CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
608-0 |
600-0 |
-8-0 |
-1.3% |
652-0 |
| High |
608-6 |
601-0 |
-7-6 |
-1.3% |
662-4 |
| Low |
602-0 |
592-4 |
-9-4 |
-1.6% |
598-4 |
| Close |
604-0 |
593-4 |
-10-4 |
-1.7% |
599-4 |
| Range |
6-6 |
8-4 |
1-6 |
25.9% |
64-0 |
| ATR |
13-6 |
13-5 |
-0-1 |
-1.2% |
0-0 |
| Volume |
164,749 |
194,933 |
30,184 |
18.3% |
708,112 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
621-1 |
615-7 |
598-1 |
|
| R3 |
612-5 |
607-3 |
595-7 |
|
| R2 |
604-1 |
604-1 |
595-0 |
|
| R1 |
598-7 |
598-7 |
594-2 |
597-2 |
| PP |
595-5 |
595-5 |
595-5 |
594-7 |
| S1 |
590-3 |
590-3 |
592-6 |
588-6 |
| S2 |
587-1 |
587-1 |
592-0 |
|
| S3 |
578-5 |
581-7 |
591-1 |
|
| S4 |
570-1 |
573-3 |
588-7 |
|
|
| 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 |
654-0 |
592-4 |
61-4 |
10.4% |
7-5 |
1.3% |
2% |
False |
True |
148,483 |
| 10 |
662-4 |
592-4 |
70-0 |
11.8% |
8-1 |
1.4% |
1% |
False |
True |
153,278 |
| 20 |
664-0 |
592-4 |
71-4 |
12.0% |
9-0 |
1.5% |
1% |
False |
True |
132,548 |
| 40 |
664-0 |
560-0 |
104-0 |
17.5% |
10-4 |
1.8% |
32% |
False |
False |
134,726 |
| 60 |
674-0 |
560-0 |
114-0 |
19.2% |
11-1 |
1.9% |
29% |
False |
False |
118,294 |
| 80 |
677-4 |
560-0 |
117-4 |
19.8% |
11-5 |
2.0% |
29% |
False |
False |
99,781 |
| 100 |
788-0 |
560-0 |
228-0 |
38.4% |
12-2 |
2.1% |
15% |
False |
False |
86,178 |
| 120 |
788-0 |
560-0 |
228-0 |
38.4% |
11-6 |
2.0% |
15% |
False |
False |
75,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637-1 |
|
2.618 |
623-2 |
|
1.618 |
614-6 |
|
1.000 |
609-4 |
|
0.618 |
606-2 |
|
HIGH |
601-0 |
|
0.618 |
597-6 |
|
0.500 |
596-6 |
|
0.382 |
595-6 |
|
LOW |
592-4 |
|
0.618 |
587-2 |
|
1.000 |
584-0 |
|
1.618 |
578-6 |
|
2.618 |
570-2 |
|
4.250 |
556-3 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
596-6 |
601-6 |
| PP |
595-5 |
599-0 |
| S1 |
594-5 |
596-2 |
|