
621-3 |
607-6 |
|
| R3 |
618-3 |
614-5 |
605-7 |
|
| R2 |
611-5 |
611-5 |
605-2 |
|
| R1 |
607-7 |
607-7 |
604-5 |
606-3 |
| PP |
604-7 |
604-7 |
604-7 |
604-2 |
| S1 |
601-1 |
601-1 |
603-3 |
599-5 |
| S2 |
598-1 |
598-1 |
602-6 |
|
| S3 |
591-3 |
594-3 |
602-1 |
|
| S4 |
584-5 |
587-5 |
600-2 |
|
|
| 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 |
655-4 |
598-4 |
57-0 |
9.4% |
7-4 |
1.2% |
10% |
False |
False |
139,077 |
| 10 |
664-0 |
598-4 |
65-4 |
10.8% |
8-2 |
1.4% |
8% |
False |
False |
149,437 |
| 20 |
664-0 |
580-4 |
83-4 |
13.8% |
8-7 |
1.5% |
28% |
False |
False |
128,459 |
| 40 |
664-0 |
560-0 |
104-0 |
17.2% |
11-0 |
1.8% |
42% |
False |
False |
132,574 |
| 60 |
674-0 |
560-0 |
114-0 |
18.9% |
11-2 |
1.9% |
39% |
False |
False |
115,907 |
| 80 |
683-4 |
560-0 |
123-4 |
20.4% |
11-7 |
2.0% |
36% |
False |
False |
97,643 |
| 100 |
788-0 |
560-0 |
228-0 |
37.7% |
12-2 |
2.0% |
19% |
False |
False |
84,543 |
| 120 |
788-0 |
560-0 |
228-0 |
37.7% |
11-7 |
2.0% |
19% |
False |
False |
74,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637-4 |
|
2.618 |
626-3 |
|
1.618 |
619-5 |
|
1.000 |
615-4 |
|
0.618 |
612-7 |
|
HIGH |
608-6 |
|
0.618 |
606-1 |
|
0.500 |
605-3 |
|
0.382 |
604-5 |
|
LOW |
602-0 |
|
0.618 |
597-7 |
|
1.000 |
595-2 |
|
1.618 |
591-1 |
|
2.618 |
584-3 |
|
4.250 |
573-2 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
605-3 |
606-4 |
| PP |
604-7 |
605-5 |
| S1 |
604-4 |
604-7 |
|